NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 19-Oct-2020
Day Change Summary
Previous Current
16-Oct-2020 19-Oct-2020 Change Change % Previous Week
Open 3.396 3.359 -0.037 -1.1% 3.420
High 3.446 3.437 -0.009 -0.3% 3.450
Low 3.375 3.348 -0.027 -0.8% 3.274
Close 3.405 3.414 0.009 0.3% 3.405
Range 0.071 0.089 0.018 25.4% 0.176
ATR 0.105 0.104 -0.001 -1.1% 0.000
Volume 49,301 44,713 -4,588 -9.3% 333,849
Daily Pivots for day following 19-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.667 3.629 3.463
R3 3.578 3.540 3.438
R2 3.489 3.489 3.430
R1 3.451 3.451 3.422 3.470
PP 3.400 3.400 3.400 3.409
S1 3.362 3.362 3.406 3.381
S2 3.311 3.311 3.398
S3 3.222 3.273 3.390
S4 3.133 3.184 3.365
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 3.446 3.274 0.172 5.0% 0.079 2.3% 81% False False 57,276
10 3.450 3.219 0.231 6.8% 0.095 2.8% 84% False False 71,634
20 3.479 3.079 0.400 11.7% 0.115 3.4% 84% False False 59,290
40 3.479 3.079 0.400 11.7% 0.099 2.9% 84% False False 47,740
60 3.479 2.865 0.614 18.0% 0.090 2.6% 89% False False 40,209
80 3.479 2.783 0.696 20.4% 0.081 2.4% 91% False False 35,799
100 3.479 2.778 0.701 20.5% 0.075 2.2% 91% False False 32,245
120 3.479 2.778 0.701 20.5% 0.073 2.1% 91% False False 29,820
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.815
2.618 3.670
1.618 3.581
1.000 3.526
0.618 3.492
HIGH 3.437
0.618 3.403
0.500 3.393
0.382 3.382
LOW 3.348
0.618 3.293
1.000 3.259
1.618 3.204
2.618 3.115
4.250 2.970
Fisher Pivots for day following 19-Oct-2020
Pivot 1 day 3 day
R1 3.407 3.408
PP 3.400 3.403
S1 3.393 3.397

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

View Archives - Comment on this page... - Back to Index of Symbols