NYMEX Natural Gas Future August 2021


Trading Metrics calculated at close of trading on 17-Dec-2020
Day Change Summary
Previous Current
16-Dec-2020 17-Dec-2020 Change Change % Previous Week
Open 2.804 2.840 0.036 1.3% 2.561
High 2.831 2.849 0.018 0.6% 2.764
Low 2.772 2.760 -0.012 -0.4% 2.524
Close 2.827 2.772 -0.055 -1.9% 2.740
Range 0.059 0.089 0.030 50.8% 0.240
ATR 0.082 0.082 0.001 0.6% 0.000
Volume 3,650 6,198 2,548 69.8% 38,309
Daily Pivots for day following 17-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.061 3.005 2.821
R3 2.972 2.916 2.796
R2 2.883 2.883 2.788
R1 2.827 2.827 2.780 2.811
PP 2.794 2.794 2.794 2.785
S1 2.738 2.738 2.764 2.722
S2 2.705 2.705 2.756
S3 2.616 2.649 2.748
S4 2.527 2.560 2.723
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 2.849 2.701 0.148 5.3% 0.066 2.4% 48% True False 4,940
10 2.849 2.524 0.325 11.7% 0.079 2.9% 76% True False 6,665
20 2.879 2.524 0.355 12.8% 0.084 3.0% 70% False False 7,734
40 3.096 2.524 0.572 20.6% 0.071 2.6% 43% False False 6,192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.227
2.618 3.082
1.618 2.993
1.000 2.938
0.618 2.904
HIGH 2.849
0.618 2.815
0.500 2.805
0.382 2.794
LOW 2.760
0.618 2.705
1.000 2.671
1.618 2.616
2.618 2.527
4.250 2.382
Fisher Pivots for day following 17-Dec-2020
Pivot 1 day 3 day
R1 2.805 2.802
PP 2.794 2.792
S1 2.783 2.782

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

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