NYMEX Natural Gas Future December 2020


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 3.194 3.106 -0.088 -2.8% 3.195
High 3.204 3.273 0.069 2.2% 3.232
Low 3.091 3.074 -0.017 -0.5% 3.023
Close 3.134 3.229 0.095 3.0% 3.154
Range 0.113 0.199 0.086 76.1% 0.209
ATR 0.089 0.097 0.008 8.9% 0.000
Volume 49,861 79,460 29,599 59.4% 245,815
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.789 3.708 3.338
R3 3.590 3.509 3.284
R2 3.391 3.391 3.265
R1 3.310 3.310 3.247 3.351
PP 3.192 3.192 3.192 3.212
S1 3.111 3.111 3.211 3.152
S2 2.993 2.993 3.193
S3 2.794 2.912 3.174
S4 2.595 2.713 3.120
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.763 3.668 3.269
R3 3.554 3.459 3.211
R2 3.345 3.345 3.192
R1 3.250 3.250 3.173 3.193
PP 3.136 3.136 3.136 3.108
S1 3.041 3.041 3.135 2.984
S2 2.927 2.927 3.116
S3 2.718 2.832 3.097
S4 2.509 2.623 3.039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.273 3.023 0.250 7.7% 0.134 4.2% 82% True False 65,921
10 3.273 3.023 0.250 7.7% 0.102 3.2% 82% True False 52,185
20 3.329 3.023 0.306 9.5% 0.099 3.1% 67% False False 49,858
40 3.329 2.781 0.548 17.0% 0.088 2.7% 82% False False 37,604
60 3.329 2.657 0.672 20.8% 0.078 2.4% 85% False False 30,844
80 3.329 2.637 0.692 21.4% 0.071 2.2% 86% False False 26,789
100 3.329 2.637 0.692 21.4% 0.070 2.2% 86% False False 23,810
120 3.329 2.621 0.708 21.9% 0.070 2.2% 86% False False 21,515
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 138 trading days
Fibonacci Retracements and Extensions
4.250 4.119
2.618 3.794
1.618 3.595
1.000 3.472
0.618 3.396
HIGH 3.273
0.618 3.197
0.500 3.174
0.382 3.150
LOW 3.074
0.618 2.951
1.000 2.875
1.618 2.752
2.618 2.553
4.250 2.228
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 3.211 3.211
PP 3.192 3.192
S1 3.174 3.174

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

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