NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 18-Sep-2020

Day Change Summary
	Previous	Current
	17-Sep-2020	18-Sep-2020	Change	Change %	Previous Week
Open	2.802	2.767	-0.035	-1.2%	2.829
High	2.812	2.805	-0.007	-0.2%	2.850
Low	2.757	2.758	0.001	0.0%	2.757
Close	2.787	2.798	0.011	0.4%	2.798
Range	0.055	0.047	-0.008	-14.5%	0.093
ATR	0.041	0.041	0.000	1.1%	0.000
Volume	5,101	3,963	-1,138	-22.3%	17,597

Daily Pivots for day following 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.928	2.910	2.824
R3	2.881	2.863	2.811
R2	2.834	2.834	2.807
R1	2.816	2.816	2.802	2.825
PP	2.787	2.787	2.787	2.792
S1	2.769	2.769	2.794	2.778
S2	2.740	2.740	2.789
S3	2.693	2.722	2.785
S4	2.646	2.675	2.772

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.081	3.032	2.849
R3	2.988	2.939	2.824
R2	2.895	2.895	2.815
R1	2.846	2.846	2.807	2.824
PP	2.802	2.802	2.802	2.791
S1	2.753	2.753	2.789	2.731
S2	2.709	2.709	2.781
S3	2.616	2.660	2.772
S4	2.523	2.567	2.747

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%	0.045	1.6%	44%	False	False	3,519
10	2.856	2.757	0.099	3.5%	0.039	1.4%	41%	False	False	3,461

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	0.011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.005
2.618	2.928
1.618	2.881
1.000	2.852
0.618	2.834
HIGH	2.805
0.618	2.787
0.500	2.782
0.382	2.776
LOW	2.758
0.618	2.729
1.000	2.711
1.618	2.682
2.618	2.635
4.250	2.558

Fisher Pivots for day following 18-Sep-2020
Pivot	1 day	3 day
R1	2.793	2.801
PP	2.787	2.800
S1	2.782	2.799

Download as Excel Spreadsheet

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

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