NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 31-Dec-2020
Day Change Summary
Previous Current
30-Dec-2020 31-Dec-2020 Change Change % Previous Week
Open 2.535 2.545 0.010 0.4% 2.738
High 2.563 2.624 0.061 2.4% 2.804
Low 2.503 2.545 0.042 1.7% 2.579
Close 2.529 2.611 0.082 3.2% 2.587
Range 0.060 0.079 0.019 31.7% 0.225
ATR 0.093 0.094 0.000 0.1% 0.000
Volume 9,969 17,012 7,043 70.6% 34,001
Daily Pivots for day following 31-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.830 2.800 2.654
R3 2.751 2.721 2.633
R2 2.672 2.672 2.625
R1 2.642 2.642 2.618 2.657
PP 2.593 2.593 2.593 2.601
S1 2.563 2.563 2.604 2.578
S2 2.514 2.514 2.597
S3 2.435 2.484 2.589
S4 2.356 2.405 2.568
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 2.659 2.411 0.248 9.5% 0.100 3.8% 81% False False 14,911
10 2.804 2.411 0.393 15.1% 0.093 3.6% 51% False False 12,532
20 2.804 2.411 0.393 15.1% 0.096 3.7% 51% False False 15,433
40 2.957 2.411 0.546 20.9% 0.085 3.2% 37% False False 12,639
60 3.043 2.411 0.632 24.2% 0.073 2.8% 32% False False 10,191
80 3.043 2.411 0.632 24.2% 0.066 2.5% 32% False False 8,832
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.960
2.618 2.831
1.618 2.752
1.000 2.703
0.618 2.673
HIGH 2.624
0.618 2.594
0.500 2.585
0.382 2.575
LOW 2.545
0.618 2.496
1.000 2.466
1.618 2.417
2.618 2.338
4.250 2.209
Fisher Pivots for day following 31-Dec-2020
Pivot 1 day 3 day
R1 2.602 2.584
PP 2.593 2.556
S1 2.585 2.529

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

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