NYMEX Natural Gas Future August 2021


Trading Metrics calculated at close of trading on 15-Dec-2020
Day Change Summary
Previous Current
14-Dec-2020 15-Dec-2020 Change Change % Previous Week
Open 2.788 2.790 0.002 0.1% 2.561
High 2.815 2.806 -0.009 -0.3% 2.764
Low 2.748 2.755 0.007 0.3% 2.524
Close 2.791 2.802 0.011 0.4% 2.740
Range 0.067 0.051 -0.016 -23.9% 0.240
ATR 0.086 0.083 -0.002 -2.9% 0.000
Volume 6,221 4,937 -1,284 -20.6% 38,309
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.941 2.922 2.830
R3 2.890 2.871 2.816
R2 2.839 2.839 2.811
R1 2.820 2.820 2.807 2.830
PP 2.788 2.788 2.788 2.792
S1 2.769 2.769 2.797 2.779
S2 2.737 2.737 2.793
S3 2.686 2.718 2.788
S4 2.635 2.667 2.774
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.396 3.308 2.872
R3 3.156 3.068 2.806
R2 2.916 2.916 2.784
R1 2.828 2.828 2.762 2.872
PP 2.676 2.676 2.676 2.698
S1 2.588 2.588 2.718 2.632
S2 2.436 2.436 2.696
S3 2.196 2.348 2.674
S4 1.956 2.108 2.608
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.815 2.590 0.225 8.0% 0.082 2.9% 94% False False 5,501
10 2.841 2.524 0.317 11.3% 0.095 3.4% 88% False False 8,458
20 2.879 2.524 0.355 12.7% 0.082 2.9% 78% False False 8,266
40 3.096 2.524 0.572 20.4% 0.069 2.5% 49% False False 6,192
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 3.023
2.618 2.940
1.618 2.889
1.000 2.857
0.618 2.838
HIGH 2.806
0.618 2.787
0.500 2.781
0.382 2.774
LOW 2.755
0.618 2.723
1.000 2.704
1.618 2.672
2.618 2.621
4.250 2.538
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 2.795 2.787
PP 2.788 2.773
S1 2.781 2.758

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

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