NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 15-Dec-2020

Day Change Summary
	Previous	Current
	14-Dec-2020	15-Dec-2020	Change	Change %	Previous Week
Open	2.649	2.653	0.004	0.2%	2.439
High	2.695	2.673	-0.022	-0.8%	2.621
Low	2.600	2.585	-0.015	-0.6%	2.387
Close	2.660	2.662	0.002	0.1%	2.597
Range	0.095	0.088	-0.007	-7.4%	0.234
ATR	0.127	0.124	-0.003	-2.2%	0.000
Volume	55,453	49,837	-5,616	-10.1%	502,156

Daily Pivots for day following 15-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.904	2.871	2.710
R3	2.816	2.783	2.686
R2	2.728	2.728	2.678
R1	2.695	2.695	2.670	2.712
PP	2.640	2.640	2.640	2.648
S1	2.607	2.607	2.654	2.624
S2	2.552	2.552	2.646
S3	2.464	2.519	2.638
S4	2.376	2.431	2.614

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.237	3.151	2.726
R3	3.003	2.917	2.661
R2	2.769	2.769	2.640
R1	2.683	2.683	2.618	2.726
PP	2.535	2.535	2.535	2.557
S1	2.449	2.449	2.576	2.492
S2	2.301	2.301	2.554
S3	2.067	2.215	2.533
S4	1.833	1.981	2.468

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.695	2.406	0.289	10.9%	0.110	4.1%	89%	False	False	80,625
10	2.848	2.387	0.461	17.3%	0.131	4.9%	60%	False	False	79,615
20	2.910	2.387	0.523	19.6%	0.120	4.5%	53%	False	False	61,343
40	3.320	2.387	0.933	35.0%	0.114	4.3%	29%	False	False	51,064
60	3.320	2.387	0.933	35.0%	0.108	4.1%	29%	False	False	45,487
80	3.320	2.387	0.933	35.0%	0.099	3.7%	29%	False	False	39,574
100	3.320	2.387	0.933	35.0%	0.091	3.4%	29%	False	False	34,638
120	3.320	2.387	0.933	35.0%	0.084	3.2%	29%	False	False	30,565

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	0.034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.047
2.618	2.903
1.618	2.815
1.000	2.761
0.618	2.727
HIGH	2.673
0.618	2.639
0.500	2.629
0.382	2.619
LOW	2.585
0.618	2.531
1.000	2.497
1.618	2.443
2.618	2.355
4.250	2.211

Fisher Pivots for day following 15-Dec-2020
Pivot	1 day	3 day
R1	2.651	2.647
PP	2.640	2.632
S1	2.629	2.617

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols