NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 09-Sep-2020
Day Change Summary
Previous Current
08-Sep-2020 09-Sep-2020 Change Change % Previous Week
Open 3.209 3.153 -0.056 -1.7% 3.122
High 3.229 3.207 -0.022 -0.7% 3.245
Low 3.147 3.134 -0.013 -0.4% 3.090
Close 3.187 3.201 0.014 0.4% 3.217
Range 0.082 0.073 -0.009 -11.0% 0.155
ATR 0.065 0.065 0.001 0.9% 0.000
Volume 22,494 26,456 3,962 17.6% 108,319
Daily Pivots for day following 09-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.400 3.373 3.241
R3 3.327 3.300 3.221
R2 3.254 3.254 3.214
R1 3.227 3.227 3.208 3.241
PP 3.181 3.181 3.181 3.187
S1 3.154 3.154 3.194 3.168
S2 3.108 3.108 3.188
S3 3.035 3.081 3.181
S4 2.962 3.008 3.161
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.649 3.588 3.302
R3 3.494 3.433 3.260
R2 3.339 3.339 3.245
R1 3.278 3.278 3.231 3.309
PP 3.184 3.184 3.184 3.199
S1 3.123 3.123 3.203 3.154
S2 3.029 3.029 3.189
S3 2.874 2.968 3.174
S4 2.719 2.813 3.132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.245 3.134 0.111 3.5% 0.070 2.2% 60% False True 22,630
10 3.245 3.017 0.228 7.1% 0.077 2.4% 81% False False 23,306
20 3.245 2.896 0.349 10.9% 0.063 2.0% 87% False False 19,086
40 3.245 2.660 0.585 18.3% 0.061 1.9% 92% False False 15,642
60 3.245 2.653 0.592 18.5% 0.056 1.7% 93% False False 14,000
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 0.023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.517
2.618 3.398
1.618 3.325
1.000 3.280
0.618 3.252
HIGH 3.207
0.618 3.179
0.500 3.171
0.382 3.162
LOW 3.134
0.618 3.089
1.000 3.061
1.618 3.016
2.618 2.943
4.250 2.824
Fisher Pivots for day following 09-Sep-2020
Pivot 1 day 3 day
R1 3.191 3.197
PP 3.181 3.193
S1 3.171 3.190

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

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