NYMEX Natural Gas Future April 2021


Trading Metrics calculated at close of trading on 24-Sep-2020
Day Change Summary
Previous Current
23-Sep-2020 24-Sep-2020 Change Change % Previous Week
Open 2.774 2.842 0.068 2.5% 2.840
High 2.844 2.874 0.030 1.1% 2.862
Low 2.752 2.822 0.070 2.5% 2.760
Close 2.834 2.868 0.034 1.2% 2.813
Range 0.092 0.052 -0.040 -43.5% 0.102
ATR 0.050 0.050 0.000 0.3% 0.000
Volume 27,734 23,603 -4,131 -14.9% 72,947
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.011 2.991 2.897
R3 2.959 2.939 2.882
R2 2.907 2.907 2.878
R1 2.887 2.887 2.873 2.897
PP 2.855 2.855 2.855 2.860
S1 2.835 2.835 2.863 2.845
S2 2.803 2.803 2.858
S3 2.751 2.783 2.854
S4 2.699 2.731 2.839
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.118 3.067 2.869
R3 3.016 2.965 2.841
R2 2.914 2.914 2.832
R1 2.863 2.863 2.822 2.838
PP 2.812 2.812 2.812 2.799
S1 2.761 2.761 2.804 2.736
S2 2.710 2.710 2.794
S3 2.608 2.659 2.785
S4 2.506 2.557 2.757
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.874 2.752 0.122 4.3% 0.058 2.0% 95% True False 20,326
10 2.874 2.752 0.122 4.3% 0.052 1.8% 95% True False 17,134
20 2.875 2.731 0.144 5.0% 0.052 1.8% 95% False False 16,316
40 2.875 2.546 0.329 11.5% 0.048 1.7% 98% False False 15,129
60 2.875 2.425 0.450 15.7% 0.044 1.5% 98% False False 12,867
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 0.014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.095
2.618 3.010
1.618 2.958
1.000 2.926
0.618 2.906
HIGH 2.874
0.618 2.854
0.500 2.848
0.382 2.842
LOW 2.822
0.618 2.790
1.000 2.770
1.618 2.738
2.618 2.686
4.250 2.601
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 2.861 2.850
PP 2.855 2.831
S1 2.848 2.813

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

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