NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 21-Jan-2021
Day Change Summary
Previous Current
20-Jan-2021 21-Jan-2021 Change Change % Previous Week
Open 2.596 2.592 -0.004 -0.2% 2.609
High 2.617 2.609 -0.008 -0.3% 2.822
Low 2.537 2.547 0.010 0.4% 2.600
Close 2.607 2.584 -0.023 -0.9% 2.724
Range 0.080 0.062 -0.018 -22.5% 0.222
ATR 0.104 0.101 -0.003 -2.9% 0.000
Volume 24,528 18,204 -6,324 -25.8% 156,820
Daily Pivots for day following 21-Jan-2021
Classic Woodie Camarilla DeMark
R4 2.766 2.737 2.618
R3 2.704 2.675 2.601
R2 2.642 2.642 2.595
R1 2.613 2.613 2.590 2.597
PP 2.580 2.580 2.580 2.572
S1 2.551 2.551 2.578 2.535
S2 2.518 2.518 2.573
S3 2.456 2.489 2.567
S4 2.394 2.427 2.550
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 2.764 2.537 0.227 8.8% 0.095 3.7% 21% False False 27,528
10 2.822 2.537 0.285 11.0% 0.098 3.8% 16% False False 28,953
20 2.822 2.352 0.470 18.2% 0.098 3.8% 49% False False 26,258
40 2.822 2.352 0.470 18.2% 0.093 3.6% 49% False False 23,307
60 3.011 2.352 0.659 25.5% 0.086 3.3% 35% False False 21,924
80 3.011 2.352 0.659 25.5% 0.078 3.0% 35% False False 18,802
100 3.011 2.352 0.659 25.5% 0.071 2.8% 35% False False 16,617
120 3.011 2.352 0.659 25.5% 0.066 2.6% 35% False False 15,218
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2.873
2.618 2.771
1.618 2.709
1.000 2.671
0.618 2.647
HIGH 2.609
0.618 2.585
0.500 2.578
0.382 2.571
LOW 2.547
0.618 2.509
1.000 2.485
1.618 2.447
2.618 2.385
4.250 2.284
Fisher Pivots for day following 21-Jan-2021
Pivot 1 day 3 day
R1 2.582 2.614
PP 2.580 2.604
S1 2.578 2.594

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

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