NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 2.815 2.841 0.026 0.9% 2.815
High 2.834 2.845 0.011 0.4% 2.856
Low 2.798 2.803 0.005 0.2% 2.808
Close 2.834 2.808 -0.026 -0.9% 2.817
Range 0.036 0.042 0.006 16.7% 0.048
ATR 0.040 0.040 0.000 0.4% 0.000
Volume 1,946 2,943 997 51.2% 13,720
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.945 2.918 2.831
R3 2.903 2.876 2.820
R2 2.861 2.861 2.816
R1 2.834 2.834 2.812 2.827
PP 2.819 2.819 2.819 2.815
S1 2.792 2.792 2.804 2.785
S2 2.777 2.777 2.800
S3 2.735 2.750 2.796
S4 2.693 2.708 2.785
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 2.850 2.798 0.052 1.9% 0.035 1.2% 19% False False 2,702
10 2.856 2.773 0.083 3.0% 0.038 1.3% 42% False False 3,658
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.024
2.618 2.955
1.618 2.913
1.000 2.887
0.618 2.871
HIGH 2.845
0.618 2.829
0.500 2.824
0.382 2.819
LOW 2.803
0.618 2.777
1.000 2.761
1.618 2.735
2.618 2.693
4.250 2.625
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 2.824 2.824
PP 2.819 2.819
S1 2.813 2.813

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

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