NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 07-Jan-2021
Day Change Summary
Previous Current
06-Jan-2021 07-Jan-2021 Change Change % Previous Week
Open 2.658 2.691 0.033 1.2% 2.329
High 2.732 2.719 -0.013 -0.5% 2.537
Low 2.584 2.635 0.051 2.0% 2.268
Close 2.684 2.691 0.007 0.3% 2.526
Range 0.148 0.084 -0.064 -43.2% 0.269
ATR 0.126 0.123 -0.003 -2.4% 0.000
Volume 69,449 74,219 4,770 6.9% 212,411
Daily Pivots for day following 07-Jan-2021
Classic Woodie Camarilla DeMark
R4 2.934 2.896 2.737
R3 2.850 2.812 2.714
R2 2.766 2.766 2.706
R1 2.728 2.728 2.699 2.733
PP 2.682 2.682 2.682 2.684
S1 2.644 2.644 2.683 2.649
S2 2.598 2.598 2.676
S3 2.514 2.560 2.668
S4 2.430 2.476 2.645
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 2.732 2.431 0.301 11.2% 0.111 4.1% 86% False False 69,867
10 2.742 2.268 0.474 17.6% 0.120 4.5% 89% False False 59,208
20 2.750 2.268 0.482 17.9% 0.108 4.0% 88% False False 60,616
40 3.062 2.268 0.794 29.5% 0.115 4.3% 53% False False 57,033
60 3.320 2.268 1.052 39.1% 0.109 4.0% 40% False False 50,488
80 3.320 2.268 1.052 39.1% 0.106 3.9% 40% False False 45,578
100 3.320 2.268 1.052 39.1% 0.098 3.6% 40% False False 40,436
120 3.320 2.268 1.052 39.1% 0.092 3.4% 40% False False 35,989
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.076
2.618 2.939
1.618 2.855
1.000 2.803
0.618 2.771
HIGH 2.719
0.618 2.687
0.500 2.677
0.382 2.667
LOW 2.635
0.618 2.583
1.000 2.551
1.618 2.499
2.618 2.415
4.250 2.278
Fisher Pivots for day following 07-Jan-2021
Pivot 1 day 3 day
R1 2.686 2.678
PP 2.682 2.665
S1 2.677 2.652

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

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