NYMEX Natural Gas Future September 2021


Trading Metrics calculated at close of trading on 28-Dec-2020
Day Change Summary
Previous Current
24-Dec-2020 28-Dec-2020 Change Change % Previous Week
Open 2.725 2.547 -0.178 -6.5% 2.801
High 2.738 2.596 -0.142 -5.2% 2.870
Low 2.667 2.517 -0.150 -5.6% 2.667
Close 2.671 2.548 -0.123 -4.6% 2.671
Range 0.071 0.079 0.008 11.3% 0.203
ATR 0.084 0.089 0.005 6.0% 0.000
Volume 1,820 8,388 6,568 360.9% 14,810
Daily Pivots for day following 28-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.791 2.748 2.591
R3 2.712 2.669 2.570
R2 2.633 2.633 2.562
R1 2.590 2.590 2.555 2.612
PP 2.554 2.554 2.554 2.564
S1 2.511 2.511 2.541 2.533
S2 2.475 2.475 2.534
S3 2.396 2.432 2.526
S4 2.317 2.353 2.505
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.345 3.211 2.783
R3 3.142 3.008 2.727
R2 2.939 2.939 2.708
R1 2.805 2.805 2.690 2.771
PP 2.736 2.736 2.736 2.719
S1 2.602 2.602 2.652 2.568
S2 2.533 2.533 2.634
S3 2.330 2.399 2.615
S4 2.127 2.196 2.559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.870 2.517 0.353 13.9% 0.086 3.4% 9% False True 4,639
10 2.870 2.517 0.353 13.9% 0.073 2.9% 9% False True 4,769
20 2.872 2.516 0.356 14.0% 0.086 3.4% 9% False False 6,817
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.932
2.618 2.803
1.618 2.724
1.000 2.675
0.618 2.645
HIGH 2.596
0.618 2.566
0.500 2.557
0.382 2.547
LOW 2.517
0.618 2.468
1.000 2.438
1.618 2.389
2.618 2.310
4.250 2.181
Fisher Pivots for day following 28-Dec-2020
Pivot 1 day 3 day
R1 2.557 2.693
PP 2.554 2.644
S1 2.551 2.596

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

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