NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 23-Oct-2020

Day Change Summary
	Previous	Current
	22-Oct-2020	23-Oct-2020	Change	Change %	Previous Week
Open	2.990	2.935	-0.055	-1.8%	2.906
High	2.992	2.950	-0.042	-1.4%	2.992
Low	2.932	2.894	-0.038	-1.3%	2.894
Close	2.945	2.924	-0.021	-0.7%	2.924
Range	0.060	0.056	-0.004	-6.7%	0.098
ATR	0.046	0.047	0.001	1.5%	0.000
Volume	3,703	4,691	988	26.7%	25,414

Daily Pivots for day following 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.091	3.063	2.955
R3	3.035	3.007	2.939
R2	2.979	2.979	2.934
R1	2.951	2.951	2.929	2.937
PP	2.923	2.923	2.923	2.916
S1	2.895	2.895	2.919	2.881
S2	2.867	2.867	2.914
S3	2.811	2.839	2.909
S4	2.755	2.783	2.893

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.231	3.175	2.978
R3	3.133	3.077	2.951
R2	3.035	3.035	2.942
R1	2.979	2.979	2.933	3.007
PP	2.937	2.937	2.937	2.951
S1	2.881	2.881	2.915	2.909
S2	2.839	2.839	2.906
S3	2.741	2.783	2.897
S4	2.643	2.685	2.870

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.992	2.894	0.098	3.4%	0.050	1.7%	31%	False	True	5,082
10	2.992	2.845	0.147	5.0%	0.042	1.4%	54%	False	False	4,949
20	2.992	2.684	0.308	10.5%	0.049	1.7%	78%	False	False	5,098
40	2.992	2.684	0.308	10.5%	0.045	1.5%	78%	False	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	0.006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.188
2.618	3.097
1.618	3.041
1.000	3.006
0.618	2.985
HIGH	2.950
0.618	2.929
0.500	2.922
0.382	2.915
LOW	2.894
0.618	2.859
1.000	2.838
1.618	2.803
2.618	2.747
4.250	2.656

Fisher Pivots for day following 23-Oct-2020
Pivot	1 day	3 day
R1	2.923	2.943
PP	2.923	2.937
S1	2.922	2.930

Download as Excel Spreadsheet

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

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