NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 10-Sep-2020
Day Change Summary
Previous Current
09-Sep-2020 10-Sep-2020 Change Change % Previous Week
Open 2.794 2.820 0.026 0.9% 2.757
High 2.826 2.824 -0.002 -0.1% 2.822
Low 2.786 2.796 0.010 0.4% 2.723
Close 2.820 2.796 -0.024 -0.9% 2.806
Range 0.040 0.028 -0.012 -30.0% 0.099
ATR 0.043 0.042 -0.001 -2.5% 0.000
Volume 7,059 5,600 -1,459 -20.7% 38,937
Daily Pivots for day following 10-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.889 2.871 2.811
R3 2.861 2.843 2.804
R2 2.833 2.833 2.801
R1 2.815 2.815 2.799 2.810
PP 2.805 2.805 2.805 2.803
S1 2.787 2.787 2.793 2.782
S2 2.777 2.777 2.791
S3 2.749 2.759 2.788
S4 2.721 2.731 2.781
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 2.832 2.780 0.052 1.9% 0.035 1.3% 31% False False 6,262
10 2.832 2.699 0.133 4.8% 0.045 1.6% 73% False False 7,869
20 2.832 2.629 0.203 7.3% 0.042 1.5% 82% False False 7,702
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.943
2.618 2.897
1.618 2.869
1.000 2.852
0.618 2.841
HIGH 2.824
0.618 2.813
0.500 2.810
0.382 2.807
LOW 2.796
0.618 2.779
1.000 2.768
1.618 2.751
2.618 2.723
4.250 2.677
Fisher Pivots for day following 10-Sep-2020
Pivot 1 day 3 day
R1 2.810 2.807
PP 2.805 2.803
S1 2.801 2.800

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

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