NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 08-Sep-2020
Day Change Summary
Previous Current
04-Sep-2020 08-Sep-2020 Change Change % Previous Week
Open 2.794 2.793 -0.001 0.0% 2.757
High 2.822 2.832 0.010 0.4% 2.822
Low 2.791 2.782 -0.009 -0.3% 2.723
Close 2.806 2.815 0.009 0.3% 2.806
Range 0.031 0.050 0.019 61.3% 0.099
ATR 0.043 0.044 0.000 1.2% 0.000
Volume 5,933 7,072 1,139 19.2% 38,937
Daily Pivots for day following 08-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.960 2.937 2.843
R3 2.910 2.887 2.829
R2 2.860 2.860 2.824
R1 2.837 2.837 2.820 2.849
PP 2.810 2.810 2.810 2.815
S1 2.787 2.787 2.810 2.799
S2 2.760 2.760 2.806
S3 2.710 2.737 2.801
S4 2.660 2.687 2.788
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.081 3.042 2.860
R3 2.982 2.943 2.833
R2 2.883 2.883 2.824
R1 2.844 2.844 2.815 2.864
PP 2.784 2.784 2.784 2.793
S1 2.745 2.745 2.797 2.765
S2 2.685 2.685 2.788
S3 2.586 2.646 2.779
S4 2.487 2.547 2.752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.832 2.744 0.088 3.1% 0.042 1.5% 81% True False 7,805
10 2.832 2.699 0.133 4.7% 0.046 1.6% 87% True False 7,811
20 2.832 2.615 0.217 7.7% 0.042 1.5% 92% True False 7,654
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.045
2.618 2.963
1.618 2.913
1.000 2.882
0.618 2.863
HIGH 2.832
0.618 2.813
0.500 2.807
0.382 2.801
LOW 2.782
0.618 2.751
1.000 2.732
1.618 2.701
2.618 2.651
4.250 2.570
Fisher Pivots for day following 08-Sep-2020
Pivot 1 day 3 day
R1 2.812 2.812
PP 2.810 2.809
S1 2.807 2.806

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

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