NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 18-Dec-2020
Day Change Summary
Previous Current
17-Dec-2020 18-Dec-2020 Change Change % Previous Week
Open 2.710 2.663 -0.047 -1.7% 2.658
High 2.730 2.697 -0.033 -1.2% 2.730
Low 2.633 2.656 0.023 0.9% 2.622
Close 2.649 2.679 0.030 1.1% 2.679
Range 0.097 0.041 -0.056 -57.7% 0.108
ATR 0.092 0.089 -0.003 -3.4% 0.000
Volume 16,743 12,647 -4,096 -24.5% 82,181
Daily Pivots for day following 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.800 2.781 2.702
R3 2.759 2.740 2.690
R2 2.718 2.718 2.687
R1 2.699 2.699 2.683 2.709
PP 2.677 2.677 2.677 2.682
S1 2.658 2.658 2.675 2.668
S2 2.636 2.636 2.671
S3 2.595 2.617 2.668
S4 2.554 2.576 2.656
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.001 2.948 2.738
R3 2.893 2.840 2.709
R2 2.785 2.785 2.699
R1 2.732 2.732 2.689 2.759
PP 2.677 2.677 2.677 2.690
S1 2.624 2.624 2.669 2.651
S2 2.569 2.569 2.659
S3 2.461 2.516 2.649
S4 2.353 2.408 2.620
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.730 2.622 0.108 4.0% 0.069 2.6% 53% False False 16,436
10 2.730 2.384 0.346 12.9% 0.080 3.0% 85% False False 20,304
20 2.774 2.384 0.390 14.6% 0.087 3.3% 76% False False 20,844
40 3.011 2.384 0.627 23.4% 0.080 3.0% 47% False False 19,788
60 3.011 2.384 0.627 23.4% 0.071 2.6% 47% False False 16,316
80 3.011 2.384 0.627 23.4% 0.064 2.4% 47% False False 14,283
100 3.011 2.384 0.627 23.4% 0.060 2.2% 47% False False 12,967
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 2.871
2.618 2.804
1.618 2.763
1.000 2.738
0.618 2.722
HIGH 2.697
0.618 2.681
0.500 2.677
0.382 2.672
LOW 2.656
0.618 2.631
1.000 2.615
1.618 2.590
2.618 2.549
4.250 2.482
Fisher Pivots for day following 18-Dec-2020
Pivot 1 day 3 day
R1 2.678 2.682
PP 2.677 2.681
S1 2.677 2.680

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

View Archives - Comment on this page... - Back to Index of Symbols