NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 01-Oct-2020
Day Change Summary
Previous Current
30-Sep-2020 01-Oct-2020 Change Change % Previous Week
Open 2.735 2.744 0.009 0.3% 2.750
High 2.764 2.769 0.005 0.2% 2.811
Low 2.712 2.690 -0.022 -0.8% 2.714
Close 2.748 2.719 -0.029 -1.1% 2.777
Range 0.052 0.079 0.027 51.9% 0.097
ATR 0.048 0.050 0.002 4.7% 0.000
Volume 5,929 8,297 2,368 39.9% 52,938
Daily Pivots for day following 01-Oct-2020
Classic Woodie Camarilla DeMark
R4 2.963 2.920 2.762
R3 2.884 2.841 2.741
R2 2.805 2.805 2.733
R1 2.762 2.762 2.726 2.744
PP 2.726 2.726 2.726 2.717
S1 2.683 2.683 2.712 2.665
S2 2.647 2.647 2.705
S3 2.568 2.604 2.697
S4 2.489 2.525 2.676
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 2.690 0.121 4.5% 0.059 2.2% 24% False True 7,834
10 2.811 2.690 0.121 4.5% 0.054 2.0% 24% False True 8,902
20 2.832 2.690 0.142 5.2% 0.046 1.7% 20% False True 7,773
40 2.832 2.605 0.227 8.3% 0.044 1.6% 50% False False 7,911
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 3.105
2.618 2.976
1.618 2.897
1.000 2.848
0.618 2.818
HIGH 2.769
0.618 2.739
0.500 2.730
0.382 2.720
LOW 2.690
0.618 2.641
1.000 2.611
1.618 2.562
2.618 2.483
4.250 2.354
Fisher Pivots for day following 01-Oct-2020
Pivot 1 day 3 day
R1 2.730 2.743
PP 2.726 2.735
S1 2.723 2.727

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

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