NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 04-Sep-2020
Day Change Summary
Previous Current
03-Sep-2020 04-Sep-2020 Change Change % Previous Week
Open 2.784 2.794 0.010 0.4% 2.757
High 2.807 2.822 0.015 0.5% 2.822
Low 2.780 2.791 0.011 0.4% 2.723
Close 2.803 2.806 0.003 0.1% 2.806
Range 0.027 0.031 0.004 14.8% 0.099
ATR 0.044 0.043 -0.001 -2.1% 0.000
Volume 5,648 5,933 285 5.0% 38,937
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.899 2.884 2.823
R3 2.868 2.853 2.815
R2 2.837 2.837 2.812
R1 2.822 2.822 2.809 2.830
PP 2.806 2.806 2.806 2.810
S1 2.791 2.791 2.803 2.799
S2 2.775 2.775 2.800
S3 2.744 2.760 2.797
S4 2.713 2.729 2.789
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.081 3.042 2.860
R3 2.982 2.943 2.833
R2 2.883 2.883 2.824
R1 2.844 2.844 2.815 2.864
PP 2.784 2.784 2.784 2.793
S1 2.745 2.745 2.797 2.765
S2 2.685 2.685 2.788
S3 2.586 2.646 2.779
S4 2.487 2.547 2.752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.822 2.723 0.099 3.5% 0.045 1.6% 84% True False 7,787
10 2.822 2.699 0.123 4.4% 0.045 1.6% 87% True False 7,713
20 2.822 2.608 0.214 7.6% 0.042 1.5% 93% True False 7,645
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.954
2.618 2.903
1.618 2.872
1.000 2.853
0.618 2.841
HIGH 2.822
0.618 2.810
0.500 2.807
0.382 2.803
LOW 2.791
0.618 2.772
1.000 2.760
1.618 2.741
2.618 2.710
4.250 2.659
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 2.807 2.798
PP 2.806 2.791
S1 2.806 2.783

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

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