NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 3.280 3.277 -0.003 -0.1% 3.375
High 3.295 3.310 0.015 0.5% 3.406
Low 3.244 3.234 -0.010 -0.3% 3.272
Close 3.282 3.249 -0.033 -1.0% 3.290
Range 0.051 0.076 0.025 49.0% 0.134
ATR 0.074 0.074 0.000 0.2% 0.000
Volume 22,337 29,056 6,719 30.1% 151,592
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.492 3.447 3.291
R3 3.416 3.371 3.270
R2 3.340 3.340 3.263
R1 3.295 3.295 3.256 3.280
PP 3.264 3.264 3.264 3.257
S1 3.219 3.219 3.242 3.204
S2 3.188 3.188 3.235
S3 3.112 3.143 3.228
S4 3.036 3.067 3.207
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.725 3.641 3.364
R3 3.591 3.507 3.327
R2 3.457 3.457 3.315
R1 3.373 3.373 3.302 3.348
PP 3.323 3.323 3.323 3.310
S1 3.239 3.239 3.278 3.214
S2 3.189 3.189 3.265
S3 3.055 3.105 3.253
S4 2.921 2.971 3.216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.362 3.234 0.128 3.9% 0.067 2.1% 12% False True 30,882
10 3.433 3.234 0.199 6.1% 0.075 2.3% 8% False True 35,385
20 3.433 3.180 0.253 7.8% 0.075 2.3% 27% False False 32,491
40 3.433 2.797 0.636 19.6% 0.074 2.3% 71% False False 28,623
60 3.433 2.778 0.655 20.2% 0.067 2.1% 72% False False 26,941
80 3.433 2.778 0.655 20.2% 0.063 1.9% 72% False False 24,316
100 3.433 2.778 0.655 20.2% 0.063 1.9% 72% False False 22,983
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.633
2.618 3.509
1.618 3.433
1.000 3.386
0.618 3.357
HIGH 3.310
0.618 3.281
0.500 3.272
0.382 3.263
LOW 3.234
0.618 3.187
1.000 3.158
1.618 3.111
2.618 3.035
4.250 2.911
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 3.272 3.293
PP 3.264 3.278
S1 3.257 3.264

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

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