NYMEX Natural Gas Future July 2021


Trading Metrics calculated at close of trading on 11-Dec-2020
Day Change Summary
Previous Current
10-Dec-2020 11-Dec-2020 Change Change % Previous Week
Open 2.587 2.703 0.116 4.5% 2.546
High 2.736 2.744 0.008 0.3% 2.744
Low 2.564 2.677 0.113 4.4% 2.500
Close 2.700 2.716 0.016 0.6% 2.716
Range 0.172 0.067 -0.105 -61.0% 0.244
ATR 0.091 0.089 -0.002 -1.9% 0.000
Volume 14,094 8,085 -6,009 -42.6% 58,904
Daily Pivots for day following 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.913 2.882 2.753
R3 2.846 2.815 2.734
R2 2.779 2.779 2.728
R1 2.748 2.748 2.722 2.764
PP 2.712 2.712 2.712 2.720
S1 2.681 2.681 2.710 2.697
S2 2.645 2.645 2.704
S3 2.578 2.614 2.698
S4 2.511 2.547 2.679
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.385 3.295 2.850
R3 3.141 3.051 2.783
R2 2.897 2.897 2.761
R1 2.807 2.807 2.738 2.852
PP 2.653 2.653 2.653 2.676
S1 2.563 2.563 2.694 2.608
S2 2.409 2.409 2.671
S3 2.165 2.319 2.649
S4 1.921 2.075 2.582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.744 2.500 0.244 9.0% 0.089 3.3% 89% True False 11,780
10 2.859 2.500 0.359 13.2% 0.103 3.8% 60% False False 12,730
20 2.978 2.500 0.478 17.6% 0.086 3.2% 45% False False 10,857
40 3.085 2.500 0.585 21.5% 0.071 2.6% 37% False False 8,727
60 3.085 2.500 0.585 21.5% 0.062 2.3% 37% False False 7,363
Crabel Price Patterns
NR True
NR4 False
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.029
2.618 2.919
1.618 2.852
1.000 2.811
0.618 2.785
HIGH 2.744
0.618 2.718
0.500 2.711
0.382 2.703
LOW 2.677
0.618 2.636
1.000 2.610
1.618 2.569
2.618 2.502
4.250 2.392
Fisher Pivots for day following 11-Dec-2020
Pivot 1 day 3 day
R1 2.714 2.695
PP 2.712 2.675
S1 2.711 2.654

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

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