NYMEX Natural Gas Future July 2021


Trading Metrics calculated at close of trading on 16-Oct-2020
Day Change Summary
Previous Current
15-Oct-2020 16-Oct-2020 Change Change % Previous Week
Open 2.919 2.953 0.034 1.2% 2.890
High 2.961 2.973 0.012 0.4% 2.973
Low 2.919 2.948 0.029 1.0% 2.881
Close 2.957 2.970 0.013 0.4% 2.970
Range 0.042 0.025 -0.017 -40.5% 0.092
ATR 0.045 0.044 -0.001 -3.2% 0.000
Volume 3,689 5,414 1,725 46.8% 26,143
Daily Pivots for day following 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.039 3.029 2.984
R3 3.014 3.004 2.977
R2 2.989 2.989 2.975
R1 2.979 2.979 2.972 2.984
PP 2.964 2.964 2.964 2.966
S1 2.954 2.954 2.968 2.959
S2 2.939 2.939 2.965
S3 2.914 2.929 2.963
S4 2.889 2.904 2.956
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.217 3.186 3.021
R3 3.125 3.094 2.995
R2 3.033 3.033 2.987
R1 3.002 3.002 2.978 3.018
PP 2.941 2.941 2.941 2.949
S1 2.910 2.910 2.962 2.926
S2 2.849 2.849 2.953
S3 2.757 2.818 2.945
S4 2.665 2.726 2.919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.973 2.881 0.092 3.1% 0.033 1.1% 97% True False 5,228
10 2.973 2.744 0.229 7.7% 0.042 1.4% 99% True False 5,521
20 2.973 2.725 0.248 8.4% 0.044 1.5% 99% True False 4,780
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.006
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 3.079
2.618 3.038
1.618 3.013
1.000 2.998
0.618 2.988
HIGH 2.973
0.618 2.963
0.500 2.961
0.382 2.958
LOW 2.948
0.618 2.933
1.000 2.923
1.618 2.908
2.618 2.883
4.250 2.842
Fisher Pivots for day following 16-Oct-2020
Pivot 1 day 3 day
R1 2.967 2.958
PP 2.964 2.947
S1 2.961 2.935

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

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