NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 29-Dec-2020
Day Change Summary
Previous Current
28-Dec-2020 29-Dec-2020 Change Change % Previous Week
Open 2.478 2.462 -0.016 -0.6% 2.738
High 2.572 2.553 -0.019 -0.7% 2.804
Low 2.411 2.433 0.022 0.9% 2.579
Close 2.448 2.529 0.081 3.3% 2.587
Range 0.161 0.120 -0.041 -25.5% 0.225
ATR 0.094 0.096 0.002 2.0% 0.000
Volume 19,407 20,645 1,238 6.4% 34,001
Daily Pivots for day following 29-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.865 2.817 2.595
R3 2.745 2.697 2.562
R2 2.625 2.625 2.551
R1 2.577 2.577 2.540 2.601
PP 2.505 2.505 2.505 2.517
S1 2.457 2.457 2.518 2.481
S2 2.385 2.385 2.507
S3 2.265 2.337 2.496
S4 2.145 2.217 2.463
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.332 3.184 2.711
R3 3.107 2.959 2.649
R2 2.882 2.882 2.628
R1 2.734 2.734 2.608 2.696
PP 2.657 2.657 2.657 2.637
S1 2.509 2.509 2.566 2.471
S2 2.432 2.432 2.546
S3 2.207 2.284 2.525
S4 1.982 2.059 2.463
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.804 2.411 0.393 15.5% 0.119 4.7% 30% False False 13,636
10 2.804 2.411 0.393 15.5% 0.091 3.6% 30% False False 12,206
20 2.804 2.411 0.393 15.5% 0.098 3.9% 30% False False 15,479
40 3.043 2.411 0.632 25.0% 0.085 3.4% 19% False False 12,332
60 3.043 2.411 0.632 25.0% 0.073 2.9% 19% False False 9,943
80 3.043 2.411 0.632 25.0% 0.066 2.6% 19% False False 8,591
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.063
2.618 2.867
1.618 2.747
1.000 2.673
0.618 2.627
HIGH 2.553
0.618 2.507
0.500 2.493
0.382 2.479
LOW 2.433
0.618 2.359
1.000 2.313
1.618 2.239
2.618 2.119
4.250 1.923
Fisher Pivots for day following 29-Dec-2020
Pivot 1 day 3 day
R1 2.517 2.535
PP 2.505 2.533
S1 2.493 2.531

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

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