NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 24-Dec-2020

Day Change Summary
	Previous	Current
	23-Dec-2020	24-Dec-2020	Change	Change %	Previous Week
Open	2.845	2.697	-0.148	-5.2%	2.762
High	2.858	2.722	-0.136	-4.8%	2.829
Low	2.693	2.643	-0.050	-1.9%	2.724
Close	2.718	2.651	-0.067	-2.5%	2.783
Range	0.165	0.079	-0.086	-52.1%	0.105
ATR	0.085	0.084	0.000	-0.5%	0.000
Volume	10,889	4,305	-6,584	-60.5%	45,180

Daily Pivots for day following 24-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.909	2.859	2.694
R3	2.830	2.780	2.673
R2	2.751	2.751	2.665
R1	2.701	2.701	2.658	2.687
PP	2.672	2.672	2.672	2.665
S1	2.622	2.622	2.644	2.608
S2	2.593	2.593	2.637
S3	2.514	2.543	2.629
S4	2.435	2.464	2.608

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	2.865	2.643	0.222	8.4%	0.080	3.0%	4%	False	True	7,519
10	2.865	2.643	0.222	8.4%	0.074	2.8%	4%	False	True	8,222
20	2.865	2.500	0.365	13.8%	0.088	3.3%	41%	False	False	10,278
40	3.085	2.500	0.585	22.1%	0.078	2.9%	26%	False	False	9,567
60	3.085	2.500	0.585	22.1%	0.067	2.5%	26%	False	False	8,038

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	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.058
2.618	2.929
1.618	2.850
1.000	2.801
0.618	2.771
HIGH	2.722
0.618	2.692
0.500	2.683
0.382	2.673
LOW	2.643
0.618	2.594
1.000	2.564
1.618	2.515
2.618	2.436
4.250	2.307

Fisher Pivots for day following 24-Dec-2020
Pivot	1 day	3 day
R1	2.683	2.754
PP	2.672	2.720
S1	2.662	2.685

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