NYMEX Natural Gas Future May 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 2.716 2.669 -0.047 -1.7% 2.609
High 2.761 2.764 0.003 0.1% 2.822
Low 2.655 2.647 -0.008 -0.3% 2.600
Close 2.661 2.724 0.063 2.4% 2.724
Range 0.106 0.117 0.011 10.4% 0.222
ATR 0.101 0.102 0.001 1.1% 0.000
Volume 29,192 28,092 -1,100 -3.8% 156,820
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 3.063 3.010 2.788
R3 2.946 2.893 2.756
R2 2.829 2.829 2.745
R1 2.776 2.776 2.735 2.803
PP 2.712 2.712 2.712 2.725
S1 2.659 2.659 2.713 2.686
S2 2.595 2.595 2.703
S3 2.478 2.542 2.692
S4 2.361 2.425 2.660
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 3.381 3.275 2.846
R3 3.159 3.053 2.785
R2 2.937 2.937 2.765
R1 2.831 2.831 2.744 2.884
PP 2.715 2.715 2.715 2.742
S1 2.609 2.609 2.704 2.662
S2 2.493 2.493 2.683
S3 2.271 2.387 2.663
S4 2.049 2.165 2.602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.822 2.600 0.222 8.1% 0.117 4.3% 56% False False 31,364
10 2.822 2.600 0.222 8.1% 0.100 3.7% 56% False False 31,121
20 2.822 2.352 0.470 17.3% 0.095 3.5% 79% False False 24,152
40 2.822 2.352 0.470 17.3% 0.094 3.4% 79% False False 23,154
60 3.011 2.352 0.659 24.2% 0.085 3.1% 56% False False 21,091
80 3.011 2.352 0.659 24.2% 0.077 2.8% 56% False False 18,234
100 3.011 2.352 0.659 24.2% 0.070 2.6% 56% False False 16,083
120 3.011 2.352 0.659 24.2% 0.065 2.4% 56% False False 14,678
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.261
2.618 3.070
1.618 2.953
1.000 2.881
0.618 2.836
HIGH 2.764
0.618 2.719
0.500 2.706
0.382 2.692
LOW 2.647
0.618 2.575
1.000 2.530
1.618 2.458
2.618 2.341
4.250 2.150
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 2.718 2.719
PP 2.712 2.714
S1 2.706 2.710

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

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