NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 12-Jan-2021
Day Change Summary
Previous Current
11-Jan-2021 12-Jan-2021 Change Change % Previous Week
Open 2.577 2.742 0.165 6.4% 2.601
High 2.755 2.835 0.080 2.9% 2.732
Low 2.561 2.672 0.111 4.3% 2.553
Close 2.703 2.707 0.004 0.1% 2.656
Range 0.194 0.163 -0.031 -16.0% 0.179
ATR 0.126 0.128 0.003 2.1% 0.000
Volume 109,226 123,982 14,756 13.5% 388,618
Daily Pivots for day following 12-Jan-2021
Classic Woodie Camarilla DeMark
R4 3.227 3.130 2.797
R3 3.064 2.967 2.752
R2 2.901 2.901 2.737
R1 2.804 2.804 2.722 2.771
PP 2.738 2.738 2.738 2.722
S1 2.641 2.641 2.692 2.608
S2 2.575 2.575 2.677
S3 2.412 2.478 2.662
S4 2.249 2.315 2.617
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 3.184 3.099 2.754
R3 3.005 2.920 2.705
R2 2.826 2.826 2.689
R1 2.741 2.741 2.672 2.784
PP 2.647 2.647 2.647 2.668
S1 2.562 2.562 2.640 2.605
S2 2.468 2.468 2.623
S3 2.289 2.383 2.607
S4 2.110 2.204 2.558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.835 2.561 0.274 10.1% 0.134 5.0% 53% True False 93,371
10 2.835 2.313 0.522 19.3% 0.124 4.6% 75% True False 77,196
20 2.835 2.268 0.567 20.9% 0.112 4.1% 77% True False 61,883
40 3.062 2.268 0.794 29.3% 0.118 4.3% 55% False False 61,934
60 3.320 2.268 1.052 38.9% 0.112 4.1% 42% False False 54,031
80 3.320 2.268 1.052 38.9% 0.109 4.0% 42% False False 48,816
100 3.320 2.268 1.052 38.9% 0.101 3.7% 42% False False 43,294
120 3.320 2.268 1.052 38.9% 0.094 3.5% 42% False False 38,447
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.528
2.618 3.262
1.618 3.099
1.000 2.998
0.618 2.936
HIGH 2.835
0.618 2.773
0.500 2.754
0.382 2.734
LOW 2.672
0.618 2.571
1.000 2.509
1.618 2.408
2.618 2.245
4.250 1.979
Fisher Pivots for day following 12-Jan-2021
Pivot 1 day 3 day
R1 2.754 2.704
PP 2.738 2.701
S1 2.723 2.698

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

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