NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 2.793 2.787 -0.006 -0.2% 2.793
High 2.821 2.805 -0.016 -0.6% 2.832
Low 2.774 2.768 -0.006 -0.2% 2.782
Close 2.794 2.805 0.011 0.4% 2.788
Range 0.047 0.037 -0.010 -21.3% 0.050
ATR 0.042 0.041 0.000 -0.8% 0.000
Volume 7,211 6,737 -474 -6.6% 25,251
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.904 2.891 2.825
R3 2.867 2.854 2.815
R2 2.830 2.830 2.812
R1 2.817 2.817 2.808 2.824
PP 2.793 2.793 2.793 2.796
S1 2.780 2.780 2.802 2.787
S2 2.756 2.756 2.798
S3 2.719 2.743 2.795
S4 2.682 2.706 2.785
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 2.826 2.768 0.058 2.1% 0.036 1.3% 64% False True 6,425
10 2.832 2.744 0.088 3.1% 0.039 1.4% 69% False False 7,115
20 2.832 2.680 0.152 5.4% 0.042 1.5% 82% False False 7,134
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.962
2.618 2.902
1.618 2.865
1.000 2.842
0.618 2.828
HIGH 2.805
0.618 2.791
0.500 2.787
0.382 2.782
LOW 2.768
0.618 2.745
1.000 2.731
1.618 2.708
2.618 2.671
4.250 2.611
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 2.799 2.802
PP 2.793 2.798
S1 2.787 2.795

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

View Archives - Comment on this page... - Back to Index of Symbols