NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 19-Oct-2020
Day Change Summary
Previous Current
16-Oct-2020 19-Oct-2020 Change Change % Previous Week
Open 2.917 2.906 -0.011 -0.4% 2.851
High 2.937 2.962 0.025 0.9% 2.937
Low 2.908 2.906 -0.002 -0.1% 2.845
Close 2.933 2.947 0.014 0.5% 2.933
Range 0.029 0.056 0.027 93.1% 0.092
ATR 0.045 0.046 0.001 1.7% 0.000
Volume 6,245 5,017 -1,228 -19.7% 24,076
Daily Pivots for day following 19-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.106 3.083 2.978
R3 3.050 3.027 2.962
R2 2.994 2.994 2.957
R1 2.971 2.971 2.952 2.983
PP 2.938 2.938 2.938 2.944
S1 2.915 2.915 2.942 2.927
S2 2.882 2.882 2.937
S3 2.826 2.859 2.932
S4 2.770 2.803 2.916
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.181 3.149 2.984
R3 3.089 3.057 2.958
R2 2.997 2.997 2.950
R1 2.965 2.965 2.941 2.981
PP 2.905 2.905 2.905 2.913
S1 2.873 2.873 2.925 2.889
S2 2.813 2.813 2.916
S3 2.721 2.781 2.908
S4 2.629 2.689 2.882
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.962 2.854 0.108 3.7% 0.040 1.4% 86% True False 4,550
10 2.962 2.749 0.213 7.2% 0.041 1.4% 93% True False 4,972
20 2.962 2.684 0.278 9.4% 0.048 1.6% 95% True False 5,322
40 2.962 2.684 0.278 9.4% 0.044 1.5% 95% True False 4,581
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 0.007
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3.200
2.618 3.109
1.618 3.053
1.000 3.018
0.618 2.997
HIGH 2.962
0.618 2.941
0.500 2.934
0.382 2.927
LOW 2.906
0.618 2.871
1.000 2.850
1.618 2.815
2.618 2.759
4.250 2.668
Fisher Pivots for day following 19-Oct-2020
Pivot 1 day 3 day
R1 2.943 2.939
PP 2.938 2.930
S1 2.934 2.922

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

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