NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 29-Sep-2020
Day Change Summary
Previous Current
28-Sep-2020 29-Sep-2020 Change Change % Previous Week
Open 2.771 2.791 0.020 0.7% 2.750
High 2.808 2.795 -0.013 -0.5% 2.811
Low 2.760 2.724 -0.036 -1.3% 2.714
Close 2.805 2.749 -0.056 -2.0% 2.777
Range 0.048 0.071 0.023 47.9% 0.097
ATR 0.045 0.048 0.003 5.7% 0.000
Volume 7,933 8,196 263 3.3% 52,938
Daily Pivots for day following 29-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.969 2.930 2.788
R3 2.898 2.859 2.769
R2 2.827 2.827 2.762
R1 2.788 2.788 2.756 2.772
PP 2.756 2.756 2.756 2.748
S1 2.717 2.717 2.742 2.701
S2 2.685 2.685 2.736
S3 2.614 2.646 2.729
S4 2.543 2.575 2.710
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% 0.055 2.0% 36% False False 10,220
10 2.814 2.714 0.100 3.6% 0.051 1.8% 35% False False 9,046
20 2.832 2.714 0.118 4.3% 0.045 1.6% 30% False False 8,080
40 2.832 2.561 0.271 9.9% 0.043 1.6% 69% False False 8,071
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.097
2.618 2.981
1.618 2.910
1.000 2.866
0.618 2.839
HIGH 2.795
0.618 2.768
0.500 2.760
0.382 2.751
LOW 2.724
0.618 2.680
1.000 2.653
1.618 2.609
2.618 2.538
4.250 2.422
Fisher Pivots for day following 29-Sep-2020
Pivot 1 day 3 day
R1 2.760 2.768
PP 2.756 2.761
S1 2.753 2.755

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

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