NYMEX Natural Gas Future August 2021


Trading Metrics calculated at close of trading on 16-Dec-2020
Day Change Summary
Previous Current
15-Dec-2020 16-Dec-2020 Change Change % Previous Week
Open 2.790 2.804 0.014 0.5% 2.561
High 2.806 2.831 0.025 0.9% 2.764
Low 2.755 2.772 0.017 0.6% 2.524
Close 2.802 2.827 0.025 0.9% 2.740
Range 0.051 0.059 0.008 15.7% 0.240
ATR 0.083 0.082 -0.002 -2.1% 0.000
Volume 4,937 3,650 -1,287 -26.1% 38,309
Daily Pivots for day following 16-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.987 2.966 2.859
R3 2.928 2.907 2.843
R2 2.869 2.869 2.838
R1 2.848 2.848 2.832 2.859
PP 2.810 2.810 2.810 2.815
S1 2.789 2.789 2.822 2.800
S2 2.751 2.751 2.816
S3 2.692 2.730 2.811
S4 2.633 2.671 2.795
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 2.831 2.590 0.241 8.5% 0.081 2.9% 98% True False 5,304
10 2.831 2.524 0.307 10.9% 0.091 3.2% 99% True False 8,365
20 2.879 2.524 0.355 12.6% 0.082 2.9% 85% False False 7,952
40 3.096 2.524 0.572 20.2% 0.070 2.5% 53% False False 6,139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.082
2.618 2.985
1.618 2.926
1.000 2.890
0.618 2.867
HIGH 2.831
0.618 2.808
0.500 2.802
0.382 2.795
LOW 2.772
0.618 2.736
1.000 2.713
1.618 2.677
2.618 2.618
4.250 2.521
Fisher Pivots for day following 16-Dec-2020
Pivot 1 day 3 day
R1 2.819 2.815
PP 2.810 2.802
S1 2.802 2.790

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

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