NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 10-Dec-2020
Day Change Summary
Previous Current
09-Dec-2020 10-Dec-2020 Change Change % Previous Week
Open 2.498 2.487 -0.011 -0.4% 2.666
High 2.541 2.628 0.087 3.4% 2.774
Low 2.475 2.449 -0.026 -1.1% 2.405
Close 2.489 2.593 0.104 4.2% 2.517
Range 0.066 0.179 0.113 171.2% 0.369
ATR 0.092 0.099 0.006 6.7% 0.000
Volume 16,673 30,338 13,665 82.0% 134,483
Daily Pivots for day following 10-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.094 3.022 2.691
R3 2.915 2.843 2.642
R2 2.736 2.736 2.626
R1 2.664 2.664 2.609 2.700
PP 2.557 2.557 2.557 2.575
S1 2.485 2.485 2.577 2.521
S2 2.378 2.378 2.560
S3 2.199 2.306 2.544
S4 2.020 2.127 2.495
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.672 3.464 2.720
R3 3.303 3.095 2.618
R2 2.934 2.934 2.585
R1 2.726 2.726 2.551 2.646
PP 2.565 2.565 2.565 2.525
S1 2.357 2.357 2.483 2.277
S2 2.196 2.196 2.449
S3 1.827 1.988 2.416
S4 1.458 1.619 2.314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.628 2.384 0.244 9.4% 0.099 3.8% 86% True False 25,155
10 2.774 2.384 0.390 15.0% 0.110 4.2% 54% False False 24,514
20 2.903 2.384 0.519 20.0% 0.093 3.6% 40% False False 22,739
40 3.011 2.384 0.627 24.2% 0.077 3.0% 33% False False 18,512
60 3.011 2.384 0.627 24.2% 0.069 2.7% 33% False False 15,648
80 3.011 2.384 0.627 24.2% 0.062 2.4% 33% False False 13,464
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.389
2.618 3.097
1.618 2.918
1.000 2.807
0.618 2.739
HIGH 2.628
0.618 2.560
0.500 2.539
0.382 2.517
LOW 2.449
0.618 2.338
1.000 2.270
1.618 2.159
2.618 1.980
4.250 1.688
Fisher Pivots for day following 10-Dec-2020
Pivot 1 day 3 day
R1 2.575 2.570
PP 2.557 2.547
S1 2.539 2.524

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

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