NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 02-Oct-2020
Day Change Summary
Previous Current
01-Oct-2020 02-Oct-2020 Change Change % Previous Week
Open 3.110 3.019 -0.091 -2.9% 3.172
High 3.145 3.023 -0.122 -3.9% 3.218
Low 3.009 2.935 -0.074 -2.5% 2.935
Close 3.049 2.993 -0.056 -1.8% 2.993
Range 0.136 0.088 -0.048 -35.3% 0.283
ATR 0.088 0.090 0.002 2.1% 0.000
Volume 32,326 40,202 7,876 24.4% 162,006
Daily Pivots for day following 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.248 3.208 3.041
R3 3.160 3.120 3.017
R2 3.072 3.072 3.009
R1 3.032 3.032 3.001 3.008
PP 2.984 2.984 2.984 2.972
S1 2.944 2.944 2.985 2.920
S2 2.896 2.896 2.977
S3 2.808 2.856 2.969
S4 2.720 2.768 2.945
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.898 3.728 3.149
R3 3.615 3.445 3.071
R2 3.332 3.332 3.045
R1 3.162 3.162 3.019 3.106
PP 3.049 3.049 3.049 3.020
S1 2.879 2.879 2.967 2.823
S2 2.766 2.766 2.941
S3 2.483 2.596 2.915
S4 2.200 2.313 2.837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.218 2.935 0.283 9.5% 0.108 3.6% 20% False True 32,401
10 3.261 2.935 0.326 10.9% 0.103 3.4% 18% False True 28,669
20 3.261 2.935 0.326 10.9% 0.088 2.9% 18% False True 25,256
40 3.261 2.896 0.365 12.2% 0.075 2.5% 27% False False 21,593
60 3.261 2.660 0.601 20.1% 0.068 2.3% 55% False False 18,316
80 3.261 2.653 0.608 20.3% 0.063 2.1% 56% False False 16,422
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.397
2.618 3.253
1.618 3.165
1.000 3.111
0.618 3.077
HIGH 3.023
0.618 2.989
0.500 2.979
0.382 2.969
LOW 2.935
0.618 2.881
1.000 2.847
1.618 2.793
2.618 2.705
4.250 2.561
Fisher Pivots for day following 02-Oct-2020
Pivot 1 day 3 day
R1 2.988 3.040
PP 2.984 3.024
S1 2.979 3.009

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

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