NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 24-Sep-2020
Day Change Summary
Previous Current
23-Sep-2020 24-Sep-2020 Change Change % Previous Week
Open 2.754 2.808 0.054 2.0% 2.829
High 2.810 2.832 0.022 0.8% 2.850
Low 2.741 2.795 0.054 2.0% 2.757
Close 2.807 2.832 0.025 0.9% 2.798
Range 0.069 0.037 -0.032 -46.4% 0.093
ATR 0.043 0.042 0.000 -0.9% 0.000
Volume 7,373 6,695 -678 -9.2% 17,597
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.931 2.918 2.852
R3 2.894 2.881 2.842
R2 2.857 2.857 2.839
R1 2.844 2.844 2.835 2.851
PP 2.820 2.820 2.820 2.823
S1 2.807 2.807 2.829 2.814
S2 2.783 2.783 2.825
S3 2.746 2.770 2.822
S4 2.709 2.733 2.812
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 2.832 2.741 0.091 3.2% 0.044 1.6% 100% True False 5,798
10 2.850 2.741 0.109 3.8% 0.043 1.5% 83% False False 4,490
20 2.856 2.728 0.128 4.5% 0.043 1.5% 81% False False 4,386
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.989
2.618 2.929
1.618 2.892
1.000 2.869
0.618 2.855
HIGH 2.832
0.618 2.818
0.500 2.814
0.382 2.809
LOW 2.795
0.618 2.772
1.000 2.758
1.618 2.735
2.618 2.698
4.250 2.638
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 2.826 2.817
PP 2.820 2.802
S1 2.814 2.787

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

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