NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 21-Jan-2021
Day Change Summary
Previous Current
20-Jan-2021 21-Jan-2021 Change Change % Previous Week
Open 2.659 2.660 0.001 0.0% 2.677
High 2.681 2.674 -0.007 -0.3% 2.868
Low 2.602 2.612 0.010 0.4% 2.659
Close 2.672 2.647 -0.025 -0.9% 2.787
Range 0.079 0.062 -0.017 -21.5% 0.209
ATR 0.100 0.097 -0.003 -2.7% 0.000
Volume 16,880 10,904 -5,976 -35.4% 90,865
Daily Pivots for day following 21-Jan-2021
Classic Woodie Camarilla DeMark
R4 2.830 2.801 2.681
R3 2.768 2.739 2.664
R2 2.706 2.706 2.658
R1 2.677 2.677 2.653 2.661
PP 2.644 2.644 2.644 2.636
S1 2.615 2.615 2.641 2.599
S2 2.582 2.582 2.636
S3 2.520 2.553 2.630
S4 2.458 2.491 2.613
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% 0.093 3.5% 20% False False 16,604
10 2.868 2.602 0.266 10.0% 0.094 3.5% 17% False False 16,800
20 2.868 2.411 0.457 17.3% 0.096 3.6% 52% False False 15,753
40 2.868 2.411 0.457 17.3% 0.090 3.4% 52% False False 15,151
60 3.043 2.411 0.632 23.9% 0.083 3.1% 37% False False 12,779
80 3.043 2.411 0.632 23.9% 0.075 2.8% 37% False False 10,859
100 3.043 2.411 0.632 23.9% 0.068 2.6% 37% False False 9,567
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2.938
2.618 2.836
1.618 2.774
1.000 2.736
0.618 2.712
HIGH 2.674
0.618 2.650
0.500 2.643
0.382 2.636
LOW 2.612
0.618 2.574
1.000 2.550
1.618 2.512
2.618 2.450
4.250 2.349
Fisher Pivots for day following 21-Jan-2021
Pivot 1 day 3 day
R1 2.646 2.678
PP 2.644 2.668
S1 2.643 2.657

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

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