NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 29-Oct-2020
Day Change Summary
Previous Current
28-Oct-2020 29-Oct-2020 Change Change % Previous Week
Open 3.418 3.396 -0.022 -0.6% 3.359
High 3.435 3.459 0.024 0.7% 3.485
Low 3.379 3.276 -0.103 -3.0% 3.294
Close 3.411 3.417 0.006 0.2% 3.322
Range 0.056 0.183 0.127 226.8% 0.191
ATR 0.104 0.109 0.006 5.5% 0.000
Volume 34,465 67,131 32,666 94.8% 195,305
Daily Pivots for day following 29-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.933 3.858 3.518
R3 3.750 3.675 3.467
R2 3.567 3.567 3.451
R1 3.492 3.492 3.434 3.530
PP 3.384 3.384 3.384 3.403
S1 3.309 3.309 3.400 3.347
S2 3.201 3.201 3.383
S3 3.018 3.126 3.367
S4 2.835 2.943 3.316
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.940 3.822 3.427
R3 3.749 3.631 3.375
R2 3.558 3.558 3.357
R1 3.440 3.440 3.340 3.404
PP 3.367 3.367 3.367 3.349
S1 3.249 3.249 3.304 3.213
S2 3.176 3.176 3.287
S3 2.985 3.058 3.269
S4 2.794 2.867 3.217
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.459 3.276 0.183 5.4% 0.123 3.6% 77% True True 44,276
10 3.485 3.276 0.209 6.1% 0.106 3.1% 67% False True 43,193
20 3.485 3.079 0.406 11.9% 0.108 3.2% 83% False False 58,040
40 3.485 3.079 0.406 11.9% 0.104 3.1% 83% False False 48,985
60 3.485 3.054 0.431 12.6% 0.095 2.8% 84% False False 42,234
80 3.485 2.785 0.700 20.5% 0.087 2.5% 90% False False 37,244
100 3.485 2.778 0.707 20.7% 0.080 2.4% 90% False False 34,121
120 3.485 2.778 0.707 20.7% 0.076 2.2% 90% False False 31,497
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 4.237
2.618 3.938
1.618 3.755
1.000 3.642
0.618 3.572
HIGH 3.459
0.618 3.389
0.500 3.368
0.382 3.346
LOW 3.276
0.618 3.163
1.000 3.093
1.618 2.980
2.618 2.797
4.250 2.498
Fisher Pivots for day following 29-Oct-2020
Pivot 1 day 3 day
R1 3.401 3.401
PP 3.384 3.384
S1 3.368 3.368

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

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