NYMEX Natural Gas Future April 2021


Trading Metrics calculated at close of trading on 30-Dec-2020
Day Change Summary
Previous Current
29-Dec-2020 30-Dec-2020 Change Change % Previous Week
Open 2.374 2.460 0.086 3.6% 2.685
High 2.487 2.486 -0.001 0.0% 2.752
Low 2.344 2.418 0.074 3.2% 2.513
Close 2.454 2.447 -0.007 -0.3% 2.518
Range 0.143 0.068 -0.075 -52.4% 0.239
ATR 0.109 0.106 -0.003 -2.7% 0.000
Volume 48,129 24,318 -23,811 -49.5% 120,638
Daily Pivots for day following 30-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.654 2.619 2.484
R3 2.586 2.551 2.466
R2 2.518 2.518 2.459
R1 2.483 2.483 2.453 2.467
PP 2.450 2.450 2.450 2.442
S1 2.415 2.415 2.441 2.399
S2 2.382 2.382 2.435
S3 2.314 2.347 2.428
S4 2.246 2.279 2.410
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.311 3.154 2.649
R3 3.072 2.915 2.584
R2 2.833 2.833 2.562
R1 2.676 2.676 2.540 2.635
PP 2.594 2.594 2.594 2.574
S1 2.437 2.437 2.496 2.396
S2 2.355 2.355 2.474
S3 2.116 2.198 2.452
S4 1.877 1.959 2.387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.742 2.308 0.434 17.7% 0.125 5.1% 32% False False 39,325
10 2.752 2.308 0.444 18.1% 0.099 4.0% 31% False False 37,606
20 2.752 2.308 0.444 18.1% 0.106 4.3% 31% False False 48,952
40 3.000 2.308 0.692 28.3% 0.095 3.9% 20% False False 44,582
60 3.052 2.308 0.744 30.4% 0.083 3.4% 19% False False 37,710
80 3.052 2.308 0.744 30.4% 0.077 3.1% 19% False False 32,909
100 3.052 2.308 0.744 30.4% 0.070 2.9% 19% False False 29,088
120 3.052 2.308 0.744 30.4% 0.065 2.7% 19% False False 26,072
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2.775
2.618 2.664
1.618 2.596
1.000 2.554
0.618 2.528
HIGH 2.486
0.618 2.460
0.500 2.452
0.382 2.444
LOW 2.418
0.618 2.376
1.000 2.350
1.618 2.308
2.618 2.240
4.250 2.129
Fisher Pivots for day following 30-Dec-2020
Pivot 1 day 3 day
R1 2.452 2.431
PP 2.450 2.414
S1 2.449 2.398

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

View Archives - Comment on this page... - Back to Index of Symbols