NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 18-Sep-2020
Day Change Summary
Previous Current
17-Sep-2020 18-Sep-2020 Change Change % Previous Week
Open 2.773 2.730 -0.043 -1.6% 2.793
High 2.789 2.779 -0.010 -0.4% 2.821
Low 2.726 2.725 -0.001 0.0% 2.725
Close 2.758 2.771 0.013 0.5% 2.771
Range 0.063 0.054 -0.009 -14.3% 0.096
ATR 0.043 0.044 0.001 1.9% 0.000
Volume 10,921 5,733 -5,188 -47.5% 35,347
Daily Pivots for day following 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.920 2.900 2.801
R3 2.866 2.846 2.786
R2 2.812 2.812 2.781
R1 2.792 2.792 2.776 2.802
PP 2.758 2.758 2.758 2.764
S1 2.738 2.738 2.766 2.748
S2 2.704 2.704 2.761
S3 2.650 2.684 2.756
S4 2.596 2.630 2.741
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.060 3.012 2.824
R3 2.964 2.916 2.797
R2 2.868 2.868 2.789
R1 2.820 2.820 2.780 2.796
PP 2.772 2.772 2.772 2.761
S1 2.724 2.724 2.762 2.700
S2 2.676 2.676 2.753
S3 2.580 2.628 2.745
S4 2.484 2.532 2.718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.821 2.725 0.096 3.5% 0.048 1.7% 48% False True 7,069
10 2.832 2.725 0.107 3.9% 0.042 1.5% 43% False True 6,653
20 2.832 2.698 0.134 4.8% 0.044 1.6% 54% False False 7,219
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 3.009
2.618 2.920
1.618 2.866
1.000 2.833
0.618 2.812
HIGH 2.779
0.618 2.758
0.500 2.752
0.382 2.746
LOW 2.725
0.618 2.692
1.000 2.671
1.618 2.638
2.618 2.584
4.250 2.496
Fisher Pivots for day following 18-Sep-2020
Pivot 1 day 3 day
R1 2.765 2.771
PP 2.758 2.770
S1 2.752 2.770

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

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