NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 06-Oct-2020

Day Change Summary
	Previous	Current
	05-Oct-2020	06-Oct-2020	Change	Change %	Previous Week
Open	2.723	2.792	0.069	2.5%	2.821
High	2.826	2.828	0.002	0.1%	2.864
Low	2.718	2.768	0.050	1.8%	2.681
Close	2.801	2.770	-0.031	-1.1%	2.725
Range	0.108	0.060	-0.048	-44.4%	0.183
ATR	0.062	0.062	0.000	-0.2%	0.000
Volume	24,846	18,310	-6,536	-26.3%	114,351

Daily Pivots for day following 06-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.969	2.929	2.803
R3	2.909	2.869	2.787
R2	2.849	2.849	2.781
R1	2.809	2.809	2.776	2.799
PP	2.789	2.789	2.789	2.784
S1	2.749	2.749	2.765	2.739
S2	2.729	2.729	2.759
S3	2.669	2.689	2.754
S4	2.609	2.629	2.737

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	2.828	2.681	0.147	5.3%	0.077	2.8%	61%	True	False	22,028
10	2.874	2.681	0.193	7.0%	0.072	2.6%	46%	False	False	22,940
20	2.874	2.681	0.193	7.0%	0.059	2.1%	46%	False	False	18,773
40	2.875	2.647	0.228	8.2%	0.052	1.9%	54%	False	False	16,321
60	2.875	2.425	0.450	16.2%	0.049	1.8%	77%	False	False	14,649

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.083
2.618	2.985
1.618	2.925
1.000	2.888
0.618	2.865
HIGH	2.828
0.618	2.805
0.500	2.798
0.382	2.791
LOW	2.768
0.618	2.731
1.000	2.708
1.618	2.671
2.618	2.611
4.250	2.513

Fisher Pivots for day following 06-Oct-2020
Pivot	1 day	3 day
R1	2.798	2.765
PP	2.789	2.760
S1	2.779	2.755

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