NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 13-Oct-2020
Day Change Summary
Previous Current
12-Oct-2020 13-Oct-2020 Change Change % Previous Week
Open 3.420 3.363 -0.057 -1.7% 3.147
High 3.450 3.395 -0.055 -1.6% 3.398
Low 3.349 3.324 -0.025 -0.7% 3.138
Close 3.401 3.379 -0.022 -0.6% 3.347
Range 0.101 0.071 -0.030 -29.7% 0.260
ATR 0.112 0.110 -0.003 -2.2% 0.000
Volume 92,178 91,098 -1,080 -1.2% 389,822
Daily Pivots for day following 13-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.579 3.550 3.418
R3 3.508 3.479 3.399
R2 3.437 3.437 3.392
R1 3.408 3.408 3.386 3.423
PP 3.366 3.366 3.366 3.373
S1 3.337 3.337 3.372 3.352
S2 3.295 3.295 3.366
S3 3.224 3.266 3.359
S4 3.153 3.195 3.340
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 3.450 3.219 0.231 6.8% 0.101 3.0% 69% False False 95,959
10 3.450 3.079 0.371 11.0% 0.121 3.6% 81% False False 71,631
20 3.479 3.079 0.400 11.8% 0.119 3.5% 75% False False 57,559
40 3.479 3.079 0.400 11.8% 0.097 2.9% 75% False False 45,030
60 3.479 2.797 0.682 20.2% 0.088 2.6% 85% False False 38,010
80 3.479 2.778 0.701 20.7% 0.080 2.4% 86% False False 34,445
100 3.479 2.778 0.701 20.7% 0.074 2.2% 86% False False 30,803
120 3.479 2.778 0.701 20.7% 0.072 2.1% 86% False False 28,603
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.025
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 3.697
2.618 3.581
1.618 3.510
1.000 3.466
0.618 3.439
HIGH 3.395
0.618 3.368
0.500 3.360
0.382 3.351
LOW 3.324
0.618 3.280
1.000 3.253
1.618 3.209
2.618 3.138
4.250 3.022
Fisher Pivots for day following 13-Oct-2020
Pivot 1 day 3 day
R1 3.373 3.375
PP 3.366 3.370
S1 3.360 3.366

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

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