NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 18-Dec-2020
Day Change Summary
Previous Current
17-Dec-2020 18-Dec-2020 Change Change % Previous Week
Open 2.668 2.635 -0.033 -1.2% 2.649
High 2.704 2.687 -0.017 -0.6% 2.704
Low 2.593 2.626 0.033 1.3% 2.585
Close 2.619 2.662 0.043 1.6% 2.662
Range 0.111 0.061 -0.050 -45.0% 0.119
ATR 0.119 0.116 -0.004 -3.1% 0.000
Volume 52,833 38,116 -14,717 -27.9% 248,132
Daily Pivots for day following 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.841 2.813 2.696
R3 2.780 2.752 2.679
R2 2.719 2.719 2.673
R1 2.691 2.691 2.668 2.705
PP 2.658 2.658 2.658 2.666
S1 2.630 2.630 2.656 2.644
S2 2.597 2.597 2.651
S3 2.536 2.569 2.645
S4 2.475 2.508 2.628
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.007 2.954 2.727
R3 2.888 2.835 2.695
R2 2.769 2.769 2.684
R1 2.716 2.716 2.673 2.743
PP 2.650 2.650 2.650 2.664
S1 2.597 2.597 2.651 2.624
S2 2.531 2.531 2.640
S3 2.412 2.478 2.629
S4 2.293 2.359 2.597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.704 2.585 0.119 4.5% 0.085 3.2% 65% False False 49,626
10 2.704 2.387 0.317 11.9% 0.097 3.6% 87% False False 75,028
20 2.910 2.387 0.523 19.6% 0.115 4.3% 53% False False 61,722
40 3.320 2.387 0.933 35.0% 0.114 4.3% 29% False False 52,408
60 3.320 2.387 0.933 35.0% 0.106 4.0% 29% False False 46,588
80 3.320 2.387 0.933 35.0% 0.100 3.8% 29% False False 40,809
100 3.320 2.387 0.933 35.0% 0.092 3.4% 29% False False 35,706
120 3.320 2.387 0.933 35.0% 0.085 3.2% 29% False False 31,483
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 2.946
2.618 2.847
1.618 2.786
1.000 2.748
0.618 2.725
HIGH 2.687
0.618 2.664
0.500 2.657
0.382 2.649
LOW 2.626
0.618 2.588
1.000 2.565
1.618 2.527
2.618 2.466
4.250 2.367
Fisher Pivots for day following 18-Dec-2020
Pivot 1 day 3 day
R1 2.660 2.658
PP 2.658 2.653
S1 2.657 2.649

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

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