NYMEX Natural Gas Future August 2021


Trading Metrics calculated at close of trading on 11-Dec-2020
Day Change Summary
Previous Current
10-Dec-2020 11-Dec-2020 Change Change % Previous Week
Open 2.603 2.726 0.123 4.7% 2.561
High 2.756 2.764 0.008 0.3% 2.764
Low 2.590 2.701 0.111 4.3% 2.524
Close 2.722 2.740 0.018 0.7% 2.740
Range 0.166 0.063 -0.103 -62.0% 0.240
ATR 0.089 0.087 -0.002 -2.1% 0.000
Volume 8,015 3,697 -4,318 -53.9% 38,309
Daily Pivots for day following 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.924 2.895 2.775
R3 2.861 2.832 2.757
R2 2.798 2.798 2.752
R1 2.769 2.769 2.746 2.784
PP 2.735 2.735 2.735 2.742
S1 2.706 2.706 2.734 2.721
S2 2.672 2.672 2.728
S3 2.609 2.643 2.723
S4 2.546 2.580 2.705
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.396 3.308 2.872
R3 3.156 3.068 2.806
R2 2.916 2.916 2.784
R1 2.828 2.828 2.762 2.872
PP 2.676 2.676 2.676 2.698
S1 2.588 2.588 2.718 2.632
S2 2.436 2.436 2.696
S3 2.196 2.348 2.674
S4 1.956 2.108 2.608
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.764 2.524 0.240 8.8% 0.087 3.2% 90% True False 7,661
10 2.879 2.524 0.355 13.0% 0.100 3.7% 61% False False 8,442
20 2.984 2.524 0.460 16.8% 0.084 3.1% 47% False False 8,417
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.032
2.618 2.929
1.618 2.866
1.000 2.827
0.618 2.803
HIGH 2.764
0.618 2.740
0.500 2.733
0.382 2.725
LOW 2.701
0.618 2.662
1.000 2.638
1.618 2.599
2.618 2.536
4.250 2.433
Fisher Pivots for day following 11-Dec-2020
Pivot 1 day 3 day
R1 2.738 2.719
PP 2.735 2.698
S1 2.733 2.677

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

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