NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 24-Sep-2020
Day Change Summary
Previous Current
23-Sep-2020 24-Sep-2020 Change Change % Previous Week
Open 3.244 3.360 0.116 3.6% 3.305
High 3.388 3.466 0.078 2.3% 3.351
Low 3.205 3.347 0.142 4.4% 3.156
Close 3.348 3.451 0.103 3.1% 3.285
Range 0.183 0.119 -0.064 -35.0% 0.195
ATR 0.090 0.092 0.002 2.3% 0.000
Volume 49,304 45,422 -3,882 -7.9% 174,145
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.778 3.734 3.516
R3 3.659 3.615 3.484
R2 3.540 3.540 3.473
R1 3.496 3.496 3.462 3.518
PP 3.421 3.421 3.421 3.433
S1 3.377 3.377 3.440 3.399
S2 3.302 3.302 3.429
S3 3.183 3.258 3.418
S4 3.064 3.139 3.386
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.849 3.762 3.392
R3 3.654 3.567 3.339
R2 3.459 3.459 3.321
R1 3.372 3.372 3.303 3.318
PP 3.264 3.264 3.264 3.237
S1 3.177 3.177 3.267 3.123
S2 3.069 3.069 3.249
S3 2.874 2.982 3.231
S4 2.679 2.787 3.178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.466 3.175 0.291 8.4% 0.127 3.7% 95% True False 41,983
10 3.466 3.156 0.310 9.0% 0.101 2.9% 95% True False 38,063
20 3.466 3.156 0.310 9.0% 0.095 2.7% 95% True False 38,855
40 3.466 2.905 0.561 16.3% 0.083 2.4% 97% True False 32,371
60 3.466 2.785 0.681 19.7% 0.074 2.1% 98% True False 28,878
80 3.466 2.778 0.688 19.9% 0.068 2.0% 98% True False 26,311
100 3.466 2.778 0.688 19.9% 0.067 1.9% 98% True False 24,716
120 3.466 2.778 0.688 19.9% 0.067 1.9% 98% True False 23,470
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.972
2.618 3.778
1.618 3.659
1.000 3.585
0.618 3.540
HIGH 3.466
0.618 3.421
0.500 3.407
0.382 3.392
LOW 3.347
0.618 3.273
1.000 3.228
1.618 3.154
2.618 3.035
4.250 2.841
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 3.436 3.413
PP 3.421 3.374
S1 3.407 3.336

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

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