NYMEX Natural Gas Future September 2021


Trading Metrics calculated at close of trading on 30-Dec-2020
Day Change Summary
Previous Current
29-Dec-2020 30-Dec-2020 Change Change % Previous Week
Open 2.553 2.628 0.075 2.9% 2.801
High 2.648 2.657 0.009 0.3% 2.870
Low 2.530 2.605 0.075 3.0% 2.667
Close 2.628 2.632 0.004 0.2% 2.671
Range 0.118 0.052 -0.066 -55.9% 0.203
ATR 0.091 0.088 -0.003 -3.0% 0.000
Volume 12,737 3,979 -8,758 -68.8% 14,810
Daily Pivots for day following 30-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.787 2.762 2.661
R3 2.735 2.710 2.646
R2 2.683 2.683 2.642
R1 2.658 2.658 2.637 2.671
PP 2.631 2.631 2.631 2.638
S1 2.606 2.606 2.627 2.619
S2 2.579 2.579 2.622
S3 2.527 2.554 2.618
S4 2.475 2.502 2.603
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 2.868 2.517 0.351 13.3% 0.096 3.6% 33% False False 6,423
10 2.870 2.517 0.353 13.4% 0.079 3.0% 33% False False 5,331
20 2.870 2.516 0.354 13.4% 0.087 3.3% 33% False False 7,000
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 0.019
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2.878
2.618 2.793
1.618 2.741
1.000 2.709
0.618 2.689
HIGH 2.657
0.618 2.637
0.500 2.631
0.382 2.625
LOW 2.605
0.618 2.573
1.000 2.553
1.618 2.521
2.618 2.469
4.250 2.384
Fisher Pivots for day following 30-Dec-2020
Pivot 1 day 3 day
R1 2.632 2.617
PP 2.631 2.602
S1 2.631 2.587

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

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