NYMEX Natural Gas Future September 2021

Trading Metrics calculated at close of trading on 21-Jan-2021

Day Change Summary
	Previous	Current
	20-Jan-2021	21-Jan-2021	Change	Change %	Previous Week
Open	2.745	2.747	0.002	0.1%	2.762
High	2.762	2.756	-0.006	-0.2%	2.924
Low	2.689	2.698	0.009	0.3%	2.734
Close	2.755	2.730	-0.025	-0.9%	2.860
Range	0.073	0.058	-0.015	-20.5%	0.190
ATR	0.092	0.089	-0.002	-2.6%	0.000
Volume	11,585	4,857	-6,728	-58.1%	38,669

Daily Pivots for day following 21-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.902	2.874	2.762
R3	2.844	2.816	2.746
R2	2.786	2.786	2.741
R1	2.758	2.758	2.735	2.743
PP	2.728	2.728	2.728	2.721
S1	2.700	2.700	2.725	2.685
S2	2.670	2.670	2.719
S3	2.612	2.642	2.714
S4	2.554	2.584	2.698

Weekly Pivots for week ending 15-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.409	3.325	2.965
R3	3.219	3.135	2.912
R2	3.029	3.029	2.895
R1	2.945	2.945	2.877	2.987
PP	2.839	2.839	2.839	2.861
S1	2.755	2.755	2.843	2.797
S2	2.649	2.649	2.825
S3	2.459	2.565	2.808
S4	2.269	2.375	2.756

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.898	2.689	0.209	7.7%	0.085	3.1%	20%	False	False	9,630
10	2.924	2.689	0.235	8.6%	0.086	3.1%	17%	False	False	8,689
20	2.924	2.517	0.407	14.9%	0.085	3.1%	52%	False	False	7,671
40	2.924	2.516	0.408	14.9%	0.081	3.0%	52%	False	False	7,266

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.003
2.618	2.908
1.618	2.850
1.000	2.814
0.618	2.792
HIGH	2.756
0.618	2.734
0.500	2.727
0.382	2.720
LOW	2.698
0.618	2.662
1.000	2.640
1.618	2.604
2.618	2.546
4.250	2.452

Fisher Pivots for day following 21-Jan-2021
Pivot	1 day	3 day
R1	2.729	2.761
PP	2.728	2.750
S1	2.727	2.740

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