NYMEX Natural Gas Future September 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	2.778	2.790	0.012	0.4%	2.571
High	2.796	2.820	0.024	0.9%	2.755
Low	2.746	2.760	0.014	0.5%	2.516
Close	2.792	2.816	0.024	0.9%	2.731
Range	0.050	0.060	0.010	20.0%	0.239
ATR	0.086	0.084	-0.002	-2.2%	0.000
Volume	4,862	2,700	-2,162	-44.5%	46,421

Daily Pivots for day following 16-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.979	2.957	2.849
R3	2.919	2.897	2.833
R2	2.859	2.859	2.827
R1	2.837	2.837	2.822	2.848
PP	2.799	2.799	2.799	2.804
S1	2.777	2.777	2.811	2.788
S2	2.739	2.739	2.805
S3	2.679	2.717	2.800
S4	2.619	2.657	2.783

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	2.820	2.584	0.236	8.4%	0.080	2.8%	98%	True	False	6,194
10	2.820	2.516	0.304	10.8%	0.091	3.2%	99%	True	False	8,672

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	False
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	3.075
2.618	2.977
1.618	2.917
1.000	2.880
0.618	2.857
HIGH	2.820
0.618	2.797
0.500	2.790
0.382	2.783
LOW	2.760
0.618	2.723
1.000	2.700
1.618	2.663
2.618	2.603
4.250	2.505

Fisher Pivots for day following 16-Dec-2020
Pivot	1 day	3 day
R1	2.807	2.804
PP	2.799	2.792
S1	2.790	2.780

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