NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 17-Sep-2020

Day Change Summary
	Previous	Current
	16-Sep-2020	17-Sep-2020	Change	Change %	Previous Week
Open	2.838	2.816	-0.022	-0.8%	2.841
High	2.853	2.825	-0.028	-1.0%	2.875
Low	2.809	2.760	-0.049	-1.7%	2.820
Close	2.814	2.795	-0.019	-0.7%	2.826
Range	0.044	0.065	0.021	47.7%	0.055
ATR	0.045	0.046	0.001	3.3%	0.000
Volume	8,906	25,846	16,940	190.2%	49,479

Daily Pivots for day following 17-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.988	2.957	2.831
R3	2.923	2.892	2.813
R2	2.858	2.858	2.807
R1	2.827	2.827	2.801	2.810
PP	2.793	2.793	2.793	2.785
S1	2.762	2.762	2.789	2.745
S2	2.728	2.728	2.783
S3	2.663	2.697	2.777
S4	2.598	2.632	2.759

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	2.862	2.760	0.102	3.6%	0.046	1.7%	34%	False	True	13,943
10	2.875	2.760	0.115	4.1%	0.043	1.5%	30%	False	True	12,664
20	2.875	2.731	0.144	5.2%	0.047	1.7%	44%	False	False	14,272
40	2.875	2.444	0.431	15.4%	0.046	1.6%	81%	False	False	13,858
60	2.875	2.420	0.455	16.3%	0.041	1.5%	82%	False	False	12,205

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	3.101
2.618	2.995
1.618	2.930
1.000	2.890
0.618	2.865
HIGH	2.825
0.618	2.800
0.500	2.793
0.382	2.785
LOW	2.760
0.618	2.720
1.000	2.695
1.618	2.655
2.618	2.590
4.250	2.484

Fisher Pivots for day following 17-Sep-2020
Pivot	1 day	3 day
R1	2.794	2.807
PP	2.793	2.803
S1	2.793	2.799

Download as Excel Spreadsheet

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

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