NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 17-Sep-2020

Day Change Summary
	Previous	Current
	16-Sep-2020	17-Sep-2020	Change	Change %	Previous Week
Open	2.841	2.802	-0.039	-1.4%	2.815
High	2.845	2.812	-0.033	-1.2%	2.856
Low	2.803	2.757	-0.046	-1.6%	2.808
Close	2.808	2.787	-0.021	-0.7%	2.817
Range	0.042	0.055	0.013	31.0%	0.048
ATR	0.040	0.041	0.001	2.7%	0.000
Volume	2,943	5,101	2,158	73.3%	13,720

Daily Pivots for day following 17-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.950	2.924	2.817
R3	2.895	2.869	2.802
R2	2.840	2.840	2.797
R1	2.814	2.814	2.792	2.800
PP	2.785	2.785	2.785	2.778
S1	2.759	2.759	2.782	2.745
S2	2.730	2.730	2.777
S3	2.675	2.704	2.772
S4	2.620	2.649	2.757

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	2.757	0.093	3.3%	0.041	1.5%	32%	False	True	3,182
10	2.856	2.757	0.099	3.6%	0.037	1.3%	30%	False	True	3,326

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	3.046
2.618	2.956
1.618	2.901
1.000	2.867
0.618	2.846
HIGH	2.812
0.618	2.791
0.500	2.785
0.382	2.778
LOW	2.757
0.618	2.723
1.000	2.702
1.618	2.668
2.618	2.613
4.250	2.523

Fisher Pivots for day following 17-Sep-2020
Pivot	1 day	3 day
R1	2.786	2.801
PP	2.785	2.796
S1	2.785	2.792

Download as Excel Spreadsheet

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

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