NYMEX Natural Gas Future February 2021


Trading Metrics calculated at close of trading on 04-Dec-2020
Day Change Summary
Previous Current
03-Dec-2020 04-Dec-2020 Change Change % Previous Week
Open 2.756 2.521 -0.235 -8.5% 2.823
High 2.764 2.632 -0.132 -4.8% 2.977
Low 2.486 2.475 -0.011 -0.4% 2.475
Close 2.515 2.586 0.071 2.8% 2.586
Range 0.278 0.157 -0.121 -43.5% 0.502
ATR 0.140 0.141 0.001 0.9% 0.000
Volume 89,708 49,996 -39,712 -44.3% 268,779
Daily Pivots for day following 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.035 2.968 2.672
R3 2.878 2.811 2.629
R2 2.721 2.721 2.615
R1 2.654 2.654 2.600 2.688
PP 2.564 2.564 2.564 2.581
S1 2.497 2.497 2.572 2.531
S2 2.407 2.407 2.557
S3 2.250 2.340 2.543
S4 2.093 2.183 2.500
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 4.185 3.888 2.862
R3 3.683 3.386 2.724
R2 3.181 3.181 2.678
R1 2.884 2.884 2.632 2.782
PP 2.679 2.679 2.679 2.628
S1 2.382 2.382 2.540 2.280
S2 2.177 2.177 2.494
S3 1.675 1.880 2.448
S4 1.173 1.378 2.310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.977 2.475 0.502 19.4% 0.182 7.0% 22% False True 53,755
10 2.977 2.475 0.502 19.4% 0.145 5.6% 22% False True 40,234
20 3.159 2.475 0.684 26.5% 0.133 5.2% 16% False True 39,123
40 3.452 2.475 0.977 37.8% 0.119 4.6% 11% False True 30,934
60 3.452 2.475 0.977 37.8% 0.116 4.5% 11% False True 26,531
80 3.452 2.475 0.977 37.8% 0.105 4.0% 11% False True 22,916
100 3.452 2.475 0.977 37.8% 0.097 3.7% 11% False True 19,692
120 3.452 2.475 0.977 37.8% 0.089 3.4% 11% False True 17,451
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 0.026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.299
2.618 3.043
1.618 2.886
1.000 2.789
0.618 2.729
HIGH 2.632
0.618 2.572
0.500 2.554
0.382 2.535
LOW 2.475
0.618 2.378
1.000 2.318
1.618 2.221
2.618 2.064
4.250 1.808
Fisher Pivots for day following 04-Dec-2020
Pivot 1 day 3 day
R1 2.575 2.697
PP 2.564 2.660
S1 2.554 2.623

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

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