NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 21-Oct-2020
Day Change Summary
Previous Current
20-Oct-2020 21-Oct-2020 Change Change % Previous Week
Open 2.949 2.950 0.001 0.0% 2.851
High 2.980 2.988 0.008 0.3% 2.937
Low 2.940 2.950 0.010 0.3% 2.845
Close 2.956 2.980 0.024 0.8% 2.933
Range 0.040 0.038 -0.002 -5.0% 0.092
ATR 0.046 0.045 -0.001 -1.2% 0.000
Volume 6,689 5,314 -1,375 -20.6% 24,076
Daily Pivots for day following 21-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.087 3.071 3.001
R3 3.049 3.033 2.990
R2 3.011 3.011 2.987
R1 2.995 2.995 2.983 3.003
PP 2.973 2.973 2.973 2.977
S1 2.957 2.957 2.977 2.965
S2 2.935 2.935 2.973
S3 2.897 2.919 2.970
S4 2.859 2.881 2.959
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 2.988 2.881 0.107 3.6% 0.041 1.4% 93% True False 5,156
10 2.988 2.753 0.235 7.9% 0.039 1.3% 97% True False 5,107
20 2.988 2.684 0.304 10.2% 0.047 1.6% 97% True False 5,303
40 2.988 2.684 0.304 10.2% 0.045 1.5% 97% True False 4,750
Crabel Price Patterns
NR True
NR4 False
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 0.007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.150
2.618 3.087
1.618 3.049
1.000 3.026
0.618 3.011
HIGH 2.988
0.618 2.973
0.500 2.969
0.382 2.965
LOW 2.950
0.618 2.927
1.000 2.912
1.618 2.889
2.618 2.851
4.250 2.789
Fisher Pivots for day following 21-Oct-2020
Pivot 1 day 3 day
R1 2.976 2.969
PP 2.973 2.958
S1 2.969 2.947

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

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