NYMEX Natural Gas Future March 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	3.126	3.125	-0.001	0.0%	3.209
High	3.142	3.152	0.010	0.3%	3.229
Low	3.095	3.086	-0.009	-0.3%	3.122
Close	3.133	3.097	-0.036	-1.1%	3.138
Range	0.047	0.066	0.019	40.4%	0.107
ATR	0.064	0.064	0.000	0.3%	0.000
Volume	18,238	15,688	-2,550	-14.0%	92,052

Daily Pivots for day following 16-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.310	3.269	3.133
R3	3.244	3.203	3.115
R2	3.178	3.178	3.109
R1	3.137	3.137	3.103	3.125
PP	3.112	3.112	3.112	3.105
S1	3.071	3.071	3.091	3.059
S2	3.046	3.046	3.085
S3	2.980	3.005	3.079
S4	2.914	2.939	3.061

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.484	3.418	3.197
R3	3.377	3.311	3.167
R2	3.270	3.270	3.158
R1	3.204	3.204	3.148	3.184
PP	3.163	3.163	3.163	3.153
S1	3.097	3.097	3.128	3.077
S2	3.056	3.056	3.118
S3	2.949	2.990	3.109
S4	2.842	2.883	3.079

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.203	3.086	0.117	3.8%	0.060	2.0%	9%	False	True	20,085
10	3.245	3.086	0.159	5.1%	0.065	2.1%	7%	False	True	21,357
20	3.245	3.014	0.231	7.5%	0.064	2.1%	36%	False	False	20,102
40	3.245	2.674	0.571	18.4%	0.063	2.0%	74%	False	False	17,124
60	3.245	2.653	0.592	19.1%	0.057	1.9%	75%	False	False	15,087

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	0.021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.433
2.618	3.325
1.618	3.259
1.000	3.218
0.618	3.193
HIGH	3.152
0.618	3.127
0.500	3.119
0.382	3.111
LOW	3.086
0.618	3.045
1.000	3.020
1.618	2.979
2.618	2.913
4.250	2.806

Fisher Pivots for day following 16-Sep-2020
Pivot	1 day	3 day
R1	3.119	3.138
PP	3.112	3.124
S1	3.104	3.111

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols