NYMEX Natural Gas Future December 2020


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 3.195 3.159 -0.036 -1.1% 3.281
High 3.232 3.172 -0.060 -1.9% 3.293
Low 3.138 3.118 -0.020 -0.6% 3.148
Close 3.160 3.158 -0.002 -0.1% 3.165
Range 0.094 0.054 -0.040 -42.6% 0.145
ATR 0.080 0.079 -0.002 -2.3% 0.000
Volume 47,687 30,760 -16,927 -35.5% 168,972
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.311 3.289 3.188
R3 3.257 3.235 3.173
R2 3.203 3.203 3.168
R1 3.181 3.181 3.163 3.165
PP 3.149 3.149 3.149 3.142
S1 3.127 3.127 3.153 3.111
S2 3.095 3.095 3.148
S3 3.041 3.073 3.143
S4 2.987 3.019 3.128
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.637 3.546 3.245
R3 3.492 3.401 3.205
R2 3.347 3.347 3.192
R1 3.256 3.256 3.178 3.229
PP 3.202 3.202 3.202 3.189
S1 3.111 3.111 3.152 3.084
S2 3.057 3.057 3.138
S3 2.912 2.966 3.125
S4 2.767 2.821 3.085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.250 3.118 0.132 4.2% 0.069 2.2% 30% False True 40,428
10 3.329 3.118 0.211 6.7% 0.078 2.5% 19% False True 47,609
20 3.329 3.064 0.265 8.4% 0.081 2.5% 35% False False 37,840
40 3.329 2.665 0.664 21.0% 0.079 2.5% 74% False False 30,581
60 3.329 2.637 0.692 21.9% 0.071 2.2% 75% False False 26,317
80 3.329 2.637 0.692 21.9% 0.066 2.1% 75% False False 23,136
100 3.329 2.637 0.692 21.9% 0.066 2.1% 75% False False 20,630
120 3.329 2.546 0.783 24.8% 0.066 2.1% 78% False False 18,823
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3.402
2.618 3.313
1.618 3.259
1.000 3.226
0.618 3.205
HIGH 3.172
0.618 3.151
0.500 3.145
0.382 3.139
LOW 3.118
0.618 3.085
1.000 3.064
1.618 3.031
2.618 2.977
4.250 2.889
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 3.154 3.175
PP 3.149 3.169
S1 3.145 3.164

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

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