NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 19-Jan-2021
Day Change Summary
Previous Current
15-Jan-2021 19-Jan-2021 Change Change % Previous Week
Open 2.669 2.667 -0.002 -0.1% 2.609
High 2.764 2.690 -0.074 -2.7% 2.822
Low 2.647 2.579 -0.068 -2.6% 2.600
Close 2.724 2.596 -0.128 -4.7% 2.724
Range 0.117 0.111 -0.006 -5.1% 0.222
ATR 0.102 0.105 0.003 3.0% 0.000
Volume 28,092 37,626 9,534 33.9% 156,820
Daily Pivots for day following 19-Jan-2021
Classic Woodie Camarilla DeMark
R4 2.955 2.886 2.657
R3 2.844 2.775 2.627
R2 2.733 2.733 2.616
R1 2.664 2.664 2.606 2.643
PP 2.622 2.622 2.622 2.611
S1 2.553 2.553 2.586 2.532
S2 2.511 2.511 2.576
S3 2.400 2.442 2.565
S4 2.289 2.331 2.535
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 2.579 0.243 9.4% 0.108 4.2% 7% False True 33,644
10 2.822 2.579 0.243 9.4% 0.104 4.0% 7% False True 32,081
20 2.822 2.352 0.470 18.1% 0.096 3.7% 52% False False 25,196
40 2.822 2.352 0.470 18.1% 0.095 3.7% 52% False False 23,687
60 3.011 2.352 0.659 25.4% 0.086 3.3% 37% False False 21,538
80 3.011 2.352 0.659 25.4% 0.077 3.0% 37% False False 18,531
100 3.011 2.352 0.659 25.4% 0.071 2.7% 37% False False 16,405
120 3.011 2.352 0.659 25.4% 0.066 2.5% 37% False False 14,946
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.162
2.618 2.981
1.618 2.870
1.000 2.801
0.618 2.759
HIGH 2.690
0.618 2.648
0.500 2.635
0.382 2.621
LOW 2.579
0.618 2.510
1.000 2.468
1.618 2.399
2.618 2.288
4.250 2.107
Fisher Pivots for day following 19-Jan-2021
Pivot 1 day 3 day
R1 2.635 2.672
PP 2.622 2.646
S1 2.609 2.621

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

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