NYMEX Natural Gas Future June 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	2.864	2.863	-0.001	0.0%	2.710
High	2.886	2.895	0.009	0.3%	2.836
Low	2.855	2.854	-0.001	0.0%	2.709
Close	2.884	2.883	-0.001	0.0%	2.833
Range	0.031	0.041	0.010	32.3%	0.127
ATR	0.048	0.047	0.000	-1.0%	0.000
Volume	4,268	4,703	435	10.2%	27,234

Daily Pivots for day following 14-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.000	2.983	2.906
R3	2.959	2.942	2.894
R2	2.918	2.918	2.891
R1	2.901	2.901	2.887	2.910
PP	2.877	2.877	2.877	2.882
S1	2.860	2.860	2.879	2.869
S2	2.836	2.836	2.875
S3	2.795	2.819	2.872
S4	2.754	2.778	2.860

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	2.895	2.753	0.142	4.9%	0.037	1.3%	92%	True	False	5,059
10	2.895	2.684	0.211	7.3%	0.049	1.7%	94%	True	False	5,389
20	2.895	2.684	0.211	7.3%	0.048	1.7%	94%	True	False	5,384

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.069
2.618	3.002
1.618	2.961
1.000	2.936
0.618	2.920
HIGH	2.895
0.618	2.879
0.500	2.875
0.382	2.870
LOW	2.854
0.618	2.829
1.000	2.813
1.618	2.788
2.618	2.747
4.250	2.680

Fisher Pivots for day following 14-Oct-2020
Pivot	1 day	3 day
R1	2.880	2.879
PP	2.877	2.874
S1	2.875	2.870

Download as Excel Spreadsheet

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

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