NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 01-Dec-2020
Day Change Summary
Previous Current
30-Nov-2020 01-Dec-2020 Change Change % Previous Week
Open 2.831 2.934 0.103 3.6% 2.822
High 2.996 2.972 -0.024 -0.8% 3.002
Low 2.823 2.833 0.010 0.4% 2.756
Close 2.882 2.880 -0.002 -0.1% 2.843
Range 0.173 0.139 -0.034 -19.7% 0.246
ATR 0.132 0.132 0.001 0.4% 0.000
Volume 146,181 137,665 -8,516 -5.8% 403,466
Daily Pivots for day following 01-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.312 3.235 2.956
R3 3.173 3.096 2.918
R2 3.034 3.034 2.905
R1 2.957 2.957 2.893 2.926
PP 2.895 2.895 2.895 2.880
S1 2.818 2.818 2.867 2.787
S2 2.756 2.756 2.855
S3 2.617 2.679 2.842
S4 2.478 2.540 2.804
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.605 3.470 2.978
R3 3.359 3.224 2.911
R2 3.113 3.113 2.888
R1 2.978 2.978 2.866 3.046
PP 2.867 2.867 2.867 2.901
S1 2.732 2.732 2.820 2.800
S2 2.621 2.621 2.798
S3 2.375 2.486 2.775
S4 2.129 2.240 2.708
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.002 2.800 0.202 7.0% 0.144 5.0% 40% False False 119,992
10 3.002 2.656 0.346 12.0% 0.128 4.4% 65% False False 110,377
20 3.367 2.656 0.711 24.7% 0.131 4.6% 32% False False 99,396
40 3.507 2.656 0.851 29.5% 0.119 4.1% 26% False False 78,885
60 3.507 2.656 0.851 29.5% 0.116 4.0% 26% False False 66,586
80 3.507 2.656 0.851 29.5% 0.106 3.7% 26% False False 57,142
100 3.507 2.656 0.851 29.5% 0.098 3.4% 26% False False 50,288
120 3.507 2.656 0.851 29.5% 0.090 3.1% 26% False False 45,601
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.563
2.618 3.336
1.618 3.197
1.000 3.111
0.618 3.058
HIGH 2.972
0.618 2.919
0.500 2.903
0.382 2.886
LOW 2.833
0.618 2.747
1.000 2.694
1.618 2.608
2.618 2.469
4.250 2.242
Fisher Pivots for day following 01-Dec-2020
Pivot 1 day 3 day
R1 2.903 2.910
PP 2.895 2.900
S1 2.888 2.890

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

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