NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 2.820 2.798 -0.022 -0.8% 2.793
High 2.824 2.816 -0.008 -0.3% 2.832
Low 2.796 2.787 -0.009 -0.3% 2.782
Close 2.796 2.788 -0.008 -0.3% 2.788
Range 0.028 0.029 0.001 3.6% 0.050
ATR 0.042 0.041 -0.001 -2.2% 0.000
Volume 5,600 5,520 -80 -1.4% 25,251
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.884 2.865 2.804
R3 2.855 2.836 2.796
R2 2.826 2.826 2.793
R1 2.807 2.807 2.791 2.802
PP 2.797 2.797 2.797 2.795
S1 2.778 2.778 2.785 2.773
S2 2.768 2.768 2.783
S3 2.739 2.749 2.780
S4 2.710 2.720 2.772
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.951 2.919 2.816
R3 2.901 2.869 2.802
R2 2.851 2.851 2.797
R1 2.819 2.819 2.793 2.810
PP 2.801 2.801 2.801 2.796
S1 2.769 2.769 2.783 2.760
S2 2.751 2.751 2.779
S3 2.701 2.719 2.774
S4 2.651 2.669 2.761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.832 2.782 0.050 1.8% 0.036 1.3% 12% False False 6,236
10 2.832 2.723 0.109 3.9% 0.042 1.5% 60% False False 6,930
20 2.832 2.657 0.175 6.3% 0.042 1.5% 75% False False 7,574
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.939
2.618 2.892
1.618 2.863
1.000 2.845
0.618 2.834
HIGH 2.816
0.618 2.805
0.500 2.802
0.382 2.798
LOW 2.787
0.618 2.769
1.000 2.758
1.618 2.740
2.618 2.711
4.250 2.664
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 2.802 2.806
PP 2.797 2.800
S1 2.793 2.794

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

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