NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 12-Oct-2020
Day Change Summary
Previous Current
09-Oct-2020 12-Oct-2020 Change Change % Previous Week
Open 2.775 2.832 0.057 2.1% 2.680
High 2.809 2.845 0.036 1.3% 2.809
Low 2.770 2.818 0.048 1.7% 2.678
Close 2.804 2.841 0.037 1.3% 2.804
Range 0.039 0.027 -0.012 -30.8% 0.131
ATR 0.053 0.053 -0.001 -1.7% 0.000
Volume 13,129 12,920 -209 -1.6% 55,230
Daily Pivots for day following 12-Oct-2020
Classic Woodie Camarilla DeMark
R4 2.916 2.905 2.856
R3 2.889 2.878 2.848
R2 2.862 2.862 2.846
R1 2.851 2.851 2.843 2.857
PP 2.835 2.835 2.835 2.837
S1 2.824 2.824 2.839 2.830
S2 2.808 2.808 2.836
S3 2.781 2.797 2.834
S4 2.754 2.770 2.826
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.157 3.111 2.876
R3 3.026 2.980 2.840
R2 2.895 2.895 2.828
R1 2.849 2.849 2.816 2.872
PP 2.764 2.764 2.764 2.775
S1 2.718 2.718 2.792 2.741
S2 2.633 2.633 2.780
S3 2.502 2.587 2.768
S4 2.371 2.456 2.732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.845 2.719 0.126 4.4% 0.046 1.6% 97% True False 11,037
10 2.845 2.650 0.195 6.9% 0.058 2.0% 98% True False 10,296
20 2.845 2.650 0.195 6.9% 0.053 1.9% 98% True False 9,598
40 2.845 2.650 0.195 6.9% 0.047 1.7% 98% True False 8,308
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 26 trading days
Fibonacci Retracements and Extensions
4.250 2.960
2.618 2.916
1.618 2.889
1.000 2.872
0.618 2.862
HIGH 2.845
0.618 2.835
0.500 2.832
0.382 2.828
LOW 2.818
0.618 2.801
1.000 2.791
1.618 2.774
2.618 2.747
4.250 2.703
Fisher Pivots for day following 12-Oct-2020
Pivot 1 day 3 day
R1 2.838 2.822
PP 2.835 2.803
S1 2.832 2.784

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

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