NYMEX Natural Gas Future July 2021
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.587 |
2.703 |
0.116 |
4.5% |
2.546 |
| High |
2.736 |
2.744 |
0.008 |
0.3% |
2.744 |
| Low |
2.564 |
2.677 |
0.113 |
4.4% |
2.500 |
| Close |
2.700 |
2.716 |
0.016 |
0.6% |
2.716 |
| Range |
0.172 |
0.067 |
-0.105 |
-61.0% |
0.244 |
| ATR |
0.091 |
0.089 |
-0.002 |
-1.9% |
0.000 |
| Volume |
14,094 |
8,085 |
-6,009 |
-42.6% |
58,904 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.913 |
2.882 |
2.753 |
|
| R3 |
2.846 |
2.815 |
2.734 |
|
| R2 |
2.779 |
2.779 |
2.728 |
|
| R1 |
2.748 |
2.748 |
2.722 |
2.764 |
| PP |
2.712 |
2.712 |
2.712 |
2.720 |
| S1 |
2.681 |
2.681 |
2.710 |
2.697 |
| S2 |
2.645 |
2.645 |
2.704 |
|
| S3 |
2.578 |
2.614 |
2.698 |
|
| S4 |
2.511 |
2.547 |
2.679 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.385 |
3.295 |
2.850 |
|
| R3 |
3.141 |
3.051 |
2.783 |
|
| R2 |
2.897 |
2.897 |
2.761 |
|
| R1 |
2.807 |
2.807 |
2.738 |
2.852 |
| PP |
2.653 |
2.653 |
2.653 |
2.676 |
| S1 |
2.563 |
2.563 |
2.694 |
2.608 |
| S2 |
2.409 |
2.409 |
2.671 |
|
| S3 |
2.165 |
2.319 |
2.649 |
|
| S4 |
1.921 |
2.075 |
2.582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.744 |
2.500 |
0.244 |
9.0% |
0.089 |
3.3% |
89% |
True |
False |
11,780 |
| 10 |
2.859 |
2.500 |
0.359 |
13.2% |
0.103 |
3.8% |
60% |
False |
False |
12,730 |
| 20 |
2.978 |
2.500 |
0.478 |
17.6% |
0.086 |
3.2% |
45% |
False |
False |
10,857 |
| 40 |
3.085 |
2.500 |
0.585 |
21.5% |
0.071 |
2.6% |
37% |
False |
False |
8,727 |
| 60 |
3.085 |
2.500 |
0.585 |
21.5% |
0.062 |
2.3% |
37% |
False |
False |
7,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.029 |
|
2.618 |
2.919 |
|
1.618 |
2.852 |
|
1.000 |
2.811 |
|
0.618 |
2.785 |
|
HIGH |
2.744 |
|
0.618 |
2.718 |
|
0.500 |
2.711 |
|
0.382 |
2.703 |
|
LOW |
2.677 |
|
0.618 |
2.636 |
|
1.000 |
2.610 |
|
1.618 |
2.569 |
|
2.618 |
2.502 |
|
4.250 |
2.392 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.714 |
2.695 |
| PP |
2.712 |
2.675 |
| S1 |
2.711 |
2.654 |
|