NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 08-Jan-2021

Day Change Summary
	Previous	Current
	07-Jan-2021	08-Jan-2021	Change	Change %	Previous Week
Open	2.818	2.798	-0.020	-0.7%	2.760
High	2.855	2.821	-0.034	-1.2%	2.868
Low	2.782	2.765	-0.017	-0.6%	2.737
Close	2.832	2.798	-0.034	-1.2%	2.798
Range	0.073	0.056	-0.017	-23.3%	0.131
ATR	0.092	0.090	-0.002	-1.9%	0.000
Volume	12,800	17,555	4,755	37.1%	84,415

Daily Pivots for day following 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.963	2.936	2.829
R3	2.907	2.880	2.813
R2	2.851	2.851	2.808
R1	2.824	2.824	2.803	2.826
PP	2.795	2.795	2.795	2.796
S1	2.768	2.768	2.793	2.770
S2	2.739	2.739	2.788
S3	2.683	2.712	2.783
S4	2.627	2.656	2.767

Weekly Pivots for week ending 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.194	3.127	2.870
R3	3.063	2.996	2.834
R2	2.932	2.932	2.822
R1	2.865	2.865	2.810	2.899
PP	2.801	2.801	2.801	2.818
S1	2.734	2.734	2.786	2.768
S2	2.670	2.670	2.774
S3	2.539	2.603	2.762
S4	2.408	2.472	2.726

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.868	2.737	0.131	4.7%	0.074	2.6%	47%	False	False	16,883
10	2.868	2.472	0.396	14.2%	0.083	3.0%	82%	False	False	14,489
20	2.868	2.472	0.396	14.2%	0.083	3.0%	82%	False	False	11,845
40	2.978	2.472	0.506	18.1%	0.081	2.9%	64%	False	False	11,286
60	3.085	2.472	0.613	21.9%	0.072	2.6%	53%	False	False	9,529
80	3.085	2.472	0.613	21.9%	0.066	2.3%	53%	False	False	8,290

Crabel Price Patterns
NR	True
NR4	True
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	0.021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.059
2.618	2.968
1.618	2.912
1.000	2.877
0.618	2.856
HIGH	2.821
0.618	2.800
0.500	2.793
0.382	2.786
LOW	2.765
0.618	2.730
1.000	2.709
1.618	2.674
2.618	2.618
4.250	2.527

Fisher Pivots for day following 08-Jan-2021
Pivot	1 day	3 day
R1	2.796	2.813
PP	2.795	2.808
S1	2.793	2.803

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