NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 29-Dec-2020

Day Change Summary
	Previous	Current
	28-Dec-2020	29-Dec-2020	Change	Change %	Previous Week
Open	2.600	2.531	-0.069	-2.7%	2.794
High	2.605	2.620	0.015	0.6%	2.865
Low	2.472	2.502	0.030	1.2%	2.643
Close	2.518	2.597	0.079	3.1%	2.651
Range	0.133	0.118	-0.015	-11.3%	0.222
ATR	0.091	0.093	0.002	2.1%	0.000
Volume	17,259	18,053	794	4.6%	28,961

Daily Pivots for day following 29-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.927	2.880	2.662
R3	2.809	2.762	2.629
R2	2.691	2.691	2.619
R1	2.644	2.644	2.608	2.668
PP	2.573	2.573	2.573	2.585
S1	2.526	2.526	2.586	2.550
S2	2.455	2.455	2.575
S3	2.337	2.408	2.565
S4	2.219	2.290	2.532

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	15.1%	0.112	4.3%	32%	False	False	11,445
10	2.865	2.472	0.393	15.1%	0.086	3.3%	32%	False	False	9,855
20	2.865	2.472	0.393	15.1%	0.093	3.6%	32%	False	False	11,359
40	3.085	2.472	0.613	23.6%	0.081	3.1%	20%	False	False	10,177
60	3.085	2.472	0.613	23.6%	0.069	2.7%	20%	False	False	8,472

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	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.122
2.618	2.929
1.618	2.811
1.000	2.738
0.618	2.693
HIGH	2.620
0.618	2.575
0.500	2.561
0.382	2.547
LOW	2.502
0.618	2.429
1.000	2.384
1.618	2.311
2.618	2.193
4.250	2.001

Fisher Pivots for day following 29-Dec-2020
Pivot	1 day	3 day
R1	2.585	2.597
PP	2.573	2.597
S1	2.561	2.597

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