NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 09-Dec-2020
Day Change Summary
Previous Current
08-Dec-2020 09-Dec-2020 Change Change % Previous Week
Open 2.444 2.498 0.054 2.2% 2.666
High 2.493 2.541 0.048 1.9% 2.774
Low 2.419 2.475 0.056 2.3% 2.405
Close 2.452 2.489 0.037 1.5% 2.517
Range 0.074 0.066 -0.008 -10.8% 0.369
ATR 0.093 0.092 0.000 -0.3% 0.000
Volume 26,467 16,673 -9,794 -37.0% 134,483
Daily Pivots for day following 09-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.700 2.660 2.525
R3 2.634 2.594 2.507
R2 2.568 2.568 2.501
R1 2.528 2.528 2.495 2.515
PP 2.502 2.502 2.502 2.495
S1 2.462 2.462 2.483 2.449
S2 2.436 2.436 2.477
S3 2.370 2.396 2.471
S4 2.304 2.330 2.453
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 2.636 2.384 0.252 10.1% 0.110 4.4% 42% False False 29,155
10 2.774 2.384 0.390 15.7% 0.099 4.0% 27% False False 24,097
20 2.903 2.384 0.519 20.9% 0.087 3.5% 20% False False 22,234
40 3.011 2.384 0.627 25.2% 0.074 3.0% 17% False False 17,988
60 3.011 2.384 0.627 25.2% 0.067 2.7% 17% False False 15,221
80 3.011 2.384 0.627 25.2% 0.060 2.4% 17% False False 13,200
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.021
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2.822
2.618 2.714
1.618 2.648
1.000 2.607
0.618 2.582
HIGH 2.541
0.618 2.516
0.500 2.508
0.382 2.500
LOW 2.475
0.618 2.434
1.000 2.409
1.618 2.368
2.618 2.302
4.250 2.195
Fisher Pivots for day following 09-Dec-2020
Pivot 1 day 3 day
R1 2.508 2.480
PP 2.502 2.471
S1 2.495 2.463

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

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