NYMEX Natural Gas Future April 2021


Trading Metrics calculated at close of trading on 29-Dec-2020
Day Change Summary
Previous Current
28-Dec-2020 29-Dec-2020 Change Change % Previous Week
Open 2.351 2.374 0.023 1.0% 2.685
High 2.453 2.487 0.034 1.4% 2.752
Low 2.308 2.344 0.036 1.6% 2.513
Close 2.357 2.454 0.097 4.1% 2.518
Range 0.145 0.143 -0.002 -1.4% 0.239
ATR 0.106 0.109 0.003 2.5% 0.000
Volume 59,458 48,129 -11,329 -19.1% 120,638
Daily Pivots for day following 29-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.857 2.799 2.533
R3 2.714 2.656 2.493
R2 2.571 2.571 2.480
R1 2.513 2.513 2.467 2.542
PP 2.428 2.428 2.428 2.443
S1 2.370 2.370 2.441 2.399
S2 2.285 2.285 2.428
S3 2.142 2.227 2.415
S4 1.999 2.084 2.375
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.311 3.154 2.649
R3 3.072 2.915 2.584
R2 2.833 2.833 2.562
R1 2.676 2.676 2.540 2.635
PP 2.594 2.594 2.594 2.574
S1 2.437 2.437 2.496 2.396
S2 2.355 2.355 2.474
S3 2.116 2.198 2.452
S4 1.877 1.959 2.387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.752 2.308 0.444 18.1% 0.127 5.2% 33% False False 40,696
10 2.752 2.308 0.444 18.1% 0.099 4.0% 33% False False 39,592
20 2.770 2.308 0.462 18.8% 0.107 4.4% 32% False False 50,066
40 3.052 2.308 0.744 30.3% 0.095 3.9% 20% False False 44,725
60 3.052 2.308 0.744 30.3% 0.083 3.4% 20% False False 37,718
80 3.052 2.308 0.744 30.3% 0.076 3.1% 20% False False 32,721
100 3.052 2.308 0.744 30.3% 0.070 2.9% 20% False False 28,978
120 3.052 2.308 0.744 30.3% 0.065 2.6% 20% False False 25,949
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.095
2.618 2.861
1.618 2.718
1.000 2.630
0.618 2.575
HIGH 2.487
0.618 2.432
0.500 2.416
0.382 2.399
LOW 2.344
0.618 2.256
1.000 2.201
1.618 2.113
2.618 1.970
4.250 1.736
Fisher Pivots for day following 29-Dec-2020
Pivot 1 day 3 day
R1 2.441 2.456
PP 2.428 2.455
S1 2.416 2.455

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

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