NYMEX Natural Gas Future May 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 2.744 2.706 -0.038 -1.4% 2.771
High 2.769 2.706 -0.063 -2.3% 2.808
Low 2.690 2.650 -0.040 -1.5% 2.650
Close 2.719 2.687 -0.032 -1.2% 2.687
Range 0.079 0.056 -0.023 -29.1% 0.158
ATR 0.050 0.051 0.001 2.7% 0.000
Volume 8,297 12,391 4,094 49.3% 42,746
Daily Pivots for day following 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 2.849 2.824 2.718
R3 2.793 2.768 2.702
R2 2.737 2.737 2.697
R1 2.712 2.712 2.692 2.697
PP 2.681 2.681 2.681 2.673
S1 2.656 2.656 2.682 2.641
S2 2.625 2.625 2.677
S3 2.569 2.600 2.672
S4 2.513 2.544 2.656
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.189 3.096 2.774
R3 3.031 2.938 2.730
R2 2.873 2.873 2.716
R1 2.780 2.780 2.701 2.748
PP 2.715 2.715 2.715 2.699
S1 2.622 2.622 2.673 2.590
S2 2.557 2.557 2.658
S3 2.399 2.464 2.644
S4 2.241 2.306 2.600
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.808 2.650 0.158 5.9% 0.061 2.3% 23% False True 8,549
10 2.811 2.650 0.161 6.0% 0.054 2.0% 23% False True 9,568
20 2.832 2.650 0.182 6.8% 0.048 1.8% 20% False True 8,110
40 2.832 2.608 0.224 8.3% 0.045 1.7% 35% False False 7,971
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.944
2.618 2.853
1.618 2.797
1.000 2.762
0.618 2.741
HIGH 2.706
0.618 2.685
0.500 2.678
0.382 2.671
LOW 2.650
0.618 2.615
1.000 2.594
1.618 2.559
2.618 2.503
4.250 2.412
Fisher Pivots for day following 02-Oct-2020
Pivot 1 day 3 day
R1 2.684 2.710
PP 2.681 2.702
S1 2.678 2.695

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

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