NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 09-Dec-2020
Day Change Summary
Previous Current
08-Dec-2020 09-Dec-2020 Change Change % Previous Week
Open 2.437 2.466 0.029 1.2% 2.777
High 2.489 2.529 0.040 1.6% 2.910
Low 2.393 2.437 0.044 1.8% 2.441
Close 2.419 2.452 0.033 1.4% 2.551
Range 0.096 0.092 -0.004 -4.2% 0.469
ATR 0.129 0.128 -0.001 -1.1% 0.000
Volume 100,154 94,926 -5,228 -5.2% 294,416
Daily Pivots for day following 09-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.749 2.692 2.503
R3 2.657 2.600 2.477
R2 2.565 2.565 2.469
R1 2.508 2.508 2.460 2.491
PP 2.473 2.473 2.473 2.464
S1 2.416 2.416 2.444 2.399
S2 2.381 2.381 2.435
S3 2.289 2.324 2.427
S4 2.197 2.232 2.401
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 4.041 3.765 2.809
R3 3.572 3.296 2.680
R2 3.103 3.103 2.637
R1 2.827 2.827 2.594 2.731
PP 2.634 2.634 2.634 2.586
S1 2.358 2.358 2.508 2.262
S2 2.165 2.165 2.465
S3 1.696 1.889 2.422
S4 1.227 1.420 2.293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.709 2.387 0.322 13.1% 0.138 5.6% 20% False False 87,848
10 2.910 2.387 0.523 21.3% 0.136 5.5% 12% False False 66,949
20 3.062 2.387 0.675 27.5% 0.120 4.9% 10% False False 55,894
40 3.320 2.387 0.933 38.1% 0.109 4.5% 7% False False 46,661
60 3.320 2.387 0.933 38.1% 0.106 4.3% 7% False False 41,844
80 3.320 2.387 0.933 38.1% 0.096 3.9% 7% False False 36,420
100 3.320 2.387 0.933 38.1% 0.088 3.6% 7% False False 31,877
120 3.320 2.387 0.933 38.1% 0.082 3.3% 7% False False 28,429
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 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.920
2.618 2.770
1.618 2.678
1.000 2.621
0.618 2.586
HIGH 2.529
0.618 2.494
0.500 2.483
0.382 2.472
LOW 2.437
0.618 2.380
1.000 2.345
1.618 2.288
2.618 2.196
4.250 2.046
Fisher Pivots for day following 09-Dec-2020
Pivot 1 day 3 day
R1 2.483 2.458
PP 2.473 2.456
S1 2.462 2.454

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

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