NYMEX Natural Gas Future February 2021


Trading Metrics calculated at close of trading on 09-Dec-2020
Day Change Summary
Previous Current
08-Dec-2020 09-Dec-2020 Change Change % Previous Week
Open 2.453 2.473 0.020 0.8% 2.823
High 2.501 2.538 0.037 1.5% 2.977
Low 2.393 2.438 0.045 1.9% 2.475
Close 2.422 2.456 0.034 1.4% 2.586
Range 0.108 0.100 -0.008 -7.4% 0.502
ATR 0.141 0.139 -0.002 -1.3% 0.000
Volume 72,683 88,297 15,614 21.5% 268,779
Daily Pivots for day following 09-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.777 2.717 2.511
R3 2.677 2.617 2.484
R2 2.577 2.577 2.474
R1 2.517 2.517 2.465 2.497
PP 2.477 2.477 2.477 2.468
S1 2.417 2.417 2.447 2.397
S2 2.377 2.377 2.438
S3 2.277 2.317 2.429
S4 2.177 2.217 2.401
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 4.185 3.888 2.862
R3 3.683 3.386 2.724
R2 3.181 3.181 2.678
R1 2.884 2.884 2.632 2.782
PP 2.679 2.679 2.679 2.628
S1 2.382 2.382 2.540 2.280
S2 2.177 2.177 2.494
S3 1.675 1.880 2.448
S4 1.173 1.378 2.310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.764 2.393 0.371 15.1% 0.146 6.0% 17% False False 81,044
10 2.977 2.393 0.584 23.8% 0.148 6.0% 11% False False 59,524
20 3.159 2.393 0.766 31.2% 0.132 5.4% 8% False False 47,007
40 3.452 2.393 1.059 43.1% 0.120 4.9% 6% False False 35,895
60 3.452 2.393 1.059 43.1% 0.118 4.8% 6% False False 30,355
80 3.452 2.393 1.059 43.1% 0.106 4.3% 6% False False 25,888
100 3.452 2.393 1.059 43.1% 0.098 4.0% 6% False False 22,232
120 3.452 2.393 1.059 43.1% 0.090 3.7% 6% False False 19,575
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.963
2.618 2.800
1.618 2.700
1.000 2.638
0.618 2.600
HIGH 2.538
0.618 2.500
0.500 2.488
0.382 2.476
LOW 2.438
0.618 2.376
1.000 2.338
1.618 2.276
2.618 2.176
4.250 2.013
Fisher Pivots for day following 09-Dec-2020
Pivot 1 day 3 day
R1 2.488 2.466
PP 2.477 2.462
S1 2.467 2.459

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

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