NYMEX Natural Gas Future May 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 2.729 2.780 0.051 1.9% 2.793
High 2.787 2.811 0.024 0.9% 2.821
Low 2.714 2.770 0.056 2.1% 2.725
Close 2.783 2.810 0.027 1.0% 2.771
Range 0.073 0.041 -0.032 -43.8% 0.096
ATR 0.045 0.045 0.000 -0.7% 0.000
Volume 13,875 12,278 -1,597 -11.5% 35,347
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.920 2.906 2.833
R3 2.879 2.865 2.821
R2 2.838 2.838 2.818
R1 2.824 2.824 2.814 2.831
PP 2.797 2.797 2.797 2.801
S1 2.783 2.783 2.806 2.790
S2 2.756 2.756 2.802
S3 2.715 2.742 2.799
S4 2.674 2.701 2.787
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.060 3.012 2.824
R3 2.964 2.916 2.797
R2 2.868 2.868 2.789
R1 2.820 2.820 2.780 2.796
PP 2.772 2.772 2.772 2.761
S1 2.724 2.724 2.762 2.700
S2 2.676 2.676 2.753
S3 2.580 2.628 2.745
S4 2.484 2.532 2.718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.811 2.714 0.097 3.5% 0.049 1.7% 99% True False 9,970
10 2.821 2.714 0.107 3.8% 0.046 1.6% 90% False False 8,498
20 2.832 2.699 0.133 4.7% 0.045 1.6% 83% False False 8,183
40 2.832 2.520 0.312 11.1% 0.043 1.5% 93% False False 7,943
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 0.012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.985
2.618 2.918
1.618 2.877
1.000 2.852
0.618 2.836
HIGH 2.811
0.618 2.795
0.500 2.791
0.382 2.786
LOW 2.770
0.618 2.745
1.000 2.729
1.618 2.704
2.618 2.663
4.250 2.596
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 2.804 2.794
PP 2.797 2.778
S1 2.791 2.763

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

View Archives - Comment on this page... - Back to Index of Symbols