NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 2.757 2.780 0.023 0.8% 2.750
High 2.787 2.788 0.001 0.0% 2.774
Low 2.723 2.754 0.031 1.1% 2.699
Close 2.771 2.776 0.005 0.2% 2.761
Range 0.064 0.034 -0.030 -46.9% 0.075
ATR 0.044 0.044 -0.001 -1.7% 0.000
Volume 6,983 6,556 -427 -6.1% 38,195
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.875 2.859 2.795
R3 2.841 2.825 2.785
R2 2.807 2.807 2.782
R1 2.791 2.791 2.779 2.782
PP 2.773 2.773 2.773 2.768
S1 2.757 2.757 2.773 2.748
S2 2.739 2.739 2.770
S3 2.705 2.723 2.767
S4 2.671 2.689 2.757
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 2.970 2.940 2.802
R3 2.895 2.865 2.782
R2 2.820 2.820 2.775
R1 2.790 2.790 2.768 2.805
PP 2.745 2.745 2.745 2.752
S1 2.715 2.715 2.754 2.730
S2 2.670 2.670 2.747
S3 2.595 2.640 2.740
S4 2.520 2.565 2.720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.788 2.699 0.089 3.2% 0.052 1.9% 87% True False 8,041
10 2.788 2.698 0.090 3.2% 0.042 1.5% 87% True False 6,891
20 2.788 2.590 0.198 7.1% 0.041 1.5% 94% True False 7,724
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.933
2.618 2.877
1.618 2.843
1.000 2.822
0.618 2.809
HIGH 2.788
0.618 2.775
0.500 2.771
0.382 2.767
LOW 2.754
0.618 2.733
1.000 2.720
1.618 2.699
2.618 2.665
4.250 2.610
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 2.774 2.769
PP 2.773 2.762
S1 2.771 2.756

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

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