NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 25-Sep-2020
Day Change Summary
Previous Current
24-Sep-2020 25-Sep-2020 Change Change % Previous Week
Open 2.780 2.806 0.026 0.9% 2.750
High 2.811 2.811 0.000 0.0% 2.811
Low 2.770 2.768 -0.002 -0.1% 2.714
Close 2.810 2.777 -0.033 -1.2% 2.777
Range 0.041 0.043 0.002 4.9% 0.097
ATR 0.045 0.045 0.000 -0.3% 0.000
Volume 12,278 8,818 -3,460 -28.2% 52,938
Daily Pivots for day following 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.914 2.889 2.801
R3 2.871 2.846 2.789
R2 2.828 2.828 2.785
R1 2.803 2.803 2.781 2.794
PP 2.785 2.785 2.785 2.781
S1 2.760 2.760 2.773 2.751
S2 2.742 2.742 2.769
S3 2.699 2.717 2.765
S4 2.656 2.674 2.753
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.058 3.015 2.830
R3 2.961 2.918 2.804
R2 2.864 2.864 2.795
R1 2.821 2.821 2.786 2.843
PP 2.767 2.767 2.767 2.778
S1 2.724 2.724 2.768 2.746
S2 2.670 2.670 2.759
S3 2.573 2.627 2.750
S4 2.476 2.530 2.724
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.811 2.714 0.097 3.5% 0.046 1.7% 65% True False 10,587
10 2.821 2.714 0.107 3.9% 0.047 1.7% 59% False False 8,828
20 2.832 2.714 0.118 4.2% 0.044 1.6% 53% False False 7,879
40 2.832 2.520 0.312 11.2% 0.043 1.5% 82% False False 8,051
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 0.012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.994
2.618 2.924
1.618 2.881
1.000 2.854
0.618 2.838
HIGH 2.811
0.618 2.795
0.500 2.790
0.382 2.784
LOW 2.768
0.618 2.741
1.000 2.725
1.618 2.698
2.618 2.655
4.250 2.585
Fisher Pivots for day following 25-Sep-2020
Pivot 1 day 3 day
R1 2.790 2.772
PP 2.785 2.767
S1 2.781 2.763

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

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