NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 22-Oct-2020

Day Change Summary
	Previous	Current
	21-Oct-2020	22-Oct-2020	Change	Change %	Previous Week
Open	2.928	2.962	0.034	1.2%	2.832
High	2.965	2.964	-0.001	0.0%	2.911
Low	2.928	2.904	-0.024	-0.8%	2.818
Close	2.953	2.916	-0.037	-1.3%	2.906
Range	0.037	0.060	0.023	62.2%	0.093
ATR	0.049	0.050	0.001	1.6%	0.000
Volume	10,820	9,489	-1,331	-12.3%	46,310

Daily Pivots for day following 22-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.108	3.072	2.949
R3	3.048	3.012	2.933
R2	2.988	2.988	2.927
R1	2.952	2.952	2.922	2.940
PP	2.928	2.928	2.928	2.922
S1	2.892	2.892	2.911	2.880
S2	2.868	2.868	2.905
S3	2.808	2.832	2.900
S4	2.748	2.772	2.883

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	2.965	2.879	0.086	2.9%	0.045	1.5%	43%	False	False	8,877
10	2.965	2.770	0.195	6.7%	0.043	1.5%	75%	False	False	9,376
20	2.965	2.650	0.315	10.8%	0.052	1.8%	84%	False	False	9,371
40	2.965	2.650	0.315	10.8%	0.049	1.7%	84%	False	False	8,777
60	2.965	2.520	0.445	15.3%	0.046	1.6%	89%	False	False	8,419

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.008
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	3.219
2.618	3.121
1.618	3.061
1.000	3.024
0.618	3.001
HIGH	2.964
0.618	2.941
0.500	2.934
0.382	2.927
LOW	2.904
0.618	2.867
1.000	2.844
1.618	2.807
2.618	2.747
4.250	2.649

Fisher Pivots for day following 22-Oct-2020
Pivot	1 day	3 day
R1	2.934	2.935
PP	2.928	2.928
S1	2.922	2.922

Download as Excel Spreadsheet

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

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