NYMEX Natural Gas Future June 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 2.766 2.710 -0.056 -2.0% 2.701
High 2.773 2.740 -0.033 -1.2% 2.773
Low 2.679 2.702 0.023 0.9% 2.667
Close 2.696 2.725 0.029 1.1% 2.725
Range 0.094 0.038 -0.056 -59.6% 0.106
ATR 0.088 0.085 -0.003 -3.6% 0.000
Volume 14,126 10,160 -3,966 -28.1% 66,069
Daily Pivots for day following 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.836 2.819 2.746
R3 2.798 2.781 2.735
R2 2.760 2.760 2.732
R1 2.743 2.743 2.728 2.752
PP 2.722 2.722 2.722 2.727
S1 2.705 2.705 2.722 2.714
S2 2.684 2.684 2.718
S3 2.646 2.667 2.715
S4 2.608 2.629 2.704
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.040 2.988 2.783
R3 2.934 2.882 2.754
R2 2.828 2.828 2.744
R1 2.776 2.776 2.735 2.802
PP 2.722 2.722 2.722 2.735
S1 2.670 2.670 2.715 2.696
S2 2.616 2.616 2.706
S3 2.510 2.564 2.696
S4 2.404 2.458 2.667
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.773 2.667 0.106 3.9% 0.066 2.4% 55% False False 13,213
10 2.773 2.433 0.340 12.5% 0.079 2.9% 86% False False 15,090
20 2.808 2.433 0.375 13.8% 0.084 3.1% 78% False False 14,856
40 3.043 2.433 0.610 22.4% 0.077 2.8% 48% False False 11,263
60 3.043 2.433 0.610 22.4% 0.067 2.5% 48% False False 9,226
80 3.043 2.433 0.610 22.4% 0.061 2.2% 48% False False 8,016
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 0.023
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 2.902
2.618 2.839
1.618 2.801
1.000 2.778
0.618 2.763
HIGH 2.740
0.618 2.725
0.500 2.721
0.382 2.717
LOW 2.702
0.618 2.679
1.000 2.664
1.618 2.641
2.618 2.603
4.250 2.541
Fisher Pivots for day following 18-Dec-2020
Pivot 1 day 3 day
R1 2.724 2.726
PP 2.722 2.726
S1 2.721 2.725

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

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