NYMEX Natural Gas Future February 2021


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 3.314 3.270 -0.044 -1.3% 3.336
High 3.325 3.291 -0.034 -1.0% 3.365
Low 3.265 3.233 -0.032 -1.0% 3.233
Close 3.273 3.253 -0.020 -0.6% 3.253
Range 0.060 0.058 -0.002 -3.3% 0.132
ATR 0.072 0.071 -0.001 -1.4% 0.000
Volume 9,446 14,428 4,982 52.7% 55,274
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.433 3.401 3.285
R3 3.375 3.343 3.269
R2 3.317 3.317 3.264
R1 3.285 3.285 3.258 3.272
PP 3.259 3.259 3.259 3.253
S1 3.227 3.227 3.248 3.214
S2 3.201 3.201 3.242
S3 3.143 3.169 3.237
S4 3.085 3.111 3.221
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.680 3.598 3.326
R3 3.548 3.466 3.289
R2 3.416 3.416 3.277
R1 3.334 3.334 3.265 3.309
PP 3.284 3.284 3.284 3.271
S1 3.202 3.202 3.241 3.177
S2 3.152 3.152 3.229
S3 3.020 3.070 3.217
S4 2.888 2.938 3.180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.389 3.233 0.156 4.8% 0.074 2.3% 13% False True 14,336
10 3.389 3.214 0.175 5.4% 0.076 2.3% 22% False False 14,389
20 3.389 3.070 0.319 9.8% 0.072 2.2% 57% False False 12,472
40 3.389 2.756 0.633 19.5% 0.068 2.1% 79% False False 9,705
60 3.389 2.750 0.639 19.6% 0.062 1.9% 79% False False 8,564
80 3.389 2.750 0.639 19.6% 0.059 1.8% 79% False False 7,681
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.538
2.618 3.443
1.618 3.385
1.000 3.349
0.618 3.327
HIGH 3.291
0.618 3.269
0.500 3.262
0.382 3.255
LOW 3.233
0.618 3.197
1.000 3.175
1.618 3.139
2.618 3.081
4.250 2.987
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 3.262 3.282
PP 3.259 3.272
S1 3.256 3.263

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

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