NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 02-Dec-2020
Day Change Summary
Previous Current
01-Dec-2020 02-Dec-2020 Change Change % Previous Week
Open 2.856 2.804 -0.052 -1.8% 2.750
High 2.881 2.848 -0.033 -1.1% 2.900
Low 2.763 2.685 -0.078 -2.8% 2.694
Close 2.806 2.723 -0.083 -3.0% 2.776
Range 0.118 0.163 0.045 38.1% 0.206
ATR 0.112 0.115 0.004 3.3% 0.000
Volume 50,380 48,713 -1,667 -3.3% 153,751
Daily Pivots for day following 02-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.241 3.145 2.813
R3 3.078 2.982 2.768
R2 2.915 2.915 2.753
R1 2.819 2.819 2.738 2.786
PP 2.752 2.752 2.752 2.735
S1 2.656 2.656 2.708 2.623
S2 2.589 2.589 2.693
S3 2.426 2.493 2.678
S4 2.263 2.330 2.633
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.408 3.298 2.889
R3 3.202 3.092 2.833
R2 2.996 2.996 2.814
R1 2.886 2.886 2.795 2.941
PP 2.790 2.790 2.790 2.818
S1 2.680 2.680 2.757 2.735
S2 2.584 2.584 2.738
S3 2.378 2.474 2.719
S4 2.172 2.268 2.663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.910 2.685 0.225 8.3% 0.134 4.9% 17% False True 46,050
10 2.910 2.596 0.314 11.5% 0.118 4.3% 40% False False 44,265
20 3.112 2.596 0.516 18.9% 0.112 4.1% 25% False False 45,660
40 3.320 2.596 0.724 26.6% 0.103 3.8% 18% False False 41,423
60 3.320 2.596 0.724 26.6% 0.100 3.7% 18% False False 36,377
80 3.320 2.596 0.724 26.6% 0.090 3.3% 18% False False 31,892
100 3.320 2.596 0.724 26.6% 0.084 3.1% 18% False False 27,933
120 3.320 2.596 0.724 26.6% 0.077 2.8% 18% False False 25,027
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.541
2.618 3.275
1.618 3.112
1.000 3.011
0.618 2.949
HIGH 2.848
0.618 2.786
0.500 2.767
0.382 2.747
LOW 2.685
0.618 2.584
1.000 2.522
1.618 2.421
2.618 2.258
4.250 1.992
Fisher Pivots for day following 02-Dec-2020
Pivot 1 day 3 day
R1 2.767 2.798
PP 2.752 2.773
S1 2.738 2.748

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

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