NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 21-Sep-2020

Day Change Summary
	Previous	Current
	18-Sep-2020	21-Sep-2020	Change	Change %	Previous Week
Open	2.775	2.779	0.004	0.1%	2.840
High	2.820	2.826	0.006	0.2%	2.862
Low	2.760	2.779	0.019	0.7%	2.760
Close	2.813	2.814	0.001	0.0%	2.813
Range	0.060	0.047	-0.013	-21.7%	0.102
ATR	0.047	0.047	0.000	0.0%	0.000
Volume	13,661	21,174	7,513	55.0%	72,947

Daily Pivots for day following 21-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.947	2.928	2.840
R3	2.900	2.881	2.827
R2	2.853	2.853	2.823
R1	2.834	2.834	2.818	2.844
PP	2.806	2.806	2.806	2.811
S1	2.787	2.787	2.810	2.797
S2	2.759	2.759	2.805
S3	2.712	2.740	2.801
S4	2.665	2.693	2.788

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.118	3.067	2.869
R3	3.016	2.965	2.841
R2	2.914	2.914	2.832
R1	2.863	2.863	2.822	2.838
PP	2.812	2.812	2.812	2.799
S1	2.761	2.761	2.804	2.736
S2	2.710	2.710	2.794
S3	2.608	2.659	2.785
S4	2.506	2.557	2.757

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.853	2.760	0.093	3.3%	0.051	1.8%	58%	False	False	16,070
10	2.875	2.760	0.115	4.1%	0.047	1.7%	47%	False	False	14,360
20	2.875	2.731	0.144	5.1%	0.049	1.7%	58%	False	False	14,856
40	2.875	2.489	0.386	13.7%	0.046	1.6%	84%	False	False	14,258
60	2.875	2.423	0.452	16.1%	0.042	1.5%	87%	False	False	12,226

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	0.014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.026
2.618	2.949
1.618	2.902
1.000	2.873
0.618	2.855
HIGH	2.826
0.618	2.808
0.500	2.803
0.382	2.797
LOW	2.779
0.618	2.750
1.000	2.732
1.618	2.703
2.618	2.656
4.250	2.579

Fisher Pivots for day following 21-Sep-2020
Pivot	1 day	3 day
R1	2.810	2.807
PP	2.806	2.800
S1	2.803	2.793

Download as Excel Spreadsheet

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

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