NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 07-Oct-2020

Day Change Summary
	Previous	Current
	06-Oct-2020	07-Oct-2020	Change	Change %	Previous Week
Open	2.792	2.765	-0.027	-1.0%	2.821
High	2.828	2.831	0.003	0.1%	2.864
Low	2.768	2.764	-0.004	-0.1%	2.681
Close	2.770	2.804	0.034	1.2%	2.725
Range	0.060	0.067	0.007	11.7%	0.183
ATR	0.062	0.062	0.000	0.6%	0.000
Volume	18,310	24,380	6,070	33.2%	114,351

Daily Pivots for day following 07-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.001	2.969	2.841
R3	2.934	2.902	2.822
R2	2.867	2.867	2.816
R1	2.835	2.835	2.810	2.851
PP	2.800	2.800	2.800	2.808
S1	2.768	2.768	2.798	2.784
S2	2.733	2.733	2.792
S3	2.666	2.701	2.786
S4	2.599	2.634	2.767

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	2.831	2.681	0.150	5.3%	0.078	2.8%	82%	True	False	24,164
10	2.874	2.681	0.193	6.9%	0.069	2.5%	64%	False	False	22,605
20	2.874	2.681	0.193	6.9%	0.060	2.1%	64%	False	False	19,247
40	2.875	2.647	0.228	8.1%	0.053	1.9%	69%	False	False	16,740
60	2.875	2.425	0.450	16.0%	0.049	1.8%	84%	False	False	14,950

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.116
2.618	3.006
1.618	2.939
1.000	2.898
0.618	2.872
HIGH	2.831
0.618	2.805
0.500	2.798
0.382	2.790
LOW	2.764
0.618	2.723
1.000	2.697
1.618	2.656
2.618	2.589
4.250	2.479

Fisher Pivots for day following 07-Oct-2020
Pivot	1 day	3 day
R1	2.802	2.794
PP	2.800	2.784
S1	2.798	2.775

Download as Excel Spreadsheet

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

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