NYMEX Natural Gas Future April 2021


Trading Metrics calculated at close of trading on 17-Dec-2020
Day Change Summary
Previous Current
16-Dec-2020 17-Dec-2020 Change Change % Previous Week
Open 2.666 2.692 0.026 1.0% 2.418
High 2.695 2.715 0.020 0.7% 2.621
Low 2.624 2.614 -0.010 -0.4% 2.366
Close 2.687 2.635 -0.052 -1.9% 2.596
Range 0.071 0.101 0.030 42.3% 0.255
ATR 0.099 0.099 0.000 0.2% 0.000
Volume 42,846 46,803 3,957 9.2% 297,606
Daily Pivots for day following 17-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.958 2.897 2.691
R3 2.857 2.796 2.663
R2 2.756 2.756 2.654
R1 2.695 2.695 2.644 2.675
PP 2.655 2.655 2.655 2.645
S1 2.594 2.594 2.626 2.574
S2 2.554 2.554 2.616
S3 2.453 2.493 2.607
S4 2.352 2.392 2.579
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.293 3.199 2.736
R3 3.038 2.944 2.666
R2 2.783 2.783 2.643
R1 2.689 2.689 2.619 2.736
PP 2.528 2.528 2.528 2.551
S1 2.434 2.434 2.573 2.481
S2 2.273 2.273 2.549
S3 2.018 2.179 2.526
S4 1.763 1.924 2.456
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.715 2.547 0.168 6.4% 0.080 3.0% 52% True False 44,500
10 2.715 2.366 0.349 13.2% 0.092 3.5% 77% True False 52,688
20 2.788 2.366 0.422 16.0% 0.102 3.9% 64% False False 51,224
40 3.052 2.366 0.686 26.0% 0.088 3.4% 39% False False 42,429
60 3.052 2.366 0.686 26.0% 0.078 3.0% 39% False False 35,992
80 3.052 2.366 0.686 26.0% 0.072 2.7% 39% False False 30,956
100 3.052 2.366 0.686 26.0% 0.066 2.5% 39% False False 27,550
120 3.052 2.366 0.686 26.0% 0.061 2.3% 39% False False 24,301
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.144
2.618 2.979
1.618 2.878
1.000 2.816
0.618 2.777
HIGH 2.715
0.618 2.676
0.500 2.665
0.382 2.653
LOW 2.614
0.618 2.552
1.000 2.513
1.618 2.451
2.618 2.350
4.250 2.185
Fisher Pivots for day following 17-Dec-2020
Pivot 1 day 3 day
R1 2.665 2.660
PP 2.655 2.651
S1 2.645 2.643

These figures are updated between 7pm and 10pm EST after a trading day.

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