NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 28-Sep-2020
Day Change Summary
Previous Current
25-Sep-2020 28-Sep-2020 Change Change % Previous Week
Open 3.427 3.365 -0.062 -1.8% 3.247
High 3.479 3.408 -0.071 -2.0% 3.479
Low 3.380 3.335 -0.045 -1.3% 3.205
Close 3.398 3.399 0.001 0.0% 3.398
Range 0.099 0.073 -0.026 -26.3% 0.274
ATR 0.093 0.091 -0.001 -1.5% 0.000
Volume 59,071 32,700 -26,371 -44.6% 233,641
Daily Pivots for day following 28-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.600 3.572 3.439
R3 3.527 3.499 3.419
R2 3.454 3.454 3.412
R1 3.426 3.426 3.406 3.440
PP 3.381 3.381 3.381 3.388
S1 3.353 3.353 3.392 3.367
S2 3.308 3.308 3.386
S3 3.235 3.280 3.379
S4 3.162 3.207 3.359
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 4.183 4.064 3.549
R3 3.909 3.790 3.473
R2 3.635 3.635 3.448
R1 3.516 3.516 3.423 3.576
PP 3.361 3.361 3.361 3.390
S1 3.242 3.242 3.373 3.302
S2 3.087 3.087 3.348
S3 2.813 2.968 3.323
S4 2.539 2.694 3.247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.479 3.205 0.274 8.1% 0.116 3.4% 71% False False 44,359
10 3.479 3.156 0.323 9.5% 0.104 3.0% 75% False False 40,480
20 3.479 3.156 0.323 9.5% 0.093 2.7% 75% False False 39,327
40 3.479 2.933 0.546 16.1% 0.083 2.5% 85% False False 33,483
60 3.479 2.785 0.694 20.4% 0.075 2.2% 88% False False 29,538
80 3.479 2.778 0.701 20.6% 0.069 2.0% 89% False False 27,110
100 3.479 2.778 0.701 20.6% 0.067 2.0% 89% False False 25,152
120 3.479 2.778 0.701 20.6% 0.067 2.0% 89% False False 23,865
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 True
Bull Hook False
Stretch 0.023
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.718
2.618 3.599
1.618 3.526
1.000 3.481
0.618 3.453
HIGH 3.408
0.618 3.380
0.500 3.372
0.382 3.363
LOW 3.335
0.618 3.290
1.000 3.262
1.618 3.217
2.618 3.144
4.250 3.025
Fisher Pivots for day following 28-Sep-2020
Pivot 1 day 3 day
R1 3.390 3.407
PP 3.381 3.404
S1 3.372 3.402

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

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