NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 28-Sep-2020
Day Change Summary
Previous Current
25-Sep-2020 28-Sep-2020 Change Change % Previous Week
Open 2.828 2.800 -0.028 -1.0% 2.789
High 2.833 2.830 -0.003 -0.1% 2.833
Low 2.792 2.785 -0.007 -0.3% 2.741
Close 2.801 2.828 0.027 1.0% 2.801
Range 0.041 0.045 0.004 9.8% 0.092
ATR 0.042 0.042 0.000 0.5% 0.000
Volume 5,802 4,729 -1,073 -18.5% 30,831
Daily Pivots for day following 28-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.949 2.934 2.853
R3 2.904 2.889 2.840
R2 2.859 2.859 2.836
R1 2.844 2.844 2.832 2.852
PP 2.814 2.814 2.814 2.818
S1 2.799 2.799 2.824 2.807
S2 2.769 2.769 2.820
S3 2.724 2.754 2.816
S4 2.679 2.709 2.803
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% 0.046 1.6% 95% False False 5,923
10 2.845 2.741 0.104 3.7% 0.044 1.6% 84% False False 4,951
20 2.856 2.741 0.115 4.1% 0.042 1.5% 76% False False 4,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.021
2.618 2.948
1.618 2.903
1.000 2.875
0.618 2.858
HIGH 2.830
0.618 2.813
0.500 2.808
0.382 2.802
LOW 2.785
0.618 2.757
1.000 2.740
1.618 2.712
2.618 2.667
4.250 2.594
Fisher Pivots for day following 28-Sep-2020
Pivot 1 day 3 day
R1 2.821 2.822
PP 2.814 2.815
S1 2.808 2.809

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

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