NYMEX Natural Gas Future July 2021


Trading Metrics calculated at close of trading on 06-Jan-2021
Day Change Summary
Previous Current
05-Jan-2021 06-Jan-2021 Change Change % Previous Week
Open 2.760 2.801 0.041 1.5% 2.600
High 2.835 2.868 0.033 1.2% 2.696
Low 2.760 2.757 -0.003 -0.1% 2.472
Close 2.828 2.830 0.002 0.1% 2.685
Range 0.075 0.111 0.036 48.0% 0.224
ATR 0.092 0.093 0.001 1.5% 0.000
Volume 21,878 14,811 -7,067 -32.3% 56,175
Daily Pivots for day following 06-Jan-2021
Classic Woodie Camarilla DeMark
R4 3.151 3.102 2.891
R3 3.040 2.991 2.861
R2 2.929 2.929 2.850
R1 2.880 2.880 2.840 2.905
PP 2.818 2.818 2.818 2.831
S1 2.769 2.769 2.820 2.794
S2 2.707 2.707 2.810
S3 2.596 2.658 2.799
S4 2.485 2.547 2.769
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 3.290 3.211 2.808
R3 3.066 2.987 2.747
R2 2.842 2.842 2.726
R1 2.763 2.763 2.706 2.803
PP 2.618 2.618 2.618 2.637
S1 2.539 2.539 2.664 2.579
S2 2.394 2.394 2.644
S3 2.170 2.315 2.623
S4 1.946 2.091 2.562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.868 2.576 0.292 10.3% 0.075 2.6% 87% True False 14,984
10 2.868 2.472 0.396 14.0% 0.093 3.3% 90% True False 13,215
20 2.868 2.472 0.396 14.0% 0.084 3.0% 90% True False 11,264
40 2.978 2.472 0.506 17.9% 0.081 2.9% 71% False False 11,068
60 3.085 2.472 0.613 21.7% 0.071 2.5% 58% False False 9,236
80 3.085 2.472 0.613 21.7% 0.065 2.3% 58% False False 7,949
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.340
2.618 3.159
1.618 3.048
1.000 2.979
0.618 2.937
HIGH 2.868
0.618 2.826
0.500 2.813
0.382 2.799
LOW 2.757
0.618 2.688
1.000 2.646
1.618 2.577
2.618 2.466
4.250 2.285
Fisher Pivots for day following 06-Jan-2021
Pivot 1 day 3 day
R1 2.824 2.821
PP 2.818 2.812
S1 2.813 2.803

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

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