NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 30-Sep-2020
Day Change Summary
Previous Current
29-Sep-2020 30-Sep-2020 Change Change % Previous Week
Open 2.791 2.735 -0.056 -2.0% 2.750
High 2.795 2.764 -0.031 -1.1% 2.811
Low 2.724 2.712 -0.012 -0.4% 2.714
Close 2.749 2.748 -0.001 0.0% 2.777
Range 0.071 0.052 -0.019 -26.8% 0.097
ATR 0.048 0.048 0.000 0.7% 0.000
Volume 8,196 5,929 -2,267 -27.7% 52,938
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.897 2.875 2.777
R3 2.845 2.823 2.762
R2 2.793 2.793 2.758
R1 2.771 2.771 2.753 2.782
PP 2.741 2.741 2.741 2.747
S1 2.719 2.719 2.743 2.730
S2 2.689 2.689 2.738
S3 2.637 2.667 2.734
S4 2.585 2.615 2.719
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 2.712 0.099 3.6% 0.051 1.9% 36% False True 8,630
10 2.811 2.712 0.099 3.6% 0.052 1.9% 36% False True 9,165
20 2.832 2.712 0.120 4.4% 0.046 1.7% 30% False True 8,049
40 2.832 2.590 0.242 8.8% 0.043 1.6% 65% False False 7,886
Crabel Price Patterns
NR True
NR4 False
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 0.010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.985
2.618 2.900
1.618 2.848
1.000 2.816
0.618 2.796
HIGH 2.764
0.618 2.744
0.500 2.738
0.382 2.732
LOW 2.712
0.618 2.680
1.000 2.660
1.618 2.628
2.618 2.576
4.250 2.491
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 2.745 2.760
PP 2.741 2.756
S1 2.738 2.752

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

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