NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 28-Sep-2020
Day Change Summary
Previous Current
25-Sep-2020 28-Sep-2020 Change Change % Previous Week
Open 2.806 2.771 -0.035 -1.2% 2.750
High 2.811 2.808 -0.003 -0.1% 2.811
Low 2.768 2.760 -0.008 -0.3% 2.714
Close 2.777 2.805 0.028 1.0% 2.777
Range 0.043 0.048 0.005 11.6% 0.097
ATR 0.045 0.045 0.000 0.5% 0.000
Volume 8,818 7,933 -885 -10.0% 52,938
Daily Pivots for day following 28-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.935 2.918 2.831
R3 2.887 2.870 2.818
R2 2.839 2.839 2.814
R1 2.822 2.822 2.809 2.831
PP 2.791 2.791 2.791 2.795
S1 2.774 2.774 2.801 2.783
S2 2.743 2.743 2.796
S3 2.695 2.726 2.792
S4 2.647 2.678 2.779
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.058 3.015 2.830
R3 2.961 2.918 2.804
R2 2.864 2.864 2.795
R1 2.821 2.821 2.786 2.843
PP 2.767 2.767 2.767 2.778
S1 2.724 2.724 2.768 2.746
S2 2.670 2.670 2.759
S3 2.573 2.627 2.750
S4 2.476 2.530 2.724
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% 94% False False 10,428
10 2.814 2.714 0.100 3.6% 0.047 1.7% 91% False False 8,900
20 2.832 2.714 0.118 4.2% 0.045 1.6% 77% False False 8,020
40 2.832 2.535 0.297 10.6% 0.043 1.5% 91% False False 8,142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.012
2.618 2.934
1.618 2.886
1.000 2.856
0.618 2.838
HIGH 2.808
0.618 2.790
0.500 2.784
0.382 2.778
LOW 2.760
0.618 2.730
1.000 2.712
1.618 2.682
2.618 2.634
4.250 2.556
Fisher Pivots for day following 28-Sep-2020
Pivot 1 day 3 day
R1 2.798 2.799
PP 2.791 2.792
S1 2.784 2.786

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

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