NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 2.863 2.885 0.022 0.8% 2.710
High 2.895 2.923 0.028 1.0% 2.836
Low 2.854 2.881 0.027 0.9% 2.709
Close 2.883 2.918 0.035 1.2% 2.833
Range 0.041 0.042 0.001 2.4% 0.127
ATR 0.047 0.047 0.000 -0.8% 0.000
Volume 4,703 2,518 -2,185 -46.5% 27,234
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.033 3.018 2.941
R3 2.991 2.976 2.930
R2 2.949 2.949 2.926
R1 2.934 2.934 2.922 2.942
PP 2.907 2.907 2.907 2.911
S1 2.892 2.892 2.914 2.900
S2 2.865 2.865 2.910
S3 2.823 2.850 2.906
S4 2.781 2.808 2.895
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 2.923 2.800 0.123 4.2% 0.035 1.2% 96% True False 4,393
10 2.923 2.684 0.239 8.2% 0.046 1.6% 98% True False 5,213
20 2.923 2.684 0.239 8.2% 0.048 1.6% 98% True False 5,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.102
2.618 3.033
1.618 2.991
1.000 2.965
0.618 2.949
HIGH 2.923
0.618 2.907
0.500 2.902
0.382 2.897
LOW 2.881
0.618 2.855
1.000 2.839
1.618 2.813
2.618 2.771
4.250 2.703
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 2.913 2.908
PP 2.907 2.898
S1 2.902 2.889

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

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