NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 22-Sep-2020

Day Change Summary
	Previous	Current
	21-Sep-2020	22-Sep-2020	Change	Change %	Previous Week
Open	2.750	2.761	0.011	0.4%	2.793
High	2.779	2.766	-0.013	-0.5%	2.821
Low	2.742	2.728	-0.014	-0.5%	2.725
Close	2.770	2.750	-0.020	-0.7%	2.771
Range	0.037	0.038	0.001	2.7%	0.096
ATR	0.043	0.043	0.000	-0.2%	0.000
Volume	8,730	9,237	507	5.8%	35,347

Daily Pivots for day following 22-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.862	2.844	2.771
R3	2.824	2.806	2.760
R2	2.786	2.786	2.757
R1	2.768	2.768	2.753	2.758
PP	2.748	2.748	2.748	2.743
S1	2.730	2.730	2.747	2.720
S2	2.710	2.710	2.743
S3	2.672	2.692	2.740
S4	2.634	2.654	2.729

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%	28%	False	False	7,873
10	2.826	2.725	0.101	3.7%	0.041	1.5%	25%	False	False	7,149
20	2.832	2.699	0.133	4.8%	0.044	1.6%	38%	False	False	7,480
40	2.832	2.486	0.346	12.6%	0.042	1.5%	76%	False	False	7,566

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.928
2.618	2.865
1.618	2.827
1.000	2.804
0.618	2.789
HIGH	2.766
0.618	2.751
0.500	2.747
0.382	2.743
LOW	2.728
0.618	2.705
1.000	2.690
1.618	2.667
2.618	2.629
4.250	2.567

Fisher Pivots for day following 22-Sep-2020
Pivot	1 day	3 day
R1	2.749	2.752
PP	2.748	2.751
S1	2.747	2.751

Download as Excel Spreadsheet

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

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