NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 09-Sep-2020

Day Change Summary
	Previous	Current
	08-Sep-2020	09-Sep-2020	Change	Change %	Previous Week
Open	2.815	2.829	0.014	0.5%	2.775
High	2.856	2.851	-0.005	-0.2%	2.846
Low	2.808	2.812	0.004	0.1%	2.750
Close	2.839	2.844	0.005	0.2%	2.830
Range	0.048	0.039	-0.009	-18.8%	0.096
ATR
Volume	4,355	4,385	30	0.7%	21,710

Daily Pivots for day following 09-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.953	2.937	2.865
R3	2.914	2.898	2.855
R2	2.875	2.875	2.851
R1	2.859	2.859	2.848	2.867
PP	2.836	2.836	2.836	2.840
S1	2.820	2.820	2.840	2.828
S2	2.797	2.797	2.837
S3	2.758	2.781	2.833
S4	2.719	2.742	2.823

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%	0.041	1.4%	86%	False	False	4,614
10	2.856	2.728	0.128	4.5%	0.045	1.6%	91%	False	False	4,303

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.017
2.618	2.953
1.618	2.914
1.000	2.890
0.618	2.875
HIGH	2.851
0.618	2.836
0.500	2.832
0.382	2.827
LOW	2.812
0.618	2.788
1.000	2.773
1.618	2.749
2.618	2.710
4.250	2.646

Fisher Pivots for day following 09-Sep-2020
Pivot	1 day	3 day
R1	2.840	2.840
PP	2.836	2.836
S1	2.832	2.832

Download as Excel Spreadsheet

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

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