NYMEX Natural Gas Future February 2021


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 3.272 3.201 -0.071 -2.2% 3.269
High 3.284 3.340 0.056 1.7% 3.311
Low 3.186 3.168 -0.018 -0.6% 3.123
Close 3.223 3.303 0.080 2.5% 3.242
Range 0.098 0.172 0.074 75.5% 0.188
ATR 0.079 0.086 0.007 8.4% 0.000
Volume 9,492 21,769 12,277 129.3% 56,241
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.786 3.717 3.398
R3 3.614 3.545 3.350
R2 3.442 3.442 3.335
R1 3.373 3.373 3.319 3.408
PP 3.270 3.270 3.270 3.288
S1 3.201 3.201 3.287 3.236
S2 3.098 3.098 3.271
S3 2.926 3.029 3.256
S4 2.754 2.857 3.208
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.789 3.704 3.345
R3 3.601 3.516 3.294
R2 3.413 3.413 3.276
R1 3.328 3.328 3.259 3.277
PP 3.225 3.225 3.225 3.200
S1 3.140 3.140 3.225 3.089
S2 3.037 3.037 3.208
S3 2.849 2.952 3.190
S4 2.661 2.764 3.139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.340 3.123 0.217 6.6% 0.116 3.5% 83% True False 14,464
10 3.340 3.123 0.217 6.6% 0.091 2.8% 83% True False 12,527
20 3.389 3.123 0.266 8.1% 0.089 2.7% 68% False False 13,682
40 3.389 2.874 0.515 15.6% 0.077 2.3% 83% False False 11,384
60 3.389 2.756 0.633 19.2% 0.069 2.1% 86% False False 9,482
80 3.389 2.750 0.639 19.3% 0.063 1.9% 87% False False 8,465
100 3.389 2.750 0.639 19.3% 0.063 1.9% 87% False False 7,664
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 0.023
Widest range in 104 trading days
Fibonacci Retracements and Extensions
4.250 4.071
2.618 3.790
1.618 3.618
1.000 3.512
0.618 3.446
HIGH 3.340
0.618 3.274
0.500 3.254
0.382 3.234
LOW 3.168
0.618 3.062
1.000 2.996
1.618 2.890
2.618 2.718
4.250 2.437
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 3.287 3.287
PP 3.270 3.270
S1 3.254 3.254

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

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