NYMEX Natural Gas Future September 2021


Trading Metrics calculated at close of trading on 29-Dec-2020
Day Change Summary
Previous Current
28-Dec-2020 29-Dec-2020 Change Change % Previous Week
Open 2.547 2.553 0.006 0.2% 2.801
High 2.596 2.648 0.052 2.0% 2.870
Low 2.517 2.530 0.013 0.5% 2.667
Close 2.548 2.628 0.080 3.1% 2.671
Range 0.079 0.118 0.039 49.4% 0.203
ATR 0.089 0.091 0.002 2.4% 0.000
Volume 8,388 12,737 4,349 51.8% 14,810
Daily Pivots for day following 29-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.956 2.910 2.693
R3 2.838 2.792 2.660
R2 2.720 2.720 2.650
R1 2.674 2.674 2.639 2.697
PP 2.602 2.602 2.602 2.614
S1 2.556 2.556 2.617 2.579
S2 2.484 2.484 2.606
S3 2.366 2.438 2.596
S4 2.248 2.320 2.563
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 13.4% 0.099 3.8% 31% False False 6,452
10 2.870 2.517 0.353 13.4% 0.078 3.0% 31% False False 5,419
20 2.870 2.516 0.354 13.5% 0.087 3.3% 32% False False 6,984
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 0.019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.150
2.618 2.957
1.618 2.839
1.000 2.766
0.618 2.721
HIGH 2.648
0.618 2.603
0.500 2.589
0.382 2.575
LOW 2.530
0.618 2.457
1.000 2.412
1.618 2.339
2.618 2.221
4.250 2.029
Fisher Pivots for day following 29-Dec-2020
Pivot 1 day 3 day
R1 2.615 2.628
PP 2.602 2.628
S1 2.589 2.628

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

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