NYMEX Natural Gas Future March 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 3.196 3.059 -0.137 -4.3% 3.079
High 3.199 3.134 -0.065 -2.0% 3.261
Low 3.053 3.035 -0.018 -0.6% 3.047
Close 3.096 3.099 0.003 0.1% 3.200
Range 0.146 0.099 -0.047 -32.2% 0.214
ATR 0.083 0.084 0.001 1.4% 0.000
Volume 36,239 23,533 -12,706 -35.1% 124,688
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.386 3.342 3.153
R3 3.287 3.243 3.126
R2 3.188 3.188 3.117
R1 3.144 3.144 3.108 3.166
PP 3.089 3.089 3.089 3.101
S1 3.045 3.045 3.090 3.067
S2 2.990 2.990 3.081
S3 2.891 2.946 3.072
S4 2.792 2.847 3.045
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.811 3.720 3.318
R3 3.597 3.506 3.259
R2 3.383 3.383 3.239
R1 3.292 3.292 3.220 3.338
PP 3.169 3.169 3.169 3.192
S1 3.078 3.078 3.180 3.124
S2 2.955 2.955 3.161
S3 2.741 2.864 3.141
S4 2.527 2.650 3.082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.261 3.035 0.226 7.3% 0.097 3.1% 28% False True 29,052
10 3.261 3.017 0.244 7.9% 0.100 3.2% 34% False False 26,550
20 3.261 3.017 0.244 7.9% 0.083 2.7% 34% False False 23,953
40 3.261 2.892 0.369 11.9% 0.072 2.3% 56% False False 20,459
60 3.261 2.660 0.601 19.4% 0.066 2.1% 73% False False 17,416
80 3.261 2.653 0.608 19.6% 0.062 2.0% 73% False False 15,944
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.555
2.618 3.393
1.618 3.294
1.000 3.233
0.618 3.195
HIGH 3.134
0.618 3.096
0.500 3.085
0.382 3.073
LOW 3.035
0.618 2.974
1.000 2.936
1.618 2.875
2.618 2.776
4.250 2.614
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 3.094 3.127
PP 3.089 3.117
S1 3.085 3.108

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

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