NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 18-Dec-2020

Day Change Summary
	Previous	Current
	17-Dec-2020	18-Dec-2020	Change	Change %	Previous Week
Open	2.821	2.767	-0.054	-1.9%	2.762
High	2.829	2.795	-0.034	-1.2%	2.829
Low	2.739	2.760	0.021	0.8%	2.724
Close	2.753	2.783	0.030	1.1%	2.783
Range	0.090	0.035	-0.055	-61.1%	0.105
ATR	0.085	0.082	-0.003	-3.6%	0.000
Volume	10,982	8,634	-2,348	-21.4%	45,180

Daily Pivots for day following 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.884	2.869	2.802
R3	2.849	2.834	2.793
R2	2.814	2.814	2.789
R1	2.799	2.799	2.786	2.807
PP	2.779	2.779	2.779	2.783
S1	2.764	2.764	2.780	2.772
S2	2.744	2.744	2.777
S3	2.709	2.729	2.773
S4	2.674	2.694	2.764

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.094	3.043	2.841
R3	2.989	2.938	2.812
R2	2.884	2.884	2.802
R1	2.833	2.833	2.793	2.859
PP	2.779	2.779	2.779	2.791
S1	2.728	2.728	2.773	2.754
S2	2.674	2.674	2.764
S3	2.569	2.623	2.754
S4	2.464	2.518	2.725

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.829	2.724	0.105	3.8%	0.062	2.2%	56%	False	False	9,036
10	2.829	2.500	0.329	11.8%	0.076	2.7%	86%	False	False	10,408
20	2.859	2.500	0.359	12.9%	0.080	2.9%	79%	False	False	10,454
40	3.085	2.500	0.585	21.0%	0.073	2.6%	48%	False	False	9,285
60	3.085	2.500	0.585	21.0%	0.064	2.3%	48%	False	False	7,789

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	2.944
2.618	2.887
1.618	2.852
1.000	2.830
0.618	2.817
HIGH	2.795
0.618	2.782
0.500	2.778
0.382	2.773
LOW	2.760
0.618	2.738
1.000	2.725
1.618	2.703
2.618	2.668
4.250	2.611

Fisher Pivots for day following 18-Dec-2020
Pivot	1 day	3 day
R1	2.781	2.784
PP	2.779	2.784
S1	2.778	2.783

Download as Excel Spreadsheet

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

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