NYMEX Natural Gas Future September 2021


Trading Metrics calculated at close of trading on 15-Dec-2020
Day Change Summary
Previous Current
14-Dec-2020 15-Dec-2020 Change Change % Previous Week
Open 2.776 2.778 0.002 0.1% 2.571
High 2.806 2.796 -0.010 -0.4% 2.755
Low 2.739 2.746 0.007 0.3% 2.516
Close 2.782 2.792 0.010 0.4% 2.731
Range 0.067 0.050 -0.017 -25.4% 0.239
ATR 0.089 0.086 -0.003 -3.1% 0.000
Volume 6,238 4,862 -1,376 -22.1% 46,421
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.928 2.910 2.820
R3 2.878 2.860 2.806
R2 2.828 2.828 2.801
R1 2.810 2.810 2.797 2.819
PP 2.778 2.778 2.778 2.783
S1 2.760 2.760 2.787 2.769
S2 2.728 2.728 2.783
S3 2.678 2.710 2.778
S4 2.628 2.660 2.765
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.384 3.297 2.862
R3 3.145 3.058 2.797
R2 2.906 2.906 2.775
R1 2.819 2.819 2.753 2.863
PP 2.667 2.667 2.667 2.689
S1 2.580 2.580 2.709 2.624
S2 2.428 2.428 2.687
S3 2.189 2.341 2.665
S4 1.950 2.102 2.600
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.806 2.584 0.222 8.0% 0.081 2.9% 94% False False 6,860
10 2.834 2.516 0.318 11.4% 0.095 3.4% 87% False False 8,670
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 3.009
2.618 2.927
1.618 2.877
1.000 2.846
0.618 2.827
HIGH 2.796
0.618 2.777
0.500 2.771
0.382 2.765
LOW 2.746
0.618 2.715
1.000 2.696
1.618 2.665
2.618 2.615
4.250 2.534
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 2.785 2.778
PP 2.778 2.764
S1 2.771 2.750

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

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