NYMEX Natural Gas Future February 2021


Trading Metrics calculated at close of trading on 07-Dec-2020
Day Change Summary
Previous Current
04-Dec-2020 07-Dec-2020 Change Change % Previous Week
Open 2.521 2.471 -0.050 -2.0% 2.823
High 2.632 2.495 -0.137 -5.2% 2.977
Low 2.475 2.406 -0.069 -2.8% 2.475
Close 2.586 2.433 -0.153 -5.9% 2.586
Range 0.157 0.089 -0.068 -43.3% 0.502
ATR 0.141 0.144 0.003 2.0% 0.000
Volume 49,996 104,536 54,540 109.1% 268,779
Daily Pivots for day following 07-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.712 2.661 2.482
R3 2.623 2.572 2.457
R2 2.534 2.534 2.449
R1 2.483 2.483 2.441 2.464
PP 2.445 2.445 2.445 2.435
S1 2.394 2.394 2.425 2.375
S2 2.356 2.356 2.417
S3 2.267 2.305 2.409
S4 2.178 2.216 2.384
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 2.950 2.406 0.544 22.4% 0.167 6.9% 5% False True 66,481
10 2.977 2.406 0.571 23.5% 0.145 6.0% 5% False True 48,310
20 3.159 2.406 0.753 30.9% 0.133 5.5% 4% False True 42,515
40 3.452 2.406 1.046 43.0% 0.119 4.9% 3% False True 32,925
60 3.452 2.406 1.046 43.0% 0.116 4.8% 3% False True 28,033
80 3.452 2.406 1.046 43.0% 0.105 4.3% 3% False True 24,143
100 3.452 2.406 1.046 43.0% 0.097 4.0% 3% False True 20,702
120 3.452 2.406 1.046 43.0% 0.089 3.7% 3% False True 18,299
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.027
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2.873
2.618 2.728
1.618 2.639
1.000 2.584
0.618 2.550
HIGH 2.495
0.618 2.461
0.500 2.451
0.382 2.440
LOW 2.406
0.618 2.351
1.000 2.317
1.618 2.262
2.618 2.173
4.250 2.028
Fisher Pivots for day following 07-Dec-2020
Pivot 1 day 3 day
R1 2.451 2.585
PP 2.445 2.534
S1 2.439 2.484

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

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