NYMEX Natural Gas Future September 2021


Trading Metrics calculated at close of trading on 31-Dec-2020
Day Change Summary
Previous Current
30-Dec-2020 31-Dec-2020 Change Change % Previous Week
Open 2.628 2.650 0.022 0.8% 2.801
High 2.657 2.718 0.061 2.3% 2.870
Low 2.605 2.650 0.045 1.7% 2.667
Close 2.632 2.712 0.080 3.0% 2.671
Range 0.052 0.068 0.016 30.8% 0.203
ATR 0.088 0.088 0.000 -0.2% 0.000
Volume 3,979 6,404 2,425 60.9% 14,810
Daily Pivots for day following 31-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.897 2.873 2.749
R3 2.829 2.805 2.731
R2 2.761 2.761 2.724
R1 2.737 2.737 2.718 2.749
PP 2.693 2.693 2.693 2.700
S1 2.669 2.669 2.706 2.681
S2 2.625 2.625 2.700
S3 2.557 2.601 2.693
S4 2.489 2.533 2.675
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.345 3.211 2.783
R3 3.142 3.008 2.727
R2 2.939 2.939 2.708
R1 2.805 2.805 2.690 2.771
PP 2.736 2.736 2.736 2.719
S1 2.602 2.602 2.652 2.568
S2 2.533 2.533 2.634
S3 2.330 2.399 2.615
S4 2.127 2.196 2.559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.738 2.517 0.221 8.1% 0.078 2.9% 88% False False 6,665
10 2.870 2.517 0.353 13.0% 0.079 2.9% 55% False False 5,701
20 2.870 2.516 0.354 13.1% 0.085 3.1% 55% False False 7,187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.007
2.618 2.896
1.618 2.828
1.000 2.786
0.618 2.760
HIGH 2.718
0.618 2.692
0.500 2.684
0.382 2.676
LOW 2.650
0.618 2.608
1.000 2.582
1.618 2.540
2.618 2.472
4.250 2.361
Fisher Pivots for day following 31-Dec-2020
Pivot 1 day 3 day
R1 2.703 2.683
PP 2.693 2.653
S1 2.684 2.624

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

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