NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 20-Jan-2021
Day Change Summary
Previous Current
19-Jan-2021 20-Jan-2021 Change Change % Previous Week
Open 2.667 2.596 -0.071 -2.7% 2.609
High 2.690 2.617 -0.073 -2.7% 2.822
Low 2.579 2.537 -0.042 -1.6% 2.600
Close 2.596 2.607 0.011 0.4% 2.724
Range 0.111 0.080 -0.031 -27.9% 0.222
ATR 0.105 0.104 -0.002 -1.7% 0.000
Volume 37,626 24,528 -13,098 -34.8% 156,820
Daily Pivots for day following 20-Jan-2021
Classic Woodie Camarilla DeMark
R4 2.827 2.797 2.651
R3 2.747 2.717 2.629
R2 2.667 2.667 2.622
R1 2.637 2.637 2.614 2.652
PP 2.587 2.587 2.587 2.595
S1 2.557 2.557 2.600 2.572
S2 2.507 2.507 2.592
S3 2.427 2.477 2.585
S4 2.347 2.397 2.563
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 3.381 3.275 2.846
R3 3.159 3.053 2.785
R2 2.937 2.937 2.765
R1 2.831 2.831 2.744 2.884
PP 2.715 2.715 2.715 2.742
S1 2.609 2.609 2.704 2.662
S2 2.493 2.493 2.683
S3 2.271 2.387 2.663
S4 2.049 2.165 2.602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.772 2.537 0.235 9.0% 0.097 3.7% 30% False True 30,664
10 2.822 2.537 0.285 10.9% 0.103 4.0% 25% False True 30,288
20 2.822 2.352 0.470 18.0% 0.098 3.8% 54% False False 25,790
40 2.822 2.352 0.470 18.0% 0.093 3.6% 54% False False 23,317
60 3.011 2.352 0.659 25.3% 0.086 3.3% 39% False False 21,789
80 3.011 2.352 0.659 25.3% 0.078 3.0% 39% False False 18,684
100 3.011 2.352 0.659 25.3% 0.071 2.7% 39% False False 16,584
120 3.011 2.352 0.659 25.3% 0.066 2.5% 39% False False 15,104
Crabel Price Patterns
NR True
NR4 True
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 0.030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.957
2.618 2.826
1.618 2.746
1.000 2.697
0.618 2.666
HIGH 2.617
0.618 2.586
0.500 2.577
0.382 2.568
LOW 2.537
0.618 2.488
1.000 2.457
1.618 2.408
2.618 2.328
4.250 2.197
Fisher Pivots for day following 20-Jan-2021
Pivot 1 day 3 day
R1 2.597 2.651
PP 2.587 2.636
S1 2.577 2.622

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

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