NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 08-Dec-2020
Day Change Summary
Previous Current
07-Dec-2020 08-Dec-2020 Change Change % Previous Week
Open 2.456 2.431 -0.025 -1.0% 2.831
High 2.483 2.480 -0.003 -0.1% 2.996
Low 2.381 2.368 -0.013 -0.5% 2.462
Close 2.406 2.399 -0.007 -0.3% 2.575
Range 0.102 0.112 0.010 9.8% 0.534
ATR 0.152 0.149 -0.003 -1.9% 0.000
Volume 236,673 177,627 -59,046 -24.9% 838,820
Daily Pivots for day following 08-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.752 2.687 2.461
R3 2.640 2.575 2.430
R2 2.528 2.528 2.420
R1 2.463 2.463 2.409 2.440
PP 2.416 2.416 2.416 2.404
S1 2.351 2.351 2.389 2.328
S2 2.304 2.304 2.378
S3 2.192 2.239 2.368
S4 2.080 2.127 2.337
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 4.280 3.961 2.869
R3 3.746 3.427 2.722
R2 3.212 3.212 2.673
R1 2.893 2.893 2.624 2.786
PP 2.678 2.678 2.678 2.624
S1 2.359 2.359 2.526 2.252
S2 2.144 2.144 2.477
S3 1.610 1.825 2.428
S4 1.076 1.291 2.281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.934 2.368 0.566 23.6% 0.171 7.1% 5% False True 193,854
10 3.002 2.368 0.634 26.4% 0.157 6.6% 5% False True 156,923
20 3.204 2.368 0.836 34.8% 0.141 5.9% 4% False True 127,923
40 3.507 2.368 1.139 47.5% 0.127 5.3% 3% False True 92,368
60 3.507 2.368 1.139 47.5% 0.124 5.2% 3% False True 79,619
80 3.507 2.368 1.139 47.5% 0.112 4.7% 3% False True 67,806
100 3.507 2.368 1.139 47.5% 0.104 4.3% 3% False True 59,104
120 3.507 2.368 1.139 47.5% 0.095 4.0% 3% False True 53,119
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.956
2.618 2.773
1.618 2.661
1.000 2.592
0.618 2.549
HIGH 2.480
0.618 2.437
0.500 2.424
0.382 2.411
LOW 2.368
0.618 2.299
1.000 2.256
1.618 2.187
2.618 2.075
4.250 1.892
Fisher Pivots for day following 08-Dec-2020
Pivot 1 day 3 day
R1 2.424 2.496
PP 2.416 2.463
S1 2.407 2.431

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

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