NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 04-Dec-2020
Day Change Summary
Previous Current
03-Dec-2020 04-Dec-2020 Change Change % Previous Week
Open 2.760 2.511 -0.249 -9.0% 2.831
High 2.768 2.623 -0.145 -5.2% 2.996
Low 2.484 2.462 -0.022 -0.9% 2.462
Close 2.507 2.575 0.068 2.7% 2.575
Range 0.284 0.161 -0.123 -43.3% 0.534
ATR 0.148 0.149 0.001 0.6% 0.000
Volume 269,563 140,379 -129,184 -47.9% 836,666
Daily Pivots for day following 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.036 2.967 2.664
R3 2.875 2.806 2.619
R2 2.714 2.714 2.605
R1 2.645 2.645 2.590 2.680
PP 2.553 2.553 2.553 2.571
S1 2.484 2.484 2.560 2.519
S2 2.392 2.392 2.545
S3 2.231 2.323 2.531
S4 2.070 2.162 2.486
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 4.280 3.961 2.869
R3 3.746 3.427 2.722
R2 3.212 3.212 2.673
R1 2.893 2.893 2.624 2.786
PP 2.678 2.678 2.678 2.624
S1 2.359 2.359 2.526 2.252
S2 2.144 2.144 2.477
S3 1.610 1.825 2.428
S4 1.076 1.291 2.281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.996 2.462 0.534 20.7% 0.190 7.4% 21% False True 167,333
10 3.002 2.462 0.540 21.0% 0.153 6.0% 21% False True 132,677
20 3.204 2.462 0.742 28.8% 0.141 5.5% 15% False True 115,429
40 3.507 2.462 1.045 40.6% 0.127 4.9% 11% False True 86,795
60 3.507 2.462 1.045 40.6% 0.123 4.8% 11% False True 73,805
80 3.507 2.462 1.045 40.6% 0.111 4.3% 11% False True 63,254
100 3.507 2.462 1.045 40.6% 0.103 4.0% 11% False True 55,224
120 3.507 2.462 1.045 40.6% 0.094 3.6% 11% False True 49,863
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.307
2.618 3.044
1.618 2.883
1.000 2.784
0.618 2.722
HIGH 2.623
0.618 2.561
0.500 2.543
0.382 2.524
LOW 2.462
0.618 2.363
1.000 2.301
1.618 2.202
2.618 2.041
4.250 1.778
Fisher Pivots for day following 04-Dec-2020
Pivot 1 day 3 day
R1 2.564 2.698
PP 2.553 2.657
S1 2.543 2.616

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

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