NYMEX Natural Gas Future September 2021


Trading Metrics calculated at close of trading on 24-Dec-2020
Day Change Summary
Previous Current
23-Dec-2020 24-Dec-2020 Change Change % Previous Week
Open 2.848 2.725 -0.123 -4.3% 2.776
High 2.868 2.738 -0.130 -4.5% 2.839
Low 2.708 2.667 -0.041 -1.5% 2.739
Close 2.735 2.671 -0.064 -2.3% 2.788
Range 0.160 0.071 -0.089 -55.6% 0.100
ATR 0.084 0.084 -0.001 -1.1% 0.000
Volume 5,193 1,820 -3,373 -65.0% 24,496
Daily Pivots for day following 24-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.905 2.859 2.710
R3 2.834 2.788 2.691
R2 2.763 2.763 2.684
R1 2.717 2.717 2.678 2.705
PP 2.692 2.692 2.692 2.686
S1 2.646 2.646 2.664 2.634
S2 2.621 2.621 2.658
S3 2.550 2.575 2.651
S4 2.479 2.504 2.632
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.089 3.038 2.843
R3 2.989 2.938 2.816
R2 2.889 2.889 2.806
R1 2.838 2.838 2.797 2.864
PP 2.789 2.789 2.789 2.801
S1 2.738 2.738 2.779 2.764
S2 2.689 2.689 2.770
S3 2.589 2.638 2.761
S4 2.489 2.538 2.733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.870 2.667 0.203 7.6% 0.078 2.9% 2% False True 4,092
10 2.870 2.667 0.203 7.6% 0.072 2.7% 2% False True 4,472
20 2.872 2.516 0.356 13.3% 0.085 3.2% 44% False False 6,587
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.040
2.618 2.924
1.618 2.853
1.000 2.809
0.618 2.782
HIGH 2.738
0.618 2.711
0.500 2.703
0.382 2.694
LOW 2.667
0.618 2.623
1.000 2.596
1.618 2.552
2.618 2.481
4.250 2.365
Fisher Pivots for day following 24-Dec-2020
Pivot 1 day 3 day
R1 2.703 2.769
PP 2.692 2.736
S1 2.682 2.704

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

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