NYMEX Natural Gas Future July 2021


Trading Metrics calculated at close of trading on 11-Jan-2021
Day Change Summary
Previous Current
08-Jan-2021 11-Jan-2021 Change Change % Previous Week
Open 2.798 2.735 -0.063 -2.3% 2.760
High 2.821 2.872 0.051 1.8% 2.868
Low 2.765 2.726 -0.039 -1.4% 2.737
Close 2.798 2.842 0.044 1.6% 2.798
Range 0.056 0.146 0.090 160.7% 0.131
ATR 0.090 0.094 0.004 4.5% 0.000
Volume 17,555 17,365 -190 -1.1% 84,415
Daily Pivots for day following 11-Jan-2021
Classic Woodie Camarilla DeMark
R4 3.251 3.193 2.922
R3 3.105 3.047 2.882
R2 2.959 2.959 2.869
R1 2.901 2.901 2.855 2.930
PP 2.813 2.813 2.813 2.828
S1 2.755 2.755 2.829 2.784
S2 2.667 2.667 2.815
S3 2.521 2.609 2.802
S4 2.375 2.463 2.762
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 2.872 2.726 0.146 5.1% 0.092 3.2% 79% True True 16,881
10 2.872 2.472 0.400 14.1% 0.090 3.2% 93% True False 15,795
20 2.872 2.472 0.400 14.1% 0.082 2.9% 93% True False 12,009
40 2.978 2.472 0.506 17.8% 0.084 2.9% 73% False False 11,537
60 3.085 2.472 0.613 21.6% 0.074 2.6% 60% False False 9,748
80 3.085 2.472 0.613 21.6% 0.067 2.4% 60% False False 8,477
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 3.493
2.618 3.254
1.618 3.108
1.000 3.018
0.618 2.962
HIGH 2.872
0.618 2.816
0.500 2.799
0.382 2.782
LOW 2.726
0.618 2.636
1.000 2.580
1.618 2.490
2.618 2.344
4.250 2.106
Fisher Pivots for day following 11-Jan-2021
Pivot 1 day 3 day
R1 2.828 2.828
PP 2.813 2.813
S1 2.799 2.799

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

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