NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 16-Oct-2020
Day Change Summary
Previous Current
15-Oct-2020 16-Oct-2020 Change Change % Previous Week
Open 2.885 2.917 0.032 1.1% 2.851
High 2.923 2.937 0.014 0.5% 2.937
Low 2.881 2.908 0.027 0.9% 2.845
Close 2.918 2.933 0.015 0.5% 2.933
Range 0.042 0.029 -0.013 -31.0% 0.092
ATR 0.047 0.045 -0.001 -2.7% 0.000
Volume 2,518 6,245 3,727 148.0% 24,076
Daily Pivots for day following 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.013 3.002 2.949
R3 2.984 2.973 2.941
R2 2.955 2.955 2.938
R1 2.944 2.944 2.936 2.950
PP 2.926 2.926 2.926 2.929
S1 2.915 2.915 2.930 2.921
S2 2.897 2.897 2.928
S3 2.868 2.886 2.925
S4 2.839 2.857 2.917
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.181 3.149 2.984
R3 3.089 3.057 2.958
R2 2.997 2.997 2.950
R1 2.965 2.965 2.941 2.981
PP 2.905 2.905 2.905 2.913
S1 2.873 2.873 2.925 2.889
S2 2.813 2.813 2.916
S3 2.721 2.781 2.908
S4 2.629 2.689 2.882
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.937 2.845 0.092 3.1% 0.034 1.2% 96% True False 4,815
10 2.937 2.709 0.228 7.8% 0.044 1.5% 98% True False 5,131
20 2.937 2.684 0.253 8.6% 0.047 1.6% 98% True False 5,369
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.060
2.618 3.013
1.618 2.984
1.000 2.966
0.618 2.955
HIGH 2.937
0.618 2.926
0.500 2.923
0.382 2.919
LOW 2.908
0.618 2.890
1.000 2.879
1.618 2.861
2.618 2.832
4.250 2.785
Fisher Pivots for day following 16-Oct-2020
Pivot 1 day 3 day
R1 2.930 2.921
PP 2.926 2.908
S1 2.923 2.896

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

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