NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 25-Sep-2020
Day Change Summary
Previous Current
24-Sep-2020 25-Sep-2020 Change Change % Previous Week
Open 2.808 2.828 0.020 0.7% 2.789
High 2.832 2.833 0.001 0.0% 2.833
Low 2.795 2.792 -0.003 -0.1% 2.741
Close 2.832 2.801 -0.031 -1.1% 2.801
Range 0.037 0.041 0.004 10.8% 0.092
ATR 0.042 0.042 0.000 -0.2% 0.000
Volume 6,695 5,802 -893 -13.3% 30,831
Daily Pivots for day following 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.932 2.907 2.824
R3 2.891 2.866 2.812
R2 2.850 2.850 2.809
R1 2.825 2.825 2.805 2.817
PP 2.809 2.809 2.809 2.805
S1 2.784 2.784 2.797 2.776
S2 2.768 2.768 2.793
S3 2.727 2.743 2.790
S4 2.686 2.702 2.778
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.068 3.026 2.852
R3 2.976 2.934 2.826
R2 2.884 2.884 2.818
R1 2.842 2.842 2.809 2.863
PP 2.792 2.792 2.792 2.802
S1 2.750 2.750 2.793 2.771
S2 2.700 2.700 2.784
S3 2.608 2.658 2.776
S4 2.516 2.566 2.750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.833 2.741 0.092 3.3% 0.043 1.5% 65% True False 6,166
10 2.850 2.741 0.109 3.9% 0.044 1.6% 55% False False 4,842
20 2.856 2.741 0.115 4.1% 0.042 1.5% 52% False False 4,401
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.007
2.618 2.940
1.618 2.899
1.000 2.874
0.618 2.858
HIGH 2.833
0.618 2.817
0.500 2.813
0.382 2.808
LOW 2.792
0.618 2.767
1.000 2.751
1.618 2.726
2.618 2.685
4.250 2.618
Fisher Pivots for day following 25-Sep-2020
Pivot 1 day 3 day
R1 2.813 2.796
PP 2.809 2.792
S1 2.805 2.787

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

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