NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 07-Dec-2020
Day Change Summary
Previous Current
04-Dec-2020 07-Dec-2020 Change Change % Previous Week
Open 2.455 2.421 -0.034 -1.4% 2.666
High 2.535 2.452 -0.083 -3.3% 2.774
Low 2.426 2.384 -0.042 -1.7% 2.405
Close 2.517 2.425 -0.092 -3.7% 2.517
Range 0.109 0.068 -0.041 -37.6% 0.369
ATR 0.091 0.094 0.003 3.3% 0.000
Volume 23,565 28,736 5,171 21.9% 134,483
Daily Pivots for day following 07-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.624 2.593 2.462
R3 2.556 2.525 2.444
R2 2.488 2.488 2.437
R1 2.457 2.457 2.431 2.473
PP 2.420 2.420 2.420 2.428
S1 2.389 2.389 2.419 2.405
S2 2.352 2.352 2.413
S3 2.284 2.321 2.406
S4 2.216 2.253 2.388
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.672 3.464 2.720
R3 3.303 3.095 2.618
R2 2.934 2.934 2.585
R1 2.726 2.726 2.551 2.646
PP 2.565 2.565 2.565 2.525
S1 2.357 2.357 2.483 2.277
S2 2.196 2.196 2.449
S3 1.827 1.988 2.416
S4 1.458 1.619 2.314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.761 2.384 0.377 15.5% 0.121 5.0% 11% False True 28,205
10 2.774 2.384 0.390 16.1% 0.095 3.9% 11% False True 22,397
20 2.903 2.384 0.519 21.4% 0.087 3.6% 8% False True 22,463
40 3.011 2.384 0.627 25.9% 0.072 3.0% 7% False True 17,446
60 3.011 2.384 0.627 25.9% 0.066 2.7% 7% False True 14,735
80 3.011 2.384 0.627 25.9% 0.060 2.5% 7% False True 12,945
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.017
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2.741
2.618 2.630
1.618 2.562
1.000 2.520
0.618 2.494
HIGH 2.452
0.618 2.426
0.500 2.418
0.382 2.410
LOW 2.384
0.618 2.342
1.000 2.316
1.618 2.274
2.618 2.206
4.250 2.095
Fisher Pivots for day following 07-Dec-2020
Pivot 1 day 3 day
R1 2.423 2.510
PP 2.420 2.482
S1 2.418 2.453

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

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