NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 22-Dec-2020
Day Change Summary
Previous Current
21-Dec-2020 22-Dec-2020 Change Change % Previous Week
Open 2.738 2.751 0.013 0.5% 2.701
High 2.752 2.804 0.052 1.9% 2.773
Low 2.691 2.738 0.047 1.7% 2.667
Close 2.747 2.781 0.034 1.2% 2.725
Range 0.061 0.066 0.005 8.2% 0.106
ATR 0.084 0.082 -0.001 -1.5% 0.000
Volume 5,869 7,620 1,751 29.8% 66,069
Daily Pivots for day following 22-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.972 2.943 2.817
R3 2.906 2.877 2.799
R2 2.840 2.840 2.793
R1 2.811 2.811 2.787 2.826
PP 2.774 2.774 2.774 2.782
S1 2.745 2.745 2.775 2.760
S2 2.708 2.708 2.769
S3 2.642 2.679 2.763
S4 2.576 2.613 2.745
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 2.804 2.679 0.125 4.5% 0.065 2.3% 82% True False 10,212
10 2.804 2.499 0.305 11.0% 0.077 2.8% 92% True False 13,004
20 2.808 2.433 0.375 13.5% 0.086 3.1% 93% False False 14,595
40 3.043 2.433 0.610 21.9% 0.077 2.8% 57% False False 11,386
60 3.043 2.433 0.610 21.9% 0.068 2.4% 57% False False 9,276
80 3.043 2.433 0.610 21.9% 0.061 2.2% 57% False False 8,064
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.085
2.618 2.977
1.618 2.911
1.000 2.870
0.618 2.845
HIGH 2.804
0.618 2.779
0.500 2.771
0.382 2.763
LOW 2.738
0.618 2.697
1.000 2.672
1.618 2.631
2.618 2.565
4.250 2.458
Fisher Pivots for day following 22-Dec-2020
Pivot 1 day 3 day
R1 2.778 2.770
PP 2.774 2.759
S1 2.771 2.748

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

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