NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 20-Jan-2021
Day Change Summary
Previous Current
19-Jan-2021 20-Jan-2021 Change Change % Previous Week
Open 2.727 2.659 -0.068 -2.5% 2.677
High 2.754 2.681 -0.073 -2.7% 2.868
Low 2.648 2.602 -0.046 -1.7% 2.659
Close 2.661 2.672 0.011 0.4% 2.787
Range 0.106 0.079 -0.027 -25.5% 0.209
ATR 0.101 0.100 -0.002 -1.6% 0.000
Volume 17,623 16,880 -743 -4.2% 90,865
Daily Pivots for day following 20-Jan-2021
Classic Woodie Camarilla DeMark
R4 2.889 2.859 2.715
R3 2.810 2.780 2.694
R2 2.731 2.731 2.686
R1 2.701 2.701 2.679 2.716
PP 2.652 2.652 2.652 2.659
S1 2.622 2.622 2.665 2.637
S2 2.573 2.573 2.658
S3 2.494 2.543 2.650
S4 2.415 2.464 2.629
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 3.398 3.302 2.902
R3 3.189 3.093 2.844
R2 2.980 2.980 2.825
R1 2.884 2.884 2.806 2.932
PP 2.771 2.771 2.771 2.796
S1 2.675 2.675 2.768 2.723
S2 2.562 2.562 2.749
S3 2.353 2.466 2.730
S4 2.144 2.257 2.672
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.828 2.602 0.226 8.5% 0.095 3.5% 31% False True 17,976
10 2.868 2.602 0.266 10.0% 0.099 3.7% 26% False True 17,309
20 2.868 2.411 0.457 17.1% 0.096 3.6% 57% False False 15,501
40 2.868 2.411 0.457 17.1% 0.090 3.4% 57% False False 15,178
60 3.043 2.411 0.632 23.7% 0.083 3.1% 41% False False 12,675
80 3.043 2.411 0.632 23.7% 0.074 2.8% 41% False False 10,795
100 3.043 2.411 0.632 23.7% 0.068 2.5% 41% False False 9,513
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.017
2.618 2.888
1.618 2.809
1.000 2.760
0.618 2.730
HIGH 2.681
0.618 2.651
0.500 2.642
0.382 2.632
LOW 2.602
0.618 2.553
1.000 2.523
1.618 2.474
2.618 2.395
4.250 2.266
Fisher Pivots for day following 20-Jan-2021
Pivot 1 day 3 day
R1 2.662 2.715
PP 2.652 2.701
S1 2.642 2.686

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

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