NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 2.829 2.815 -0.014 -0.5% 2.815
High 2.850 2.834 -0.016 -0.6% 2.856
Low 2.804 2.798 -0.006 -0.2% 2.808
Close 2.824 2.834 0.010 0.4% 2.817
Range 0.046 0.036 -0.010 -21.7% 0.048
ATR 0.040 0.040 0.000 -0.7% 0.000
Volume 3,644 1,946 -1,698 -46.6% 13,720
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.930 2.918 2.854
R3 2.894 2.882 2.844
R2 2.858 2.858 2.841
R1 2.846 2.846 2.837 2.852
PP 2.822 2.822 2.822 2.825
S1 2.810 2.810 2.831 2.816
S2 2.786 2.786 2.827
S3 2.750 2.774 2.824
S4 2.714 2.738 2.814
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 2.851 2.798 0.053 1.9% 0.034 1.2% 68% False True 2,991
10 2.856 2.773 0.083 2.9% 0.037 1.3% 73% False False 3,681
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 0.012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.987
2.618 2.928
1.618 2.892
1.000 2.870
0.618 2.856
HIGH 2.834
0.618 2.820
0.500 2.816
0.382 2.812
LOW 2.798
0.618 2.776
1.000 2.762
1.618 2.740
2.618 2.704
4.250 2.645
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 2.828 2.831
PP 2.822 2.827
S1 2.816 2.824

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

View Archives - Comment on this page... - Back to Index of Symbols