NYMEX Natural Gas Future July 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	2.861	2.824	-0.037	-1.3%	2.809
High	2.864	2.864	0.000	0.0%	2.865
Low	2.826	2.818	-0.008	-0.3%	2.780
Close	2.834	2.859	0.025	0.9%	2.834
Range	0.038	0.046	0.008	21.1%	0.085
ATR
Volume	3,431	3,756	325	9.5%	20,574

Daily Pivots for day following 28-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.985	2.968	2.884
R3	2.939	2.922	2.872
R2	2.893	2.893	2.867
R1	2.876	2.876	2.863	2.885
PP	2.847	2.847	2.847	2.851
S1	2.830	2.830	2.855	2.839
S2	2.801	2.801	2.851
S3	2.755	2.784	2.846
S4	2.709	2.738	2.834

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.081	3.043	2.881
R3	2.996	2.958	2.857
R2	2.911	2.911	2.850
R1	2.873	2.873	2.842	2.892
PP	2.826	2.826	2.826	2.836
S1	2.788	2.788	2.826	2.807
S2	2.741	2.741	2.818
S3	2.656	2.703	2.811
S4	2.571	2.618	2.787

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.865	2.780	0.085	3.0%	0.044	1.5%	93%	False	False	4,072
10	2.881	2.780	0.101	3.5%	0.043	1.5%	78%	False	False	3,482

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	3.060
2.618	2.984
1.618	2.938
1.000	2.910
0.618	2.892
HIGH	2.864
0.618	2.846
0.500	2.841
0.382	2.836
LOW	2.818
0.618	2.790
1.000	2.772
1.618	2.744
2.618	2.698
4.250	2.623

Fisher Pivots for day following 28-Sep-2020
Pivot	1 day	3 day
R1	2.853	2.853
PP	2.847	2.847
S1	2.841	2.842

Download as Excel Spreadsheet

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

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