NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 16-Oct-2020
Day Change Summary
Previous Current
15-Oct-2020 16-Oct-2020 Change Change % Previous Week
Open 3.353 3.396 0.043 1.3% 3.420
High 3.424 3.446 0.022 0.6% 3.450
Low 3.350 3.375 0.025 0.7% 3.274
Close 3.396 3.405 0.009 0.3% 3.405
Range 0.074 0.071 -0.003 -4.1% 0.176
ATR 0.108 0.105 -0.003 -2.4% 0.000
Volume 45,110 49,301 4,191 9.3% 333,849
Daily Pivots for day following 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.622 3.584 3.444
R3 3.551 3.513 3.425
R2 3.480 3.480 3.418
R1 3.442 3.442 3.412 3.461
PP 3.409 3.409 3.409 3.418
S1 3.371 3.371 3.398 3.390
S2 3.338 3.338 3.392
S3 3.267 3.300 3.385
S4 3.196 3.229 3.366
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.904 3.831 3.502
R3 3.728 3.655 3.453
R2 3.552 3.552 3.437
R1 3.479 3.479 3.421 3.428
PP 3.376 3.376 3.376 3.351
S1 3.303 3.303 3.389 3.252
S2 3.200 3.200 3.373
S3 3.024 3.127 3.357
S4 2.848 2.951 3.308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.450 3.274 0.176 5.2% 0.082 2.4% 74% False False 66,769
10 3.450 3.138 0.312 9.2% 0.107 3.1% 86% False False 72,367
20 3.479 3.079 0.400 11.7% 0.116 3.4% 82% False False 59,282
40 3.479 3.079 0.400 11.7% 0.099 2.9% 82% False False 47,264
60 3.479 2.835 0.644 18.9% 0.090 2.6% 89% False False 39,725
80 3.479 2.778 0.701 20.6% 0.081 2.4% 89% False False 35,603
100 3.479 2.778 0.701 20.6% 0.074 2.2% 89% False False 31,957
120 3.479 2.778 0.701 20.6% 0.073 2.1% 89% False False 29,542
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.748
2.618 3.632
1.618 3.561
1.000 3.517
0.618 3.490
HIGH 3.446
0.618 3.419
0.500 3.411
0.382 3.402
LOW 3.375
0.618 3.331
1.000 3.304
1.618 3.260
2.618 3.189
4.250 3.073
Fisher Pivots for day following 16-Oct-2020
Pivot 1 day 3 day
R1 3.411 3.390
PP 3.409 3.375
S1 3.407 3.360

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

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