NYMEX Natural Gas Future September 2021


Trading Metrics calculated at close of trading on 05-Jan-2021
Day Change Summary
Previous Current
04-Jan-2021 05-Jan-2021 Change Change % Previous Week
Open 2.786 2.779 -0.007 -0.3% 2.547
High 2.809 2.852 0.043 1.5% 2.718
Low 2.760 2.779 0.019 0.7% 2.517
Close 2.767 2.841 0.074 2.7% 2.712
Range 0.049 0.073 0.024 49.0% 0.201
ATR 0.088 0.088 0.000 -0.3% 0.000
Volume 7,712 11,015 3,303 42.8% 31,508
Daily Pivots for day following 05-Jan-2021
Classic Woodie Camarilla DeMark
R4 3.043 3.015 2.881
R3 2.970 2.942 2.861
R2 2.897 2.897 2.854
R1 2.869 2.869 2.848 2.883
PP 2.824 2.824 2.824 2.831
S1 2.796 2.796 2.834 2.810
S2 2.751 2.751 2.828
S3 2.678 2.723 2.821
S4 2.605 2.650 2.801
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 3.252 3.183 2.823
R3 3.051 2.982 2.767
R2 2.850 2.850 2.749
R1 2.781 2.781 2.730 2.816
PP 2.649 2.649 2.649 2.666
S1 2.580 2.580 2.694 2.615
S2 2.448 2.448 2.675
S3 2.247 2.379 2.657
S4 2.046 2.178 2.601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.852 2.530 0.322 11.3% 0.072 2.5% 97% True False 8,369
10 2.870 2.517 0.353 12.4% 0.079 2.8% 92% False False 6,504
20 2.870 2.516 0.354 12.5% 0.076 2.7% 92% False False 6,798
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.162
2.618 3.043
1.618 2.970
1.000 2.925
0.618 2.897
HIGH 2.852
0.618 2.824
0.500 2.816
0.382 2.807
LOW 2.779
0.618 2.734
1.000 2.706
1.618 2.661
2.618 2.588
4.250 2.469
Fisher Pivots for day following 05-Jan-2021
Pivot 1 day 3 day
R1 2.833 2.811
PP 2.824 2.781
S1 2.816 2.751

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

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