NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 14-Sep-2020

Day Change Summary
	Previous	Current
	11-Sep-2020	14-Sep-2020	Change	Change %	Previous Week
Open	2.826	2.829	0.003	0.1%	2.815
High	2.844	2.850	0.006	0.2%	2.856
Low	2.817	2.804	-0.013	-0.5%	2.808
Close	2.817	2.824	0.007	0.2%	2.817
Range	0.027	0.046	0.019	70.4%	0.048
ATR	0.039	0.040	0.000	1.2%	0.000
Volume	2,280	3,644	1,364	59.8%	13,720

Daily Pivots for day following 14-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.964	2.940	2.849
R3	2.918	2.894	2.837
R2	2.872	2.872	2.832
R1	2.848	2.848	2.828	2.837
PP	2.826	2.826	2.826	2.821
S1	2.802	2.802	2.820	2.791
S2	2.780	2.780	2.816
S3	2.734	2.756	2.811
S4	2.688	2.710	2.799

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.971	2.942	2.843
R3	2.923	2.894	2.830
R2	2.875	2.875	2.826
R1	2.846	2.846	2.821	2.861
PP	2.827	2.827	2.827	2.834
S1	2.798	2.798	2.813	2.813
S2	2.779	2.779	2.808
S3	2.731	2.750	2.804
S4	2.683	2.702	2.791

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.856	2.804	0.052	1.8%	0.037	1.3%	38%	False	True	3,472
10	2.856	2.750	0.106	3.8%	0.039	1.4%	70%	False	False	3,907

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.046
2.618	2.970
1.618	2.924
1.000	2.896
0.618	2.878
HIGH	2.850
0.618	2.832
0.500	2.827
0.382	2.822
LOW	2.804
0.618	2.776
1.000	2.758
1.618	2.730
2.618	2.684
4.250	2.609

Fisher Pivots for day following 14-Sep-2020
Pivot	1 day	3 day
R1	2.827	2.827
PP	2.826	2.826
S1	2.825	2.825

Download as Excel Spreadsheet

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

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