NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 2.842 2.840 -0.002 -0.1% 2.680
High 2.867 2.898 0.031 1.1% 2.809
Low 2.821 2.840 0.019 0.7% 2.678
Close 2.854 2.890 0.036 1.3% 2.804
Range 0.046 0.058 0.012 26.1% 0.131
ATR 0.051 0.051 0.001 1.0% 0.000
Volume 9,385 5,417 -3,968 -42.3% 55,230
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.050 3.028 2.922
R3 2.992 2.970 2.906
R2 2.934 2.934 2.901
R1 2.912 2.912 2.895 2.923
PP 2.876 2.876 2.876 2.882
S1 2.854 2.854 2.885 2.865
S2 2.818 2.818 2.879
S3 2.760 2.796 2.874
S4 2.702 2.738 2.858
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.157 3.111 2.876
R3 3.026 2.980 2.840
R2 2.895 2.895 2.828
R1 2.849 2.849 2.816 2.872
PP 2.764 2.764 2.764 2.775
S1 2.718 2.718 2.792 2.741
S2 2.633 2.633 2.780
S3 2.502 2.587 2.768
S4 2.371 2.456 2.732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.898 2.770 0.128 4.4% 0.041 1.4% 94% True False 9,876
10 2.898 2.650 0.248 8.6% 0.052 1.8% 97% True False 10,387
20 2.898 2.650 0.248 8.6% 0.053 1.8% 97% True False 9,644
40 2.898 2.650 0.248 8.6% 0.048 1.7% 97% True False 8,428
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 0.009
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.145
2.618 3.050
1.618 2.992
1.000 2.956
0.618 2.934
HIGH 2.898
0.618 2.876
0.500 2.869
0.382 2.862
LOW 2.840
0.618 2.804
1.000 2.782
1.618 2.746
2.618 2.688
4.250 2.594
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 2.883 2.880
PP 2.876 2.870
S1 2.869 2.860

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

View Archives - Comment on this page... - Back to Index of Symbols