NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 24-Dec-2020
Day Change Summary
Previous Current
23-Dec-2020 24-Dec-2020 Change Change % Previous Week
Open 2.768 2.611 -0.157 -5.7% 2.658
High 2.793 2.632 -0.161 -5.8% 2.724
Low 2.566 2.515 -0.051 -2.0% 2.596
Close 2.608 2.518 -0.090 -3.5% 2.700
Range 0.227 0.117 -0.110 -48.5% 0.128
ATR 0.137 0.135 -0.001 -1.0% 0.000
Volume 98,707 39,990 -58,717 -59.5% 685,427
Daily Pivots for day following 24-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.906 2.829 2.582
R3 2.789 2.712 2.550
R2 2.672 2.672 2.539
R1 2.595 2.595 2.529 2.575
PP 2.555 2.555 2.555 2.545
S1 2.478 2.478 2.507 2.458
S2 2.438 2.438 2.497
S3 2.321 2.361 2.486
S4 2.204 2.244 2.454
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.057 3.007 2.770
R3 2.929 2.879 2.735
R2 2.801 2.801 2.723
R1 2.751 2.751 2.712 2.776
PP 2.673 2.673 2.673 2.686
S1 2.623 2.623 2.688 2.648
S2 2.545 2.545 2.677
S3 2.417 2.495 2.665
S4 2.289 2.367 2.630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.806 2.515 0.291 11.6% 0.126 5.0% 1% False True 95,479
10 2.806 2.515 0.291 11.6% 0.113 4.5% 1% False True 121,885
20 2.996 2.368 0.628 24.9% 0.137 5.4% 24% False False 148,332
40 3.507 2.368 1.139 45.2% 0.135 5.4% 13% False False 118,925
60 3.507 2.368 1.139 45.2% 0.126 5.0% 13% False False 98,361
80 3.507 2.368 1.139 45.2% 0.119 4.7% 13% False False 83,738
100 3.507 2.368 1.139 45.2% 0.110 4.4% 13% False False 72,501
120 3.507 2.368 1.139 45.2% 0.102 4.0% 13% False False 64,079
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.129
2.618 2.938
1.618 2.821
1.000 2.749
0.618 2.704
HIGH 2.632
0.618 2.587
0.500 2.574
0.382 2.560
LOW 2.515
0.618 2.443
1.000 2.398
1.618 2.326
2.618 2.209
4.250 2.018
Fisher Pivots for day following 24-Dec-2020
Pivot 1 day 3 day
R1 2.574 2.661
PP 2.555 2.613
S1 2.537 2.566

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

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