NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 08-Oct-2020
Day Change Summary
Previous Current
07-Oct-2020 08-Oct-2020 Change Change % Previous Week
Open 2.719 2.741 0.022 0.8% 2.771
High 2.776 2.777 0.001 0.0% 2.808
Low 2.719 2.723 0.004 0.1% 2.650
Close 2.752 2.777 0.025 0.9% 2.687
Range 0.057 0.054 -0.003 -5.3% 0.158
ATR 0.055 0.055 0.000 -0.1% 0.000
Volume 10,157 9,549 -608 -6.0% 42,746
Daily Pivots for day following 08-Oct-2020
Classic Woodie Camarilla DeMark
R4 2.921 2.903 2.807
R3 2.867 2.849 2.792
R2 2.813 2.813 2.787
R1 2.795 2.795 2.782 2.804
PP 2.759 2.759 2.759 2.764
S1 2.741 2.741 2.772 2.750
S2 2.705 2.705 2.767
S3 2.651 2.687 2.762
S4 2.597 2.633 2.747
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 2.777 2.650 0.127 4.6% 0.063 2.3% 100% True False 10,898
10 2.811 2.650 0.161 5.8% 0.061 2.2% 79% False False 9,366
20 2.821 2.650 0.171 6.2% 0.053 1.9% 74% False False 8,932
40 2.832 2.629 0.203 7.3% 0.048 1.7% 73% False False 8,317
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 3.007
2.618 2.918
1.618 2.864
1.000 2.831
0.618 2.810
HIGH 2.777
0.618 2.756
0.500 2.750
0.382 2.744
LOW 2.723
0.618 2.690
1.000 2.669
1.618 2.636
2.618 2.582
4.250 2.494
Fisher Pivots for day following 08-Oct-2020
Pivot 1 day 3 day
R1 2.768 2.767
PP 2.759 2.758
S1 2.750 2.748

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

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