NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 2.788 2.754 -0.034 -1.2% 2.829
High 2.791 2.810 0.019 0.7% 2.850
Low 2.754 2.741 -0.013 -0.5% 2.757
Close 2.775 2.807 0.032 1.2% 2.798
Range 0.037 0.069 0.032 86.5% 0.093
ATR 0.041 0.043 0.002 5.0% 0.000
Volume 5,018 7,373 2,355 46.9% 17,597
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.993 2.969 2.845
R3 2.924 2.900 2.826
R2 2.855 2.855 2.820
R1 2.831 2.831 2.813 2.843
PP 2.786 2.786 2.786 2.792
S1 2.762 2.762 2.801 2.774
S2 2.717 2.717 2.794
S3 2.648 2.693 2.788
S4 2.579 2.624 2.769
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 2.812 2.741 0.071 2.5% 0.048 1.7% 93% False True 5,479
10 2.850 2.741 0.109 3.9% 0.041 1.5% 61% False True 4,091
20 2.856 2.728 0.128 4.6% 0.043 1.5% 62% False False 4,197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 3.103
2.618 2.991
1.618 2.922
1.000 2.879
0.618 2.853
HIGH 2.810
0.618 2.784
0.500 2.776
0.382 2.767
LOW 2.741
0.618 2.698
1.000 2.672
1.618 2.629
2.618 2.560
4.250 2.448
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 2.797 2.797
PP 2.786 2.786
S1 2.776 2.776

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

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