NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 05-Jan-2021
Day Change Summary
Previous Current
04-Jan-2021 05-Jan-2021 Change Change % Previous Week
Open 2.601 2.577 -0.024 -0.9% 2.329
High 2.643 2.698 0.055 2.1% 2.537
Low 2.553 2.571 0.018 0.7% 2.268
Close 2.561 2.673 0.112 4.4% 2.526
Range 0.090 0.127 0.037 41.1% 0.269
ATR 0.123 0.124 0.001 0.8% 0.000
Volume 69,268 85,703 16,435 23.7% 212,411
Daily Pivots for day following 05-Jan-2021
Classic Woodie Camarilla DeMark
R4 3.028 2.978 2.743
R3 2.901 2.851 2.708
R2 2.774 2.774 2.696
R1 2.724 2.724 2.685 2.749
PP 2.647 2.647 2.647 2.660
S1 2.597 2.597 2.661 2.622
S2 2.520 2.520 2.650
S3 2.393 2.470 2.638
S4 2.266 2.343 2.603
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 3.251 3.157 2.674
R3 2.982 2.888 2.600
R2 2.713 2.713 2.575
R1 2.619 2.619 2.551 2.666
PP 2.444 2.444 2.444 2.467
S1 2.350 2.350 2.501 2.397
S2 2.175 2.175 2.477
S3 1.906 2.081 2.452
S4 1.637 1.812 2.378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.698 2.313 0.385 14.4% 0.113 4.2% 94% True False 61,022
10 2.750 2.268 0.482 18.0% 0.114 4.3% 84% False False 52,269
20 2.750 2.268 0.482 18.0% 0.106 3.9% 84% False False 63,649
40 3.062 2.268 0.794 29.7% 0.114 4.3% 51% False False 55,887
60 3.320 2.268 1.052 39.4% 0.108 4.0% 38% False False 49,784
80 3.320 2.268 1.052 39.4% 0.105 3.9% 38% False False 44,358
100 3.320 2.268 1.052 39.4% 0.097 3.6% 38% False False 39,389
120 3.320 2.268 1.052 39.4% 0.090 3.4% 38% False False 34,898
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 3.238
2.618 3.030
1.618 2.903
1.000 2.825
0.618 2.776
HIGH 2.698
0.618 2.649
0.500 2.635
0.382 2.620
LOW 2.571
0.618 2.493
1.000 2.444
1.618 2.366
2.618 2.239
4.250 2.031
Fisher Pivots for day following 05-Jan-2021
Pivot 1 day 3 day
R1 2.660 2.637
PP 2.647 2.601
S1 2.635 2.565

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

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