NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 28-Dec-2020

Day Change Summary
	Previous	Current
	24-Dec-2020	28-Dec-2020	Change	Change %	Previous Week
Open	2.697	2.600	-0.097	-3.6%	2.794
High	2.722	2.605	-0.117	-4.3%	2.865
Low	2.643	2.472	-0.171	-6.5%	2.643
Close	2.651	2.518	-0.133	-5.0%	2.651
Range	0.079	0.133	0.054	68.4%	0.222
ATR	0.084	0.091	0.007	8.0%	0.000
Volume	4,305	17,259	12,954	300.9%	28,961

Daily Pivots for day following 28-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.931	2.857	2.591
R3	2.798	2.724	2.555
R2	2.665	2.665	2.542
R1	2.591	2.591	2.530	2.562
PP	2.532	2.532	2.532	2.517
S1	2.458	2.458	2.506	2.429
S2	2.399	2.399	2.494
S3	2.266	2.325	2.481
S4	2.133	2.192	2.445

Weekly Pivots for week ending 25-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.386	3.240	2.773
R3	3.164	3.018	2.712
R2	2.942	2.942	2.692
R1	2.796	2.796	2.671	2.758
PP	2.720	2.720	2.720	2.701
S1	2.574	2.574	2.631	2.536
S2	2.498	2.498	2.610
S3	2.276	2.352	2.590
S4	2.054	2.130	2.529

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.865	2.472	0.393	15.6%	0.100	4.0%	12%	False	True	9,244
10	2.865	2.472	0.393	15.6%	0.081	3.2%	12%	False	True	9,140
20	2.865	2.472	0.393	15.6%	0.092	3.6%	12%	False	True	10,935
40	3.085	2.472	0.613	24.3%	0.080	3.2%	8%	False	True	9,854
60	3.085	2.472	0.613	24.3%	0.068	2.7%	8%	False	True	8,260

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.170
2.618	2.953
1.618	2.820
1.000	2.738
0.618	2.687
HIGH	2.605
0.618	2.554
0.500	2.539
0.382	2.523
LOW	2.472
0.618	2.390
1.000	2.339
1.618	2.257
2.618	2.124
4.250	1.907

Fisher Pivots for day following 28-Dec-2020
Pivot	1 day	3 day
R1	2.539	2.665
PP	2.532	2.616
S1	2.525	2.567

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