NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 05-Oct-2020
Day Change Summary
Previous Current
02-Oct-2020 05-Oct-2020 Change Change % Previous Week
Open 2.706 2.680 -0.026 -1.0% 2.771
High 2.706 2.772 0.066 2.4% 2.808
Low 2.650 2.678 0.028 1.1% 2.650
Close 2.687 2.751 0.064 2.4% 2.687
Range 0.056 0.094 0.038 67.9% 0.158
ATR 0.051 0.054 0.003 5.9% 0.000
Volume 12,391 12,962 571 4.6% 42,746
Daily Pivots for day following 05-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.016 2.977 2.803
R3 2.922 2.883 2.777
R2 2.828 2.828 2.768
R1 2.789 2.789 2.760 2.809
PP 2.734 2.734 2.734 2.743
S1 2.695 2.695 2.742 2.715
S2 2.640 2.640 2.734
S3 2.546 2.601 2.725
S4 2.452 2.507 2.699
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.189 3.096 2.774
R3 3.031 2.938 2.730
R2 2.873 2.873 2.716
R1 2.780 2.780 2.701 2.748
PP 2.715 2.715 2.715 2.699
S1 2.622 2.622 2.673 2.590
S2 2.557 2.557 2.658
S3 2.399 2.464 2.644
S4 2.241 2.306 2.600
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.795 2.650 0.145 5.3% 0.070 2.6% 70% False False 9,555
10 2.811 2.650 0.161 5.9% 0.060 2.2% 63% False False 9,991
20 2.832 2.650 0.182 6.6% 0.051 1.9% 55% False False 8,462
40 2.832 2.608 0.224 8.1% 0.046 1.7% 64% False False 8,053
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 3.172
2.618 3.018
1.618 2.924
1.000 2.866
0.618 2.830
HIGH 2.772
0.618 2.736
0.500 2.725
0.382 2.714
LOW 2.678
0.618 2.620
1.000 2.584
1.618 2.526
2.618 2.432
4.250 2.279
Fisher Pivots for day following 05-Oct-2020
Pivot 1 day 3 day
R1 2.742 2.738
PP 2.734 2.724
S1 2.725 2.711

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

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