NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 2.730 2.750 0.020 0.7% 2.793
High 2.779 2.779 0.000 0.0% 2.821
Low 2.725 2.742 0.017 0.6% 2.725
Close 2.771 2.770 -0.001 0.0% 2.771
Range 0.054 0.037 -0.017 -31.5% 0.096
ATR 0.044 0.043 0.000 -1.1% 0.000
Volume 5,733 8,730 2,997 52.3% 35,347
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.875 2.859 2.790
R3 2.838 2.822 2.780
R2 2.801 2.801 2.777
R1 2.785 2.785 2.773 2.793
PP 2.764 2.764 2.764 2.768
S1 2.748 2.748 2.767 2.756
S2 2.727 2.727 2.763
S3 2.690 2.711 2.760
S4 2.653 2.674 2.750
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 2.814 2.725 0.089 3.2% 0.046 1.7% 51% False False 7,373
10 2.832 2.725 0.107 3.9% 0.042 1.5% 42% False False 6,932
20 2.832 2.699 0.133 4.8% 0.043 1.6% 53% False False 7,323
40 2.832 2.460 0.372 13.4% 0.042 1.5% 83% False False 7,438
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 2.936
2.618 2.876
1.618 2.839
1.000 2.816
0.618 2.802
HIGH 2.779
0.618 2.765
0.500 2.761
0.382 2.756
LOW 2.742
0.618 2.719
1.000 2.705
1.618 2.682
2.618 2.645
4.250 2.585
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 2.767 2.766
PP 2.764 2.761
S1 2.761 2.757

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

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