NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 3.152 3.161 0.009 0.3% 3.209
High 3.171 3.190 0.019 0.6% 3.229
Low 3.122 3.106 -0.016 -0.5% 3.122
Close 3.138 3.133 -0.005 -0.2% 3.138
Range 0.049 0.084 0.035 71.4% 0.107
ATR 0.063 0.065 0.001 2.3% 0.000
Volume 22,630 23,397 767 3.4% 92,052
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.395 3.348 3.179
R3 3.311 3.264 3.156
R2 3.227 3.227 3.148
R1 3.180 3.180 3.141 3.162
PP 3.143 3.143 3.143 3.134
S1 3.096 3.096 3.125 3.078
S2 3.059 3.059 3.118
S3 2.975 3.012 3.110
S4 2.891 2.928 3.087
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.484 3.418 3.197
R3 3.377 3.311 3.167
R2 3.270 3.270 3.158
R1 3.204 3.204 3.148 3.184
PP 3.163 3.163 3.163 3.153
S1 3.097 3.097 3.128 3.077
S2 3.056 3.056 3.118
S3 2.949 2.990 3.109
S4 2.842 2.883 3.079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.229 3.106 0.123 3.9% 0.069 2.2% 22% False True 23,089
10 3.245 3.090 0.155 4.9% 0.070 2.2% 28% False False 22,376
20 3.245 3.003 0.242 7.7% 0.064 2.0% 54% False False 19,865
40 3.245 2.660 0.585 18.7% 0.063 2.0% 81% False False 16,811
60 3.245 2.653 0.592 18.9% 0.057 1.8% 81% False False 14,828
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.547
2.618 3.410
1.618 3.326
1.000 3.274
0.618 3.242
HIGH 3.190
0.618 3.158
0.500 3.148
0.382 3.138
LOW 3.106
0.618 3.054
1.000 3.022
1.618 2.970
2.618 2.886
4.250 2.749
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 3.148 3.155
PP 3.143 3.147
S1 3.138 3.140

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

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