NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 01-Oct-2020
Day Change Summary
Previous Current
30-Sep-2020 01-Oct-2020 Change Change % Previous Week
Open 2.756 2.773 0.017 0.6% 2.789
High 2.790 2.793 0.003 0.1% 2.833
Low 2.742 2.720 -0.022 -0.8% 2.741
Close 2.774 2.748 -0.026 -0.9% 2.801
Range 0.048 0.073 0.025 52.1% 0.092
ATR 0.045 0.047 0.002 4.4% 0.000
Volume 3,393 4,286 893 26.3% 30,831
Daily Pivots for day following 01-Oct-2020
Classic Woodie Camarilla DeMark
R4 2.973 2.933 2.788
R3 2.900 2.860 2.768
R2 2.827 2.827 2.761
R1 2.787 2.787 2.755 2.771
PP 2.754 2.754 2.754 2.745
S1 2.714 2.714 2.741 2.698
S2 2.681 2.681 2.735
S3 2.608 2.641 2.728
S4 2.535 2.568 2.708
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.068 3.026 2.852
R3 2.976 2.934 2.826
R2 2.884 2.884 2.818
R1 2.842 2.842 2.809 2.863
PP 2.792 2.792 2.792 2.802
S1 2.750 2.750 2.793 2.771
S2 2.700 2.700 2.784
S3 2.608 2.658 2.776
S4 2.516 2.566 2.750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.833 2.720 0.113 4.1% 0.055 2.0% 25% False True 4,795
10 2.833 2.720 0.113 4.1% 0.050 1.8% 25% False True 5,297
20 2.856 2.720 0.136 4.9% 0.043 1.6% 21% False True 4,311
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 3.103
2.618 2.984
1.618 2.911
1.000 2.866
0.618 2.838
HIGH 2.793
0.618 2.765
0.500 2.757
0.382 2.748
LOW 2.720
0.618 2.675
1.000 2.647
1.618 2.602
2.618 2.529
4.250 2.410
Fisher Pivots for day following 01-Oct-2020
Pivot 1 day 3 day
R1 2.757 2.770
PP 2.754 2.763
S1 2.751 2.755

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

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