NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 06-Oct-2020
Day Change Summary
Previous Current
05-Oct-2020 06-Oct-2020 Change Change % Previous Week
Open 2.680 2.741 0.061 2.3% 2.771
High 2.772 2.775 0.003 0.1% 2.808
Low 2.678 2.722 0.044 1.6% 2.650
Close 2.751 2.724 -0.027 -1.0% 2.687
Range 0.094 0.053 -0.041 -43.6% 0.158
ATR 0.054 0.054 0.000 -0.2% 0.000
Volume 12,962 9,433 -3,529 -27.2% 42,746
Daily Pivots for day following 06-Oct-2020
Classic Woodie Camarilla DeMark
R4 2.899 2.865 2.753
R3 2.846 2.812 2.739
R2 2.793 2.793 2.734
R1 2.759 2.759 2.729 2.750
PP 2.740 2.740 2.740 2.736
S1 2.706 2.706 2.719 2.697
S2 2.687 2.687 2.714
S3 2.634 2.653 2.709
S4 2.581 2.600 2.695
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 2.775 2.650 0.125 4.6% 0.067 2.5% 59% True False 9,802
10 2.811 2.650 0.161 5.9% 0.061 2.2% 46% False False 10,011
20 2.826 2.650 0.176 6.5% 0.051 1.9% 42% False False 8,580
40 2.832 2.615 0.217 8.0% 0.046 1.7% 50% False False 8,117
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 0.011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.000
2.618 2.914
1.618 2.861
1.000 2.828
0.618 2.808
HIGH 2.775
0.618 2.755
0.500 2.749
0.382 2.742
LOW 2.722
0.618 2.689
1.000 2.669
1.618 2.636
2.618 2.583
4.250 2.497
Fisher Pivots for day following 06-Oct-2020
Pivot 1 day 3 day
R1 2.749 2.720
PP 2.740 2.716
S1 2.732 2.713

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

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