NYMEX Natural Gas Future September 2021


Trading Metrics calculated at close of trading on 11-Dec-2020
Day Change Summary
Previous Current
10-Dec-2020 11-Dec-2020 Change Change % Previous Week
Open 2.600 2.712 0.112 4.3% 2.571
High 2.746 2.755 0.009 0.3% 2.755
Low 2.584 2.693 0.109 4.2% 2.516
Close 2.712 2.731 0.019 0.7% 2.731
Range 0.162 0.062 -0.100 -61.7% 0.239
ATR 0.092 0.090 -0.002 -2.4% 0.000
Volume 11,752 5,419 -6,333 -53.9% 46,421
Daily Pivots for day following 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.912 2.884 2.765
R3 2.850 2.822 2.748
R2 2.788 2.788 2.742
R1 2.760 2.760 2.737 2.774
PP 2.726 2.726 2.726 2.734
S1 2.698 2.698 2.725 2.712
S2 2.664 2.664 2.720
S3 2.602 2.636 2.714
S4 2.540 2.574 2.697
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.384 3.297 2.862
R3 3.145 3.058 2.797
R2 2.906 2.906 2.775
R1 2.819 2.819 2.753 2.863
PP 2.667 2.667 2.667 2.689
S1 2.580 2.580 2.709 2.624
S2 2.428 2.428 2.687
S3 2.189 2.341 2.665
S4 1.950 2.102 2.600
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.755 2.516 0.239 8.8% 0.087 3.2% 90% True False 9,284
10 2.872 2.516 0.356 13.0% 0.099 3.6% 60% False False 8,865
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.018
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3.019
2.618 2.917
1.618 2.855
1.000 2.817
0.618 2.793
HIGH 2.755
0.618 2.731
0.500 2.724
0.382 2.717
LOW 2.693
0.618 2.655
1.000 2.631
1.618 2.593
2.618 2.531
4.250 2.430
Fisher Pivots for day following 11-Dec-2020
Pivot 1 day 3 day
R1 2.729 2.711
PP 2.726 2.690
S1 2.724 2.670

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

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