NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 16-Oct-2020
Day Change Summary
Previous Current
15-Oct-2020 16-Oct-2020 Change Change % Previous Week
Open 2.840 2.889 0.049 1.7% 2.832
High 2.898 2.911 0.013 0.4% 2.911
Low 2.840 2.879 0.039 1.4% 2.818
Close 2.890 2.906 0.016 0.6% 2.906
Range 0.058 0.032 -0.026 -44.8% 0.093
ATR 0.051 0.050 -0.001 -2.7% 0.000
Volume 5,417 10,058 4,641 85.7% 46,310
Daily Pivots for day following 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 2.995 2.982 2.924
R3 2.963 2.950 2.915
R2 2.931 2.931 2.912
R1 2.918 2.918 2.909 2.925
PP 2.899 2.899 2.899 2.902
S1 2.886 2.886 2.903 2.893
S2 2.867 2.867 2.900
S3 2.835 2.854 2.897
S4 2.803 2.822 2.888
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.157 3.125 2.957
R3 3.064 3.032 2.932
R2 2.971 2.971 2.923
R1 2.939 2.939 2.915 2.955
PP 2.878 2.878 2.878 2.887
S1 2.846 2.846 2.897 2.862
S2 2.785 2.785 2.889
S3 2.692 2.753 2.880
S4 2.599 2.660 2.855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.911 2.818 0.093 3.2% 0.039 1.4% 95% True False 9,262
10 2.911 2.678 0.233 8.0% 0.049 1.7% 98% True False 10,154
20 2.911 2.650 0.261 9.0% 0.052 1.8% 98% True False 9,861
40 2.911 2.650 0.261 9.0% 0.048 1.6% 98% True False 8,540
Crabel Price Patterns
NR True
NR4 True
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 0.010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.047
2.618 2.995
1.618 2.963
1.000 2.943
0.618 2.931
HIGH 2.911
0.618 2.899
0.500 2.895
0.382 2.891
LOW 2.879
0.618 2.859
1.000 2.847
1.618 2.827
2.618 2.795
4.250 2.743
Fisher Pivots for day following 16-Oct-2020
Pivot 1 day 3 day
R1 2.902 2.893
PP 2.899 2.879
S1 2.895 2.866

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

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