NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 04-Jan-2021
Day Change Summary
Previous Current
31-Dec-2020 04-Jan-2021 Change Change % Previous Week
Open 2.545 2.666 0.121 4.8% 2.478
High 2.624 2.721 0.097 3.7% 2.624
Low 2.545 2.661 0.116 4.6% 2.411
Close 2.611 2.668 0.057 2.2% 2.611
Range 0.079 0.060 -0.019 -24.1% 0.213
ATR 0.094 0.095 0.001 1.3% 0.000
Volume 17,012 14,062 -2,950 -17.3% 67,033
Daily Pivots for day following 04-Jan-2021
Classic Woodie Camarilla DeMark
R4 2.863 2.826 2.701
R3 2.803 2.766 2.685
R2 2.743 2.743 2.679
R1 2.706 2.706 2.674 2.725
PP 2.683 2.683 2.683 2.693
S1 2.646 2.646 2.663 2.665
S2 2.623 2.623 2.657
S3 2.563 2.586 2.652
S4 2.503 2.526 2.635
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 3.188 3.112 2.728
R3 2.975 2.899 2.670
R2 2.762 2.762 2.650
R1 2.686 2.686 2.631 2.724
PP 2.549 2.549 2.549 2.568
S1 2.473 2.473 2.591 2.511
S2 2.336 2.336 2.572
S3 2.123 2.260 2.552
S4 1.910 2.047 2.494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.721 2.411 0.310 11.6% 0.096 3.6% 83% True False 16,219
10 2.804 2.411 0.393 14.7% 0.089 3.4% 65% False False 12,525
20 2.804 2.411 0.393 14.7% 0.088 3.3% 65% False False 14,080
40 2.957 2.411 0.546 20.5% 0.085 3.2% 47% False False 12,863
60 3.043 2.411 0.632 23.7% 0.073 2.7% 41% False False 10,340
80 3.043 2.411 0.632 23.7% 0.067 2.5% 41% False False 8,953
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.976
2.618 2.878
1.618 2.818
1.000 2.781
0.618 2.758
HIGH 2.721
0.618 2.698
0.500 2.691
0.382 2.684
LOW 2.661
0.618 2.624
1.000 2.601
1.618 2.564
2.618 2.504
4.250 2.406
Fisher Pivots for day following 04-Jan-2021
Pivot 1 day 3 day
R1 2.691 2.649
PP 2.683 2.631
S1 2.676 2.612

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

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