NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 31-Dec-2020
Day Change Summary
Previous Current
30-Dec-2020 31-Dec-2020 Change Change % Previous Week
Open 2.442 2.434 -0.008 -0.3% 2.680
High 2.468 2.537 0.069 2.8% 2.750
Low 2.389 2.431 0.042 1.8% 2.493
Close 2.422 2.526 0.104 4.3% 2.498
Range 0.079 0.106 0.027 34.2% 0.257
ATR 0.124 0.123 -0.001 -0.5% 0.000
Volume 36,833 50,696 13,863 37.6% 155,310
Daily Pivots for day following 31-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.816 2.777 2.584
R3 2.710 2.671 2.555
R2 2.604 2.604 2.545
R1 2.565 2.565 2.536 2.585
PP 2.498 2.498 2.498 2.508
S1 2.459 2.459 2.516 2.479
S2 2.392 2.392 2.507
S3 2.286 2.353 2.497
S4 2.180 2.247 2.468
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.351 3.182 2.639
R3 3.094 2.925 2.569
R2 2.837 2.837 2.545
R1 2.668 2.668 2.522 2.624
PP 2.580 2.580 2.580 2.559
S1 2.411 2.411 2.474 2.367
S2 2.323 2.323 2.451
S3 2.066 2.154 2.427
S4 1.809 1.897 2.357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.596 2.268 0.328 13.0% 0.111 4.4% 79% False False 47,847
10 2.750 2.268 0.482 19.1% 0.110 4.3% 54% False False 45,867
20 2.750 2.268 0.482 19.1% 0.116 4.6% 54% False False 62,900
40 3.112 2.268 0.844 33.4% 0.114 4.5% 31% False False 54,280
60 3.320 2.268 1.052 41.6% 0.107 4.2% 25% False False 48,582
80 3.320 2.268 1.052 41.6% 0.104 4.1% 25% False False 43,007
100 3.320 2.268 1.052 41.6% 0.095 3.8% 25% False False 38,094
120 3.320 2.268 1.052 41.6% 0.089 3.5% 25% False False 33,760
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.988
2.618 2.815
1.618 2.709
1.000 2.643
0.618 2.603
HIGH 2.537
0.618 2.497
0.500 2.484
0.382 2.471
LOW 2.431
0.618 2.365
1.000 2.325
1.618 2.259
2.618 2.153
4.250 1.981
Fisher Pivots for day following 31-Dec-2020
Pivot 1 day 3 day
R1 2.512 2.492
PP 2.498 2.459
S1 2.484 2.425

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

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