NYMEX Natural Gas Future February 2021


Trading Metrics calculated at close of trading on 22-Dec-2020
Day Change Summary
Previous Current
21-Dec-2020 22-Dec-2020 Change Change % Previous Week
Open 2.709 2.688 -0.021 -0.8% 2.664
High 2.710 2.775 0.065 2.4% 2.724
Low 2.624 2.672 0.048 1.8% 2.596
Close 2.689 2.749 0.060 2.2% 2.681
Range 0.086 0.103 0.017 19.8% 0.128
ATR 0.123 0.121 -0.001 -1.2% 0.000
Volume 62,559 87,871 25,312 40.5% 352,957
Daily Pivots for day following 22-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.041 2.998 2.806
R3 2.938 2.895 2.777
R2 2.835 2.835 2.768
R1 2.792 2.792 2.758 2.814
PP 2.732 2.732 2.732 2.743
S1 2.689 2.689 2.740 2.711
S2 2.629 2.629 2.730
S3 2.526 2.586 2.721
S4 2.423 2.483 2.692
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.051 2.994 2.751
R3 2.923 2.866 2.716
R2 2.795 2.795 2.704
R1 2.738 2.738 2.693 2.767
PP 2.667 2.667 2.667 2.681
S1 2.610 2.610 2.669 2.639
S2 2.539 2.539 2.658
S3 2.411 2.482 2.646
S4 2.283 2.354 2.611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.775 2.608 0.167 6.1% 0.089 3.3% 84% True False 73,575
10 2.775 2.406 0.369 13.4% 0.104 3.8% 93% True False 74,936
20 2.977 2.393 0.584 21.2% 0.126 4.6% 61% False False 64,200
40 3.452 2.393 1.059 38.5% 0.124 4.5% 34% False False 48,369
60 3.452 2.393 1.059 38.5% 0.118 4.3% 34% False False 39,247
80 3.452 2.393 1.059 38.5% 0.110 4.0% 34% False False 32,924
100 3.452 2.393 1.059 38.5% 0.102 3.7% 34% False False 28,387
120 3.452 2.393 1.059 38.5% 0.094 3.4% 34% False False 24,565
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 0.029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.213
2.618 3.045
1.618 2.942
1.000 2.878
0.618 2.839
HIGH 2.775
0.618 2.736
0.500 2.724
0.382 2.711
LOW 2.672
0.618 2.608
1.000 2.569
1.618 2.505
2.618 2.402
4.250 2.234
Fisher Pivots for day following 22-Dec-2020
Pivot 1 day 3 day
R1 2.741 2.733
PP 2.732 2.716
S1 2.724 2.700

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

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