NYMEX Natural Gas Future March 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 3.133 3.081 -0.052 -1.7% 3.161
High 3.148 3.196 0.048 1.5% 3.190
Low 3.065 3.047 -0.018 -0.6% 3.017
Close 3.099 3.165 0.066 2.1% 3.116
Range 0.083 0.149 0.066 79.5% 0.173
ATR 0.071 0.076 0.006 7.9% 0.000
Volume 20,299 25,991 5,692 28.0% 108,658
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.583 3.523 3.247
R3 3.434 3.374 3.206
R2 3.285 3.285 3.192
R1 3.225 3.225 3.179 3.255
PP 3.136 3.136 3.136 3.151
S1 3.076 3.076 3.151 3.106
S2 2.987 2.987 3.138
S3 2.838 2.927 3.124
S4 2.689 2.778 3.083
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 3.196 3.017 0.179 5.7% 0.103 3.2% 83% True False 24,047
10 3.203 3.017 0.186 5.9% 0.082 2.6% 80% False False 22,066
20 3.245 3.017 0.228 7.2% 0.079 2.5% 65% False False 22,686
40 3.245 2.778 0.467 14.8% 0.069 2.2% 83% False False 19,057
60 3.245 2.660 0.585 18.5% 0.063 2.0% 86% False False 16,050
80 3.245 2.653 0.592 18.7% 0.058 1.8% 86% False False 14,859
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 0.019
Widest range in 85 trading days
Fibonacci Retracements and Extensions
4.250 3.829
2.618 3.586
1.618 3.437
1.000 3.345
0.618 3.288
HIGH 3.196
0.618 3.139
0.500 3.122
0.382 3.104
LOW 3.047
0.618 2.955
1.000 2.898
1.618 2.806
2.618 2.657
4.250 2.414
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 3.151 3.151
PP 3.136 3.136
S1 3.122 3.122

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

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