NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 12-Oct-2020
Day Change Summary
Previous Current
09-Oct-2020 12-Oct-2020 Change Change % Previous Week
Open 2.803 2.851 0.048 1.7% 2.710
High 2.836 2.872 0.036 1.3% 2.836
Low 2.800 2.845 0.045 1.6% 2.709
Close 2.833 2.869 0.036 1.3% 2.833
Range 0.036 0.027 -0.009 -25.0% 0.127
ATR 0.050 0.049 -0.001 -1.5% 0.000
Volume 4,135 6,342 2,207 53.4% 27,234
Daily Pivots for day following 12-Oct-2020
Classic Woodie Camarilla DeMark
R4 2.943 2.933 2.884
R3 2.916 2.906 2.876
R2 2.889 2.889 2.874
R1 2.879 2.879 2.871 2.884
PP 2.862 2.862 2.862 2.865
S1 2.852 2.852 2.867 2.857
S2 2.835 2.835 2.864
S3 2.808 2.825 2.862
S4 2.781 2.798 2.854
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.174 3.130 2.903
R3 3.047 3.003 2.868
R2 2.920 2.920 2.856
R1 2.876 2.876 2.845 2.898
PP 2.793 2.793 2.793 2.804
S1 2.749 2.749 2.821 2.771
S2 2.666 2.666 2.810
S3 2.539 2.622 2.798
S4 2.412 2.495 2.763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.872 2.749 0.123 4.3% 0.042 1.5% 98% True False 5,394
10 2.872 2.684 0.188 6.6% 0.053 1.9% 98% True False 5,409
20 2.872 2.684 0.188 6.6% 0.049 1.7% 98% True False 5,180
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.009
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 2.987
2.618 2.943
1.618 2.916
1.000 2.899
0.618 2.889
HIGH 2.872
0.618 2.862
0.500 2.859
0.382 2.855
LOW 2.845
0.618 2.828
1.000 2.818
1.618 2.801
2.618 2.774
4.250 2.730
Fisher Pivots for day following 12-Oct-2020
Pivot 1 day 3 day
R1 2.866 2.850
PP 2.862 2.831
S1 2.859 2.813

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

View Archives - Comment on this page... - Back to Index of Symbols