NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 2.761 2.729 -0.032 -1.2% 2.793
High 2.766 2.787 0.021 0.8% 2.821
Low 2.728 2.714 -0.014 -0.5% 2.725
Close 2.750 2.783 0.033 1.2% 2.771
Range 0.038 0.073 0.035 92.1% 0.096
ATR 0.043 0.045 0.002 5.0% 0.000
Volume 9,237 13,875 4,638 50.2% 35,347
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.980 2.955 2.823
R3 2.907 2.882 2.803
R2 2.834 2.834 2.796
R1 2.809 2.809 2.790 2.822
PP 2.761 2.761 2.761 2.768
S1 2.736 2.736 2.776 2.749
S2 2.688 2.688 2.770
S3 2.615 2.663 2.763
S4 2.542 2.590 2.743
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 2.789 2.714 0.075 2.7% 0.053 1.9% 92% False True 9,699
10 2.824 2.714 0.110 4.0% 0.045 1.6% 63% False True 7,830
20 2.832 2.699 0.133 4.8% 0.046 1.7% 63% False False 7,902
40 2.832 2.520 0.312 11.2% 0.043 1.5% 84% False False 7,775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 43 trading days
Fibonacci Retracements and Extensions
4.250 3.097
2.618 2.978
1.618 2.905
1.000 2.860
0.618 2.832
HIGH 2.787
0.618 2.759
0.500 2.751
0.382 2.742
LOW 2.714
0.618 2.669
1.000 2.641
1.618 2.596
2.618 2.523
4.250 2.404
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 2.772 2.772
PP 2.761 2.761
S1 2.751 2.751

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

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