NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 3.050 3.079 0.029 1.0% 3.161
High 3.126 3.166 0.040 1.3% 3.190
Low 3.025 3.077 0.052 1.7% 3.017
Close 3.116 3.138 0.022 0.7% 3.116
Range 0.101 0.089 -0.012 -11.9% 0.173
ATR 0.068 0.070 0.001 2.2% 0.000
Volume 21,055 22,612 1,557 7.4% 108,658
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.394 3.355 3.187
R3 3.305 3.266 3.162
R2 3.216 3.216 3.154
R1 3.177 3.177 3.146 3.197
PP 3.127 3.127 3.127 3.137
S1 3.088 3.088 3.130 3.108
S2 3.038 3.038 3.122
S3 2.949 2.999 3.114
S4 2.860 2.910 3.089
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.627 3.544 3.211
R3 3.454 3.371 3.164
R2 3.281 3.281 3.148
R1 3.198 3.198 3.132 3.153
PP 3.108 3.108 3.108 3.085
S1 3.025 3.025 3.100 2.980
S2 2.935 2.935 3.084
S3 2.762 2.852 3.068
S4 2.589 2.679 3.021
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.166 3.017 0.149 4.7% 0.079 2.5% 81% True False 21,574
10 3.229 3.017 0.212 6.8% 0.074 2.4% 57% False False 22,332
20 3.245 3.017 0.228 7.3% 0.071 2.3% 53% False False 21,835
40 3.245 2.739 0.506 16.1% 0.066 2.1% 79% False False 18,364
60 3.245 2.660 0.585 18.6% 0.060 1.9% 82% False False 15,643
80 3.245 2.653 0.592 18.9% 0.056 1.8% 82% False False 14,526
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 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.544
2.618 3.399
1.618 3.310
1.000 3.255
0.618 3.221
HIGH 3.166
0.618 3.132
0.500 3.122
0.382 3.111
LOW 3.077
0.618 3.022
1.000 2.988
1.618 2.933
2.618 2.844
4.250 2.699
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 3.133 3.123
PP 3.127 3.107
S1 3.122 3.092

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

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