NYMEX Natural Gas Future April 2021


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 2.858 2.836 -0.022 -0.8% 2.841
High 2.866 2.852 -0.014 -0.5% 2.875
Low 2.832 2.823 -0.009 -0.3% 2.820
Close 2.832 2.826 -0.006 -0.2% 2.826
Range 0.034 0.029 -0.005 -14.7% 0.055
ATR 0.045 0.044 -0.001 -2.6% 0.000
Volume 11,151 10,432 -719 -6.4% 49,479
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.921 2.902 2.842
R3 2.892 2.873 2.834
R2 2.863 2.863 2.831
R1 2.844 2.844 2.829 2.839
PP 2.834 2.834 2.834 2.831
S1 2.815 2.815 2.823 2.810
S2 2.805 2.805 2.821
S3 2.776 2.786 2.818
S4 2.747 2.757 2.810
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.005 2.971 2.856
R3 2.950 2.916 2.841
R2 2.895 2.895 2.836
R1 2.861 2.861 2.831 2.851
PP 2.840 2.840 2.840 2.835
S1 2.806 2.806 2.821 2.796
S2 2.785 2.785 2.816
S3 2.730 2.751 2.811
S4 2.675 2.696 2.796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.875 2.820 0.055 1.9% 0.040 1.4% 11% False False 11,753
10 2.875 2.764 0.111 3.9% 0.046 1.6% 56% False False 13,761
20 2.875 2.693 0.182 6.4% 0.046 1.6% 73% False False 14,470
40 2.875 2.425 0.450 15.9% 0.044 1.6% 89% False False 13,032
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2.975
2.618 2.928
1.618 2.899
1.000 2.881
0.618 2.870
HIGH 2.852
0.618 2.841
0.500 2.838
0.382 2.834
LOW 2.823
0.618 2.805
1.000 2.794
1.618 2.776
2.618 2.747
4.250 2.700
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 2.838 2.844
PP 2.834 2.838
S1 2.830 2.832

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

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