NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 20-Oct-2020
Day Change Summary
Previous Current
19-Oct-2020 20-Oct-2020 Change Change % Previous Week
Open 2.906 2.949 0.043 1.5% 2.851
High 2.962 2.980 0.018 0.6% 2.937
Low 2.906 2.940 0.034 1.2% 2.845
Close 2.947 2.956 0.009 0.3% 2.933
Range 0.056 0.040 -0.016 -28.6% 0.092
ATR 0.046 0.046 0.000 -1.0% 0.000
Volume 5,017 6,689 1,672 33.3% 24,076
Daily Pivots for day following 20-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.079 3.057 2.978
R3 3.039 3.017 2.967
R2 2.999 2.999 2.963
R1 2.977 2.977 2.960 2.988
PP 2.959 2.959 2.959 2.964
S1 2.937 2.937 2.952 2.948
S2 2.919 2.919 2.949
S3 2.879 2.897 2.945
S4 2.839 2.857 2.934
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 2.980 2.854 0.126 4.3% 0.042 1.4% 81% True False 5,034
10 2.980 2.749 0.231 7.8% 0.040 1.4% 90% True False 5,091
20 2.980 2.684 0.296 10.0% 0.048 1.6% 92% True False 5,406
40 2.980 2.684 0.296 10.0% 0.044 1.5% 92% True False 4,694
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 0.007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.150
2.618 3.085
1.618 3.045
1.000 3.020
0.618 3.005
HIGH 2.980
0.618 2.965
0.500 2.960
0.382 2.955
LOW 2.940
0.618 2.915
1.000 2.900
1.618 2.875
2.618 2.835
4.250 2.770
Fisher Pivots for day following 20-Oct-2020
Pivot 1 day 3 day
R1 2.960 2.952
PP 2.959 2.947
S1 2.957 2.943

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

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