NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 2.767 2.789 0.022 0.8% 2.829
High 2.805 2.803 -0.002 -0.1% 2.850
Low 2.758 2.771 0.013 0.5% 2.757
Close 2.798 2.794 -0.004 -0.1% 2.798
Range 0.047 0.032 -0.015 -31.9% 0.093
ATR 0.041 0.041 -0.001 -1.6% 0.000
Volume 3,963 5,943 1,980 50.0% 17,597
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.885 2.872 2.812
R3 2.853 2.840 2.803
R2 2.821 2.821 2.800
R1 2.808 2.808 2.797 2.815
PP 2.789 2.789 2.789 2.793
S1 2.776 2.776 2.791 2.783
S2 2.757 2.757 2.788
S3 2.725 2.744 2.785
S4 2.693 2.712 2.776
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 2.845 2.757 0.088 3.1% 0.042 1.5% 42% False False 3,979
10 2.856 2.757 0.099 3.5% 0.040 1.4% 37% False False 3,726
20 2.856 2.728 0.128 4.6% 0.040 1.4% 52% False False 3,839
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2.939
2.618 2.887
1.618 2.855
1.000 2.835
0.618 2.823
HIGH 2.803
0.618 2.791
0.500 2.787
0.382 2.783
LOW 2.771
0.618 2.751
1.000 2.739
1.618 2.719
2.618 2.687
4.250 2.635
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 2.792 2.791
PP 2.789 2.788
S1 2.787 2.785

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

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