NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 2.798 2.793 -0.005 -0.2% 2.793
High 2.816 2.821 0.005 0.2% 2.832
Low 2.787 2.774 -0.013 -0.5% 2.782
Close 2.788 2.794 0.006 0.2% 2.788
Range 0.029 0.047 0.018 62.1% 0.050
ATR 0.041 0.042 0.000 1.0% 0.000
Volume 5,520 7,211 1,691 30.6% 25,251
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.937 2.913 2.820
R3 2.890 2.866 2.807
R2 2.843 2.843 2.803
R1 2.819 2.819 2.798 2.831
PP 2.796 2.796 2.796 2.803
S1 2.772 2.772 2.790 2.784
S2 2.749 2.749 2.785
S3 2.702 2.725 2.781
S4 2.655 2.678 2.768
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 2.774 0.058 2.1% 0.039 1.4% 34% False True 6,492
10 2.832 2.723 0.109 3.9% 0.042 1.5% 65% False False 7,139
20 2.832 2.669 0.163 5.8% 0.041 1.5% 77% False False 7,019
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.021
2.618 2.944
1.618 2.897
1.000 2.868
0.618 2.850
HIGH 2.821
0.618 2.803
0.500 2.798
0.382 2.792
LOW 2.774
0.618 2.745
1.000 2.727
1.618 2.698
2.618 2.651
4.250 2.574
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 2.798 2.799
PP 2.796 2.797
S1 2.795 2.796

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

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