NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 2.701 2.636 -0.065 -2.4% 2.577
High 2.750 2.748 -0.002 -0.1% 2.835
Low 2.625 2.606 -0.019 -0.7% 2.561
Close 2.630 2.696 0.066 2.5% 2.696
Range 0.125 0.142 0.017 13.6% 0.274
ATR 0.126 0.127 0.001 0.9% 0.000
Volume 84,703 90,898 6,195 7.3% 505,841
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 3.109 3.045 2.774
R3 2.967 2.903 2.735
R2 2.825 2.825 2.722
R1 2.761 2.761 2.709 2.793
PP 2.683 2.683 2.683 2.700
S1 2.619 2.619 2.683 2.651
S2 2.541 2.541 2.670
S3 2.399 2.477 2.657
S4 2.257 2.335 2.618
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 3.519 3.382 2.847
R3 3.245 3.108 2.771
R2 2.971 2.971 2.746
R1 2.834 2.834 2.721 2.903
PP 2.697 2.697 2.697 2.732
S1 2.560 2.560 2.671 2.629
S2 2.423 2.423 2.646
S3 2.149 2.286 2.621
S4 1.875 2.012 2.545
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.835 2.561 0.274 10.2% 0.145 5.4% 49% False False 101,168
10 2.835 2.553 0.282 10.5% 0.126 4.7% 51% False False 89,445
20 2.835 2.268 0.567 21.0% 0.118 4.4% 75% False False 67,656
40 2.910 2.268 0.642 23.8% 0.119 4.4% 67% False False 64,878
60 3.320 2.268 1.052 39.0% 0.115 4.3% 41% False False 56,983
80 3.320 2.268 1.052 39.0% 0.110 4.1% 41% False False 51,424
100 3.320 2.268 1.052 39.0% 0.103 3.8% 41% False False 45,612
120 3.320 2.268 1.052 39.0% 0.096 3.6% 41% False False 40,494
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 0.037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.352
2.618 3.120
1.618 2.978
1.000 2.890
0.618 2.836
HIGH 2.748
0.618 2.694
0.500 2.677
0.382 2.660
LOW 2.606
0.618 2.518
1.000 2.464
1.618 2.376
2.618 2.234
4.250 2.003
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 2.690 2.694
PP 2.683 2.692
S1 2.677 2.690

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

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