NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 09-Oct-2020
Day Change Summary
Previous Current
08-Oct-2020 09-Oct-2020 Change Change % Previous Week
Open 3.251 3.281 0.030 0.9% 3.147
High 3.304 3.398 0.094 2.8% 3.398
Low 3.225 3.281 0.056 1.7% 3.138
Close 3.299 3.347 0.048 1.5% 3.347
Range 0.079 0.117 0.038 48.1% 0.260
ATR 0.112 0.113 0.000 0.3% 0.000
Volume 95,837 101,324 5,487 5.7% 389,822
Daily Pivots for day following 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.693 3.637 3.411
R3 3.576 3.520 3.379
R2 3.459 3.459 3.368
R1 3.403 3.403 3.358 3.431
PP 3.342 3.342 3.342 3.356
S1 3.286 3.286 3.336 3.314
S2 3.225 3.225 3.326
S3 3.108 3.169 3.315
S4 2.991 3.052 3.283
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 4.074 3.971 3.490
R3 3.814 3.711 3.419
R2 3.554 3.554 3.395
R1 3.451 3.451 3.371 3.503
PP 3.294 3.294 3.294 3.320
S1 3.191 3.191 3.323 3.243
S2 3.034 3.034 3.299
S3 2.774 2.931 3.276
S4 2.514 2.671 3.204
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.398 3.138 0.260 7.8% 0.132 3.9% 80% True False 77,964
10 3.408 3.079 0.329 9.8% 0.129 3.9% 81% False False 61,815
20 3.479 3.079 0.400 12.0% 0.117 3.5% 67% False False 51,297
40 3.479 3.079 0.400 12.0% 0.096 2.9% 67% False False 41,803
60 3.479 2.785 0.694 20.7% 0.088 2.6% 81% False False 35,543
80 3.479 2.778 0.701 20.9% 0.078 2.3% 81% False False 32,521
100 3.479 2.778 0.701 20.9% 0.073 2.2% 81% False False 29,400
120 3.479 2.778 0.701 20.9% 0.072 2.2% 81% False False 27,320
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.895
2.618 3.704
1.618 3.587
1.000 3.515
0.618 3.470
HIGH 3.398
0.618 3.353
0.500 3.340
0.382 3.326
LOW 3.281
0.618 3.209
1.000 3.164
1.618 3.092
2.618 2.975
4.250 2.784
Fisher Pivots for day following 09-Oct-2020
Pivot 1 day 3 day
R1 3.345 3.334
PP 3.342 3.321
S1 3.340 3.309

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

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