NYMEX Natural Gas Future August 2021

Trading Metrics calculated at close of trading on 18-Dec-2020

Day Change Summary
	Previous	Current
	17-Dec-2020	18-Dec-2020	Change	Change %	Previous Week
Open	2.840	2.787	-0.053	-1.9%	2.788
High	2.849	2.812	-0.037	-1.3%	2.849
Low	2.760	2.780	0.020	0.7%	2.748
Close	2.772	2.801	0.029	1.0%	2.801
Range	0.089	0.032	-0.057	-64.0%	0.101
ATR	0.082	0.079	-0.003	-3.7%	0.000
Volume	6,198	4,857	-1,341	-21.6%	25,863

Daily Pivots for day following 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.894	2.879	2.819
R3	2.862	2.847	2.810
R2	2.830	2.830	2.807
R1	2.815	2.815	2.804	2.823
PP	2.798	2.798	2.798	2.801
S1	2.783	2.783	2.798	2.791
S2	2.766	2.766	2.795
S3	2.734	2.751	2.792
S4	2.702	2.719	2.783

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.102	3.053	2.857
R3	3.001	2.952	2.829
R2	2.900	2.900	2.820
R1	2.851	2.851	2.810	2.876
PP	2.799	2.799	2.799	2.812
S1	2.750	2.750	2.792	2.775
S2	2.698	2.698	2.782
S3	2.597	2.649	2.773
S4	2.496	2.548	2.745

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.849	2.748	0.101	3.6%	0.060	2.1%	52%	False	False	5,172
10	2.849	2.524	0.325	11.6%	0.074	2.6%	85%	False	False	6,417
20	2.879	2.524	0.355	12.7%	0.078	2.8%	78%	False	False	6,800
40	3.096	2.524	0.572	20.4%	0.071	2.5%	48%	False	False	6,221

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	2.948
2.618	2.896
1.618	2.864
1.000	2.844
0.618	2.832
HIGH	2.812
0.618	2.800
0.500	2.796
0.382	2.792
LOW	2.780
0.618	2.760
1.000	2.748
1.618	2.728
2.618	2.696
4.250	2.644

Fisher Pivots for day following 18-Dec-2020
Pivot	1 day	3 day
R1	2.799	2.805
PP	2.798	2.803
S1	2.796	2.802

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