NYMEX Natural Gas Future May 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 2.835 2.842 0.007 0.2% 2.680
High 2.858 2.867 0.009 0.3% 2.809
Low 2.824 2.821 -0.003 -0.1% 2.678
Close 2.855 2.854 -0.001 0.0% 2.804
Range 0.034 0.046 0.012 35.3% 0.131
ATR 0.051 0.051 0.000 -0.7% 0.000
Volume 8,530 9,385 855 10.0% 55,230
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 2.985 2.966 2.879
R3 2.939 2.920 2.867
R2 2.893 2.893 2.862
R1 2.874 2.874 2.858 2.884
PP 2.847 2.847 2.847 2.852
S1 2.828 2.828 2.850 2.838
S2 2.801 2.801 2.846
S3 2.755 2.782 2.841
S4 2.709 2.736 2.829
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 2.867 2.723 0.144 5.0% 0.040 1.4% 91% True False 10,702
10 2.867 2.650 0.217 7.6% 0.054 1.9% 94% True False 10,675
20 2.867 2.650 0.217 7.6% 0.053 1.9% 94% True False 9,920
40 2.867 2.650 0.217 7.6% 0.047 1.6% 94% True False 8,416
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.063
2.618 2.987
1.618 2.941
1.000 2.913
0.618 2.895
HIGH 2.867
0.618 2.849
0.500 2.844
0.382 2.839
LOW 2.821
0.618 2.793
1.000 2.775
1.618 2.747
2.618 2.701
4.250 2.626
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 2.851 2.850
PP 2.847 2.846
S1 2.844 2.843

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

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