NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 08-Sep-2020

Day Change Summary
	Previous	Current
	04-Sep-2020	08-Sep-2020	Change	Change %	Previous Week
Open	2.826	2.815	-0.011	-0.4%	2.775
High	2.846	2.856	0.010	0.4%	2.846
Low	2.816	2.808	-0.008	-0.3%	2.750
Close	2.830	2.839	0.009	0.3%	2.830
Range	0.030	0.048	0.018	60.0%	0.096
ATR
Volume	3,298	4,355	1,057	32.0%	21,710

Daily Pivots for day following 08-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.978	2.957	2.865
R3	2.930	2.909	2.852
R2	2.882	2.882	2.848
R1	2.861	2.861	2.843	2.872
PP	2.834	2.834	2.834	2.840
S1	2.813	2.813	2.835	2.824
S2	2.786	2.786	2.830
S3	2.738	2.765	2.826
S4	2.690	2.717	2.813

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.097	3.059	2.883
R3	3.001	2.963	2.856
R2	2.905	2.905	2.848
R1	2.867	2.867	2.839	2.886
PP	2.809	2.809	2.809	2.818
S1	2.771	2.771	2.821	2.790
S2	2.713	2.713	2.812
S3	2.617	2.675	2.804
S4	2.521	2.579	2.777

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.856	2.773	0.083	2.9%	0.040	1.4%	80%	True	False	4,372
10	2.856	2.728	0.128	4.5%	0.043	1.5%	87%	True	False	4,172

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	3.060
2.618	2.982
1.618	2.934
1.000	2.904
0.618	2.886
HIGH	2.856
0.618	2.838
0.500	2.832
0.382	2.826
LOW	2.808
0.618	2.778
1.000	2.760
1.618	2.730
2.618	2.682
4.250	2.604

Fisher Pivots for day following 08-Sep-2020
Pivot	1 day	3 day
R1	2.837	2.836
PP	2.834	2.833
S1	2.832	2.830

Download as Excel Spreadsheet

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

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