NYMEX Natural Gas Future April 2021


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 2.794 2.829 0.035 1.3% 2.795
High 2.834 2.839 0.005 0.2% 2.819
Low 2.764 2.798 0.034 1.2% 2.731
Close 2.819 2.823 0.004 0.1% 2.807
Range 0.070 0.041 -0.029 -41.4% 0.088
ATR 0.046 0.046 0.000 -0.8% 0.000
Volume 17,434 18,461 1,027 5.9% 79,290
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.943 2.924 2.846
R3 2.902 2.883 2.834
R2 2.861 2.861 2.831
R1 2.842 2.842 2.827 2.831
PP 2.820 2.820 2.820 2.815
S1 2.801 2.801 2.819 2.790
S2 2.779 2.779 2.815
S3 2.738 2.760 2.812
S4 2.697 2.719 2.800
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.050 3.016 2.855
R3 2.962 2.928 2.831
R2 2.874 2.874 2.823
R1 2.840 2.840 2.815 2.857
PP 2.786 2.786 2.786 2.794
S1 2.752 2.752 2.799 2.769
S2 2.698 2.698 2.791
S3 2.610 2.664 2.783
S4 2.522 2.576 2.759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.839 2.731 0.108 3.8% 0.060 2.1% 85% True False 18,369
10 2.839 2.731 0.108 3.8% 0.047 1.7% 85% True False 14,708
20 2.839 2.630 0.209 7.4% 0.044 1.6% 92% True False 14,218
40 2.839 2.425 0.414 14.7% 0.041 1.5% 96% True False 11,971
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.013
2.618 2.946
1.618 2.905
1.000 2.880
0.618 2.864
HIGH 2.839
0.618 2.823
0.500 2.819
0.382 2.814
LOW 2.798
0.618 2.773
1.000 2.757
1.618 2.732
2.618 2.691
4.250 2.624
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 2.822 2.816
PP 2.820 2.809
S1 2.819 2.802

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

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