NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 05-Jan-2021
Day Change Summary
Previous Current
04-Jan-2021 05-Jan-2021 Change Change % Previous Week
Open 2.666 2.683 0.017 0.6% 2.478
High 2.721 2.765 0.044 1.6% 2.624
Low 2.661 2.682 0.021 0.8% 2.411
Close 2.668 2.760 0.092 3.4% 2.611
Range 0.060 0.083 0.023 38.3% 0.213
ATR 0.095 0.095 0.000 0.2% 0.000
Volume 14,062 21,836 7,774 55.3% 67,033
Daily Pivots for day following 05-Jan-2021
Classic Woodie Camarilla DeMark
R4 2.985 2.955 2.806
R3 2.902 2.872 2.783
R2 2.819 2.819 2.775
R1 2.789 2.789 2.768 2.804
PP 2.736 2.736 2.736 2.743
S1 2.706 2.706 2.752 2.721
S2 2.653 2.653 2.745
S3 2.570 2.623 2.737
S4 2.487 2.540 2.714
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 3.188 3.112 2.728
R3 2.975 2.899 2.670
R2 2.762 2.762 2.650
R1 2.686 2.686 2.631 2.724
PP 2.549 2.549 2.549 2.568
S1 2.473 2.473 2.591 2.511
S2 2.336 2.336 2.572
S3 2.123 2.260 2.552
S4 1.910 2.047 2.494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.765 2.433 0.332 12.0% 0.080 2.9% 98% True False 16,704
10 2.804 2.411 0.393 14.2% 0.094 3.4% 89% False False 13,693
20 2.804 2.411 0.393 14.2% 0.087 3.1% 89% False False 14,391
40 2.937 2.411 0.526 19.1% 0.084 3.1% 66% False False 13,251
60 3.043 2.411 0.632 22.9% 0.073 2.7% 55% False False 10,606
80 3.043 2.411 0.632 22.9% 0.067 2.4% 55% False False 9,193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.118
2.618 2.982
1.618 2.899
1.000 2.848
0.618 2.816
HIGH 2.765
0.618 2.733
0.500 2.724
0.382 2.714
LOW 2.682
0.618 2.631
1.000 2.599
1.618 2.548
2.618 2.465
4.250 2.329
Fisher Pivots for day following 05-Jan-2021
Pivot 1 day 3 day
R1 2.748 2.725
PP 2.736 2.690
S1 2.724 2.655

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

View Archives - Comment on this page... - Back to Index of Symbols