NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 01-Feb-2021
Day Change Summary
Previous Current
29-Jan-2021 01-Feb-2021 Change Change % Previous Week
Open 2.715 2.751 0.036 1.3% 2.616
High 2.740 2.851 0.111 4.1% 2.779
Low 2.615 2.747 0.132 5.0% 2.591
Close 2.625 2.837 0.212 8.1% 2.625
Range 0.125 0.104 -0.021 -16.8% 0.188
ATR 0.098 0.108 0.009 9.3% 0.000
Volume 37,838 61,164 23,326 61.6% 159,178
Daily Pivots for day following 01-Feb-2021
Classic Woodie Camarilla DeMark
R4 3.124 3.084 2.894
R3 3.020 2.980 2.866
R2 2.916 2.916 2.856
R1 2.876 2.876 2.847 2.896
PP 2.812 2.812 2.812 2.822
S1 2.772 2.772 2.827 2.792
S2 2.708 2.708 2.818
S3 2.604 2.668 2.808
S4 2.500 2.564 2.780
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 3.229 3.115 2.728
R3 3.041 2.927 2.677
R2 2.853 2.853 2.659
R1 2.739 2.739 2.642 2.796
PP 2.665 2.665 2.665 2.694
S1 2.551 2.551 2.608 2.608
S2 2.477 2.477 2.591
S3 2.289 2.363 2.573
S4 2.101 2.175 2.522
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.851 2.615 0.236 8.3% 0.095 3.3% 94% True False 38,038
10 2.851 2.527 0.324 11.4% 0.088 3.1% 96% True False 32,194
20 2.851 2.527 0.324 11.4% 0.094 3.3% 96% True False 31,658
40 2.851 2.352 0.499 17.6% 0.095 3.3% 97% True False 26,314
60 2.922 2.352 0.570 20.1% 0.089 3.1% 85% False False 24,340
80 3.011 2.352 0.659 23.2% 0.080 2.8% 74% False False 21,007
100 3.011 2.352 0.659 23.2% 0.074 2.6% 74% False False 18,522
120 3.011 2.352 0.659 23.2% 0.069 2.4% 74% False False 16,710
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.293
2.618 3.123
1.618 3.019
1.000 2.955
0.618 2.915
HIGH 2.851
0.618 2.811
0.500 2.799
0.382 2.787
LOW 2.747
0.618 2.683
1.000 2.643
1.618 2.579
2.618 2.475
4.250 2.305
Fisher Pivots for day following 01-Feb-2021
Pivot 1 day 3 day
R1 2.824 2.802
PP 2.812 2.768
S1 2.799 2.733

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

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