NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 22-Oct-2020
Day Change Summary
Previous Current
21-Oct-2020 22-Oct-2020 Change Change % Previous Week
Open 2.950 2.990 0.040 1.4% 2.851
High 2.988 2.992 0.004 0.1% 2.937
Low 2.950 2.932 -0.018 -0.6% 2.845
Close 2.980 2.945 -0.035 -1.2% 2.933
Range 0.038 0.060 0.022 57.9% 0.092
ATR 0.045 0.046 0.001 2.3% 0.000
Volume 5,314 3,703 -1,611 -30.3% 24,076
Daily Pivots for day following 22-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.136 3.101 2.978
R3 3.076 3.041 2.962
R2 3.016 3.016 2.956
R1 2.981 2.981 2.951 2.969
PP 2.956 2.956 2.956 2.950
S1 2.921 2.921 2.940 2.909
S2 2.896 2.896 2.934
S3 2.836 2.861 2.929
S4 2.776 2.801 2.912
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 2.992 2.906 0.086 2.9% 0.045 1.5% 45% True False 5,393
10 2.992 2.800 0.192 6.5% 0.040 1.4% 76% True False 4,893
20 2.992 2.684 0.308 10.5% 0.048 1.6% 85% True False 5,153
40 2.992 2.684 0.308 10.5% 0.045 1.5% 85% True False 4,770
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.005
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3.247
2.618 3.149
1.618 3.089
1.000 3.052
0.618 3.029
HIGH 2.992
0.618 2.969
0.500 2.962
0.382 2.955
LOW 2.932
0.618 2.895
1.000 2.872
1.618 2.835
2.618 2.775
4.250 2.677
Fisher Pivots for day following 22-Oct-2020
Pivot 1 day 3 day
R1 2.962 2.962
PP 2.956 2.956
S1 2.951 2.951

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

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