NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 30-Dec-2020
Day Change Summary
Previous Current
29-Dec-2020 30-Dec-2020 Change Change % Previous Week
Open 2.462 2.535 0.073 3.0% 2.738
High 2.553 2.563 0.010 0.4% 2.804
Low 2.433 2.503 0.070 2.9% 2.579
Close 2.529 2.529 0.000 0.0% 2.587
Range 0.120 0.060 -0.060 -50.0% 0.225
ATR 0.096 0.093 -0.003 -2.7% 0.000
Volume 20,645 9,969 -10,676 -51.7% 34,001
Daily Pivots for day following 30-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.712 2.680 2.562
R3 2.652 2.620 2.546
R2 2.592 2.592 2.540
R1 2.560 2.560 2.535 2.546
PP 2.532 2.532 2.532 2.525
S1 2.500 2.500 2.524 2.486
S2 2.472 2.472 2.518
S3 2.412 2.440 2.513
S4 2.352 2.380 2.496
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.332 3.184 2.711
R3 3.107 2.959 2.649
R2 2.882 2.882 2.628
R1 2.734 2.734 2.608 2.696
PP 2.657 2.657 2.657 2.637
S1 2.509 2.509 2.566 2.471
S2 2.432 2.432 2.546
S3 2.207 2.284 2.525
S4 1.982 2.059 2.463
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.799 2.411 0.388 15.3% 0.118 4.7% 30% False False 14,106
10 2.804 2.411 0.393 15.5% 0.091 3.6% 30% False False 12,159
20 2.804 2.411 0.393 15.5% 0.097 3.8% 30% False False 15,262
40 2.986 2.411 0.575 22.7% 0.085 3.3% 21% False False 12,432
60 3.043 2.411 0.632 25.0% 0.072 2.8% 19% False False 9,999
80 3.043 2.411 0.632 25.0% 0.066 2.6% 19% False False 8,674
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.023
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2.818
2.618 2.720
1.618 2.660
1.000 2.623
0.618 2.600
HIGH 2.563
0.618 2.540
0.500 2.533
0.382 2.526
LOW 2.503
0.618 2.466
1.000 2.443
1.618 2.406
2.618 2.346
4.250 2.248
Fisher Pivots for day following 30-Dec-2020
Pivot 1 day 3 day
R1 2.533 2.517
PP 2.532 2.504
S1 2.530 2.492

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

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