NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 30-Sep-2020
Day Change Summary
Previous Current
29-Sep-2020 30-Sep-2020 Change Change % Previous Week
Open 2.818 2.756 -0.062 -2.2% 2.789
High 2.820 2.790 -0.030 -1.1% 2.833
Low 2.752 2.742 -0.010 -0.4% 2.741
Close 2.776 2.774 -0.002 -0.1% 2.801
Range 0.068 0.048 -0.020 -29.4% 0.092
ATR 0.045 0.045 0.000 0.5% 0.000
Volume 5,769 3,393 -2,376 -41.2% 30,831
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.913 2.891 2.800
R3 2.865 2.843 2.787
R2 2.817 2.817 2.783
R1 2.795 2.795 2.778 2.806
PP 2.769 2.769 2.769 2.774
S1 2.747 2.747 2.770 2.758
S2 2.721 2.721 2.765
S3 2.673 2.699 2.761
S4 2.625 2.651 2.748
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 2.742 0.091 3.3% 0.048 1.7% 35% False True 5,277
10 2.833 2.741 0.092 3.3% 0.048 1.7% 36% False False 5,378
20 2.856 2.741 0.115 4.1% 0.043 1.5% 29% False False 4,518
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 0.010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.994
2.618 2.916
1.618 2.868
1.000 2.838
0.618 2.820
HIGH 2.790
0.618 2.772
0.500 2.766
0.382 2.760
LOW 2.742
0.618 2.712
1.000 2.694
1.618 2.664
2.618 2.616
4.250 2.538
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 2.771 2.786
PP 2.769 2.782
S1 2.766 2.778

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

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