NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 13-Oct-2020
Day Change Summary
Previous Current
12-Oct-2020 13-Oct-2020 Change Change % Previous Week
Open 2.832 2.835 0.003 0.1% 2.680
High 2.845 2.858 0.013 0.5% 2.809
Low 2.818 2.824 0.006 0.2% 2.678
Close 2.841 2.855 0.014 0.5% 2.804
Range 0.027 0.034 0.007 25.9% 0.131
ATR 0.053 0.051 -0.001 -2.5% 0.000
Volume 12,920 8,530 -4,390 -34.0% 55,230
Daily Pivots for day following 13-Oct-2020
Classic Woodie Camarilla DeMark
R4 2.948 2.935 2.874
R3 2.914 2.901 2.864
R2 2.880 2.880 2.861
R1 2.867 2.867 2.858 2.874
PP 2.846 2.846 2.846 2.849
S1 2.833 2.833 2.852 2.840
S2 2.812 2.812 2.849
S3 2.778 2.799 2.846
S4 2.744 2.765 2.836
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 2.858 2.719 0.139 4.9% 0.042 1.5% 98% True False 10,857
10 2.858 2.650 0.208 7.3% 0.055 1.9% 99% True False 10,329
20 2.858 2.650 0.208 7.3% 0.053 1.8% 99% True False 9,688
40 2.858 2.650 0.208 7.3% 0.047 1.6% 99% True False 8,411
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.003
2.618 2.947
1.618 2.913
1.000 2.892
0.618 2.879
HIGH 2.858
0.618 2.845
0.500 2.841
0.382 2.837
LOW 2.824
0.618 2.803
1.000 2.790
1.618 2.769
2.618 2.735
4.250 2.680
Fisher Pivots for day following 13-Oct-2020
Pivot 1 day 3 day
R1 2.850 2.841
PP 2.846 2.828
S1 2.841 2.814

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

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