NYMEX Natural Gas Future April 2021


Trading Metrics calculated at close of trading on 12-Jan-2021
Day Change Summary
Previous Current
11-Jan-2021 12-Jan-2021 Change Change % Previous Week
Open 2.587 2.728 0.141 5.5% 2.605
High 2.742 2.813 0.071 2.6% 2.736
Low 2.578 2.667 0.089 3.5% 2.576
Close 2.701 2.699 -0.002 -0.1% 2.659
Range 0.164 0.146 -0.018 -11.0% 0.160
ATR 0.109 0.111 0.003 2.4% 0.000
Volume 53,881 73,361 19,480 36.2% 255,703
Daily Pivots for day following 12-Jan-2021
Classic Woodie Camarilla DeMark
R4 3.164 3.078 2.779
R3 3.018 2.932 2.739
R2 2.872 2.872 2.726
R1 2.786 2.786 2.712 2.756
PP 2.726 2.726 2.726 2.712
S1 2.640 2.640 2.686 2.610
S2 2.580 2.580 2.672
S3 2.434 2.494 2.659
S4 2.288 2.348 2.619
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 3.137 3.058 2.747
R3 2.977 2.898 2.703
R2 2.817 2.817 2.688
R1 2.738 2.738 2.674 2.778
PP 2.657 2.657 2.657 2.677
S1 2.578 2.578 2.644 2.618
S2 2.497 2.497 2.630
S3 2.337 2.418 2.615
S4 2.177 2.258 2.571
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.813 2.578 0.235 8.7% 0.118 4.4% 51% True False 54,088
10 2.813 2.344 0.469 17.4% 0.108 4.0% 76% True False 49,661
20 2.813 2.308 0.505 18.7% 0.100 3.7% 77% True False 44,406
40 2.919 2.308 0.611 22.6% 0.101 3.7% 64% False False 47,383
60 3.052 2.308 0.744 27.6% 0.090 3.3% 53% False False 41,688
80 3.052 2.308 0.744 27.6% 0.083 3.1% 53% False False 36,852
100 3.052 2.308 0.744 27.6% 0.076 2.8% 53% False False 32,336
120 3.052 2.308 0.744 27.6% 0.070 2.6% 53% False False 29,187
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.434
2.618 3.195
1.618 3.049
1.000 2.959
0.618 2.903
HIGH 2.813
0.618 2.757
0.500 2.740
0.382 2.723
LOW 2.667
0.618 2.577
1.000 2.521
1.618 2.431
2.618 2.285
4.250 2.047
Fisher Pivots for day following 12-Jan-2021
Pivot 1 day 3 day
R1 2.740 2.698
PP 2.726 2.697
S1 2.713 2.696

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

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