NYMEX Natural Gas Future December 2020


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 3.082 3.133 0.051 1.7% 3.116
High 3.166 3.176 0.010 0.3% 3.370
Low 3.039 3.015 -0.024 -0.8% 3.074
Close 3.117 3.062 -0.055 -1.8% 3.277
Range 0.127 0.161 0.034 26.8% 0.296
ATR 0.107 0.111 0.004 3.6% 0.000
Volume 66,099 91,070 24,971 37.8% 305,542
Daily Pivots for day following 01-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.567 3.476 3.151
R3 3.406 3.315 3.106
R2 3.245 3.245 3.092
R1 3.154 3.154 3.077 3.119
PP 3.084 3.084 3.084 3.067
S1 2.993 2.993 3.047 2.958
S2 2.923 2.923 3.032
S3 2.762 2.832 3.018
S4 2.601 2.671 2.973
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 4.128 3.999 3.440
R3 3.832 3.703 3.358
R2 3.536 3.536 3.331
R1 3.407 3.407 3.304 3.472
PP 3.240 3.240 3.240 3.273
S1 3.111 3.111 3.250 3.176
S2 2.944 2.944 3.223
S3 2.648 2.815 3.196
S4 2.352 2.519 3.114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.370 3.015 0.355 11.6% 0.135 4.4% 13% False True 64,252
10 3.370 3.015 0.355 11.6% 0.137 4.5% 13% False True 62,984
20 3.370 3.015 0.355 11.6% 0.107 3.5% 13% False True 53,599
40 3.370 2.944 0.426 13.9% 0.095 3.1% 28% False False 42,323
60 3.370 2.657 0.713 23.3% 0.085 2.8% 57% False False 34,873
80 3.370 2.637 0.733 23.9% 0.078 2.6% 58% False False 30,389
100 3.370 2.637 0.733 23.9% 0.074 2.4% 58% False False 26,896
120 3.370 2.637 0.733 23.9% 0.073 2.4% 58% False False 24,097
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.860
2.618 3.597
1.618 3.436
1.000 3.337
0.618 3.275
HIGH 3.176
0.618 3.114
0.500 3.096
0.382 3.077
LOW 3.015
0.618 2.916
1.000 2.854
1.618 2.755
2.618 2.594
4.250 2.331
Fisher Pivots for day following 01-Oct-2020
Pivot 1 day 3 day
R1 3.096 3.141
PP 3.084 3.115
S1 3.073 3.088

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

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