NYMEX Natural Gas Future April 2021


Trading Metrics calculated at close of trading on 14-Oct-2020
Day Change Summary
Previous Current
13-Oct-2020 14-Oct-2020 Change Change % Previous Week
Open 2.886 2.889 0.003 0.1% 2.723
High 2.910 2.914 0.004 0.1% 2.865
Low 2.868 2.861 -0.007 -0.2% 2.718
Close 2.905 2.898 -0.007 -0.2% 2.858
Range 0.042 0.053 0.011 26.2% 0.147
ATR 0.058 0.058 0.000 -0.6% 0.000
Volume 20,406 26,973 6,567 32.2% 115,414
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.050 3.027 2.927
R3 2.997 2.974 2.913
R2 2.944 2.944 2.908
R1 2.921 2.921 2.903 2.933
PP 2.891 2.891 2.891 2.897
S1 2.868 2.868 2.893 2.880
S2 2.838 2.838 2.888
S3 2.785 2.815 2.883
S4 2.732 2.762 2.869
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.255 3.203 2.939
R3 3.108 3.056 2.898
R2 2.961 2.961 2.885
R1 2.909 2.909 2.871 2.935
PP 2.814 2.814 2.814 2.827
S1 2.762 2.762 2.845 2.788
S2 2.667 2.667 2.831
S3 2.520 2.615 2.818
S4 2.373 2.468 2.777
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.914 2.771 0.143 4.9% 0.047 1.6% 89% True False 23,944
10 2.914 2.681 0.233 8.0% 0.062 2.1% 93% True False 24,054
20 2.914 2.681 0.233 8.0% 0.062 2.1% 93% True False 22,482
40 2.914 2.681 0.233 8.0% 0.053 1.8% 93% True False 17,950
60 2.914 2.437 0.477 16.5% 0.050 1.7% 97% True False 16,376
80 2.914 2.420 0.494 17.0% 0.046 1.6% 97% True False 14,610
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.139
2.618 3.053
1.618 3.000
1.000 2.967
0.618 2.947
HIGH 2.914
0.618 2.894
0.500 2.888
0.382 2.881
LOW 2.861
0.618 2.828
1.000 2.808
1.618 2.775
2.618 2.722
4.250 2.636
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 2.895 2.895
PP 2.891 2.891
S1 2.888 2.888

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

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