NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 14-Oct-2020

Day Change Summary
	Previous	Current
	13-Oct-2020	14-Oct-2020	Change	Change %	Previous Week
Open	3.210	3.193	-0.017	-0.5%	2.993
High	3.237	3.209	-0.028	-0.9%	3.216
Low	3.172	3.130	-0.042	-1.3%	2.987
Close	3.224	3.181	-0.043	-1.3%	3.192
Range	0.065	0.079	0.014	21.5%	0.229
ATR	0.092	0.092	0.000	0.1%	0.000
Volume	45,463	35,572	-9,891	-21.8%	195,647

Daily Pivots for day following 14-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.410	3.375	3.224
R3	3.331	3.296	3.203
R2	3.252	3.252	3.195
R1	3.217	3.217	3.188	3.195
PP	3.173	3.173	3.173	3.163
S1	3.138	3.138	3.174	3.116
S2	3.094	3.094	3.167
S3	3.015	3.059	3.159
S4	2.936	2.980	3.138

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.819	3.734	3.318
R3	3.590	3.505	3.255
R2	3.361	3.361	3.234
R1	3.276	3.276	3.213	3.319
PP	3.132	3.132	3.132	3.153
S1	3.047	3.047	3.171	3.090
S2	2.903	2.903	3.150
S3	2.674	2.818	3.129
S4	2.445	2.589	3.066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.271	3.072	0.199	6.3%	0.078	2.4%	55%	False	False	45,017
10	3.271	2.935	0.336	10.6%	0.100	3.1%	73%	False	False	39,859
20	3.271	2.935	0.336	10.6%	0.100	3.1%	73%	False	False	33,204
40	3.271	2.935	0.336	10.6%	0.082	2.6%	73%	False	False	26,653
60	3.271	2.674	0.597	18.8%	0.075	2.4%	85%	False	False	22,484
80	3.271	2.653	0.618	19.4%	0.068	2.1%	85%	False	False	19,617

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.545
2.618	3.416
1.618	3.337
1.000	3.288
0.618	3.258
HIGH	3.209
0.618	3.179
0.500	3.170
0.382	3.160
LOW	3.130
0.618	3.081
1.000	3.051
1.618	3.002
2.618	2.923
4.250	2.794

Fisher Pivots for day following 14-Oct-2020
Pivot	1 day	3 day
R1	3.177	3.201
PP	3.173	3.194
S1	3.170	3.188

Download as Excel Spreadsheet

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

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