NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 21-Oct-2020
Day Change Summary
Previous Current
20-Oct-2020 21-Oct-2020 Change Change % Previous Week
Open 2.918 2.928 0.010 0.3% 2.832
High 2.954 2.965 0.011 0.4% 2.911
Low 2.912 2.928 0.016 0.5% 2.818
Close 2.926 2.953 0.027 0.9% 2.906
Range 0.042 0.037 -0.005 -11.9% 0.093
ATR 0.050 0.049 -0.001 -1.5% 0.000
Volume 6,837 10,820 3,983 58.3% 46,310
Daily Pivots for day following 21-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.060 3.043 2.973
R3 3.023 3.006 2.963
R2 2.986 2.986 2.960
R1 2.969 2.969 2.956 2.978
PP 2.949 2.949 2.949 2.953
S1 2.932 2.932 2.950 2.941
S2 2.912 2.912 2.946
S3 2.875 2.895 2.943
S4 2.838 2.858 2.933
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.157 3.125 2.957
R3 3.064 3.032 2.932
R2 2.971 2.971 2.923
R1 2.939 2.939 2.915 2.955
PP 2.878 2.878 2.878 2.887
S1 2.846 2.846 2.897 2.862
S2 2.785 2.785 2.889
S3 2.692 2.753 2.880
S4 2.599 2.660 2.855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.965 2.840 0.125 4.2% 0.044 1.5% 90% True False 8,062
10 2.965 2.723 0.242 8.2% 0.042 1.4% 95% True False 9,382
20 2.965 2.650 0.315 10.7% 0.051 1.7% 96% True False 9,511
40 2.965 2.650 0.315 10.7% 0.048 1.6% 96% True False 8,706
60 2.965 2.520 0.445 15.1% 0.046 1.5% 97% True False 8,354
Crabel Price Patterns
NR True
NR4 False
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 0.009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.122
2.618 3.062
1.618 3.025
1.000 3.002
0.618 2.988
HIGH 2.965
0.618 2.951
0.500 2.947
0.382 2.942
LOW 2.928
0.618 2.905
1.000 2.891
1.618 2.868
2.618 2.831
4.250 2.771
Fisher Pivots for day following 21-Oct-2020
Pivot 1 day 3 day
R1 2.951 2.943
PP 2.949 2.933
S1 2.947 2.923

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

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