NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 01-Oct-2020

Day Change Summary
	Previous	Current
	30-Sep-2020	01-Oct-2020	Change	Change %	Previous Week
Open	2.773	2.795	0.022	0.8%	2.779
High	2.814	2.819	0.005	0.2%	2.874
Low	2.753	2.729	-0.024	-0.9%	2.752
Close	2.794	2.761	-0.033	-1.2%	2.834
Range	0.061	0.090	0.029	47.5%	0.122
ATR	0.054	0.057	0.003	4.8%	0.000
Volume	13,699	23,713	10,014	73.1%	108,533

Daily Pivots for day following 01-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.040	2.990	2.811
R3	2.950	2.900	2.786
R2	2.860	2.860	2.778
R1	2.810	2.810	2.769	2.790
PP	2.770	2.770	2.770	2.760
S1	2.720	2.720	2.753	2.700
S2	2.680	2.680	2.745
S3	2.590	2.630	2.736
S4	2.500	2.540	2.712

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.186	3.132	2.901
R3	3.064	3.010	2.868
R2	2.942	2.942	2.856
R1	2.888	2.888	2.845	2.915
PP	2.820	2.820	2.820	2.834
S1	2.766	2.766	2.823	2.793
S2	2.698	2.698	2.812
S3	2.576	2.644	2.800
S4	2.454	2.522	2.767

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.874	2.729	0.145	5.3%	0.068	2.5%	22%	False	True	21,068
10	2.874	2.729	0.145	5.3%	0.063	2.3%	22%	False	True	20,697
20	2.875	2.729	0.146	5.3%	0.053	1.9%	22%	False	True	16,680
40	2.875	2.640	0.235	8.5%	0.050	1.8%	51%	False	False	15,556
60	2.875	2.425	0.450	16.3%	0.046	1.7%	75%	False	False	13,800

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.202
2.618	3.055
1.618	2.965
1.000	2.909
0.618	2.875
HIGH	2.819
0.618	2.785
0.500	2.774
0.382	2.763
LOW	2.729
0.618	2.673
1.000	2.639
1.618	2.583
2.618	2.493
4.250	2.347

Fisher Pivots for day following 01-Oct-2020
Pivot	1 day	3 day
R1	2.774	2.792
PP	2.770	2.782
S1	2.765	2.771

Download as Excel Spreadsheet

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

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