NYMEX Natural Gas Future February 2021


Trading Metrics calculated at close of trading on 02-Oct-2020
Day Change Summary
Previous Current
01-Oct-2020 02-Oct-2020 Change Change % Previous Week
Open 3.236 3.133 -0.103 -3.2% 3.313
High 3.275 3.138 -0.137 -4.2% 3.356
Low 3.123 3.041 -0.082 -2.6% 3.041
Close 3.163 3.100 -0.063 -2.0% 3.100
Range 0.152 0.097 -0.055 -36.2% 0.315
ATR 0.098 0.100 0.002 1.7% 0.000
Volume 19,920 30,864 10,944 54.9% 110,991
Daily Pivots for day following 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.384 3.339 3.153
R3 3.287 3.242 3.127
R2 3.190 3.190 3.118
R1 3.145 3.145 3.109 3.119
PP 3.093 3.093 3.093 3.080
S1 3.048 3.048 3.091 3.022
S2 2.996 2.996 3.082
S3 2.899 2.951 3.073
S4 2.802 2.854 3.047
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 4.111 3.920 3.273
R3 3.796 3.605 3.187
R2 3.481 3.481 3.158
R1 3.290 3.290 3.129 3.228
PP 3.166 3.166 3.166 3.135
S1 2.975 2.975 3.071 2.913
S2 2.851 2.851 3.042
S3 2.536 2.660 3.013
S4 2.221 2.345 2.927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.356 3.041 0.315 10.2% 0.120 3.9% 19% False True 22,198
10 3.420 3.041 0.379 12.2% 0.116 3.7% 16% False True 19,138
20 3.420 3.041 0.379 12.2% 0.098 3.2% 16% False True 15,965
40 3.420 3.012 0.408 13.2% 0.084 2.7% 22% False False 13,298
60 3.420 2.756 0.664 21.4% 0.076 2.4% 52% False False 10,992
80 3.420 2.750 0.670 21.6% 0.070 2.2% 52% False False 9,765
100 3.420 2.750 0.670 21.6% 0.066 2.1% 52% False False 8,849
Crabel Price Patterns
NR True
NR4 True
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 0.022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.550
2.618 3.392
1.618 3.295
1.000 3.235
0.618 3.198
HIGH 3.138
0.618 3.101
0.500 3.090
0.382 3.078
LOW 3.041
0.618 2.981
1.000 2.944
1.618 2.884
2.618 2.787
4.250 2.629
Fisher Pivots for day following 02-Oct-2020
Pivot 1 day 3 day
R1 3.097 3.158
PP 3.093 3.139
S1 3.090 3.119

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

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