NYMEX Natural Gas Future December 2020


Trading Metrics calculated at close of trading on 05-Oct-2020
Day Change Summary
Previous Current
02-Oct-2020 05-Oct-2020 Change Change % Previous Week
Open 3.022 2.989 -0.033 -1.1% 3.226
High 3.038 3.217 0.179 5.9% 3.287
Low 2.922 2.989 0.067 2.3% 2.922
Close 2.991 3.161 0.170 5.7% 2.991
Range 0.116 0.228 0.112 96.6% 0.365
ATR 0.113 0.121 0.008 7.2% 0.000
Volume 85,130 77,676 -7,454 -8.8% 353,050
Daily Pivots for day following 05-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.806 3.712 3.286
R3 3.578 3.484 3.224
R2 3.350 3.350 3.203
R1 3.256 3.256 3.182 3.303
PP 3.122 3.122 3.122 3.146
S1 3.028 3.028 3.140 3.075
S2 2.894 2.894 3.119
S3 2.666 2.800 3.098
S4 2.438 2.572 3.036
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 4.162 3.941 3.192
R3 3.797 3.576 3.091
R2 3.432 3.432 3.058
R1 3.211 3.211 3.024 3.139
PP 3.067 3.067 3.067 3.031
S1 2.846 2.846 2.958 2.774
S2 2.702 2.702 2.924
S3 2.337 2.481 2.891
S4 1.972 2.116 2.790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.267 2.922 0.345 10.9% 0.166 5.2% 69% False False 78,538
10 3.370 2.922 0.448 14.2% 0.146 4.6% 53% False False 66,586
20 3.370 2.922 0.448 14.2% 0.117 3.7% 53% False False 57,552
40 3.370 2.922 0.448 14.2% 0.099 3.1% 53% False False 45,103
60 3.370 2.657 0.713 22.6% 0.089 2.8% 71% False False 36,750
80 3.370 2.637 0.733 23.2% 0.080 2.5% 71% False False 32,026
100 3.370 2.637 0.733 23.2% 0.076 2.4% 71% False False 28,224
120 3.370 2.637 0.733 23.2% 0.075 2.4% 71% False False 25,341
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 156 trading days
Fibonacci Retracements and Extensions
4.250 4.186
2.618 3.814
1.618 3.586
1.000 3.445
0.618 3.358
HIGH 3.217
0.618 3.130
0.500 3.103
0.382 3.076
LOW 2.989
0.618 2.848
1.000 2.761
1.618 2.620
2.618 2.392
4.250 2.020
Fisher Pivots for day following 05-Oct-2020
Pivot 1 day 3 day
R1 3.142 3.131
PP 3.122 3.100
S1 3.103 3.070

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

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