NYMEX Natural Gas Future March 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 2.680 2.670 -0.010 -0.4% 2.649
High 2.688 2.750 0.062 2.3% 2.704
Low 2.612 2.655 0.043 1.6% 2.585
Close 2.670 2.726 0.056 2.1% 2.662
Range 0.076 0.095 0.019 25.0% 0.119
ATR 0.113 0.111 -0.001 -1.1% 0.000
Volume 31,240 43,036 11,796 37.8% 248,132
Daily Pivots for day following 22-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.995 2.956 2.778
R3 2.900 2.861 2.752
R2 2.805 2.805 2.743
R1 2.766 2.766 2.735 2.786
PP 2.710 2.710 2.710 2.720
S1 2.671 2.671 2.717 2.691
S2 2.615 2.615 2.709
S3 2.520 2.576 2.700
S4 2.425 2.481 2.674
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 2.750 2.593 0.157 5.8% 0.082 3.0% 85% True False 43,423
10 2.750 2.406 0.344 12.6% 0.096 3.5% 93% True False 62,024
20 2.910 2.387 0.523 19.2% 0.116 4.2% 65% False False 61,946
40 3.320 2.387 0.933 34.2% 0.113 4.1% 36% False False 52,826
60 3.320 2.387 0.933 34.2% 0.107 3.9% 36% False False 46,909
80 3.320 2.387 0.933 34.2% 0.100 3.7% 36% False False 40,975
100 3.320 2.387 0.933 34.2% 0.092 3.4% 36% False False 36,203
120 3.320 2.387 0.933 34.2% 0.086 3.1% 36% False False 31,922
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 0.027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.154
2.618 2.999
1.618 2.904
1.000 2.845
0.618 2.809
HIGH 2.750
0.618 2.714
0.500 2.703
0.382 2.691
LOW 2.655
0.618 2.596
1.000 2.560
1.618 2.501
2.618 2.406
4.250 2.251
Fisher Pivots for day following 22-Dec-2020
Pivot 1 day 3 day
R1 2.718 2.711
PP 2.710 2.696
S1 2.703 2.681

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

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