NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 02-Oct-2020

Day Change Summary
	Previous	Current
	01-Oct-2020	02-Oct-2020	Change	Change %	Previous Week
Open	2.795	2.739	-0.056	-2.0%	2.821
High	2.819	2.746	-0.073	-2.6%	2.864
Low	2.729	2.681	-0.048	-1.8%	2.681
Close	2.761	2.725	-0.036	-1.3%	2.725
Range	0.090	0.065	-0.025	-27.8%	0.183
ATR	0.057	0.058	0.002	3.0%	0.000
Volume	23,713	29,574	5,861	24.7%	114,351

Daily Pivots for day following 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.912	2.884	2.761
R3	2.847	2.819	2.743
R2	2.782	2.782	2.737
R1	2.754	2.754	2.731	2.736
PP	2.717	2.717	2.717	2.708
S1	2.689	2.689	2.719	2.671
S2	2.652	2.652	2.713
S3	2.587	2.624	2.707
S4	2.522	2.559	2.689

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.306	3.198	2.826
R3	3.123	3.015	2.775
R2	2.940	2.940	2.759
R1	2.832	2.832	2.742	2.795
PP	2.757	2.757	2.757	2.738
S1	2.649	2.649	2.708	2.612
S2	2.574	2.574	2.691
S3	2.391	2.466	2.675
S4	2.208	2.283	2.624

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.864	2.681	0.183	6.7%	0.071	2.6%	24%	False	True	22,870
10	2.874	2.681	0.193	7.1%	0.064	2.3%	23%	False	True	22,288
20	2.875	2.681	0.194	7.1%	0.055	2.0%	23%	False	True	17,729
40	2.875	2.640	0.235	8.6%	0.050	1.8%	36%	False	False	15,867
60	2.875	2.425	0.450	16.5%	0.047	1.7%	67%	False	False	14,179

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	0.013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.022
2.618	2.916
1.618	2.851
1.000	2.811
0.618	2.786
HIGH	2.746
0.618	2.721
0.500	2.714
0.382	2.706
LOW	2.681
0.618	2.641
1.000	2.616
1.618	2.576
2.618	2.511
4.250	2.405

Fisher Pivots for day following 02-Oct-2020
Pivot	1 day	3 day
R1	2.721	2.750
PP	2.717	2.742
S1	2.714	2.733

Download as Excel Spreadsheet

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

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