NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 2.926 2.945 0.019 0.6% 2.906
High 2.954 2.972 0.018 0.6% 2.992
Low 2.907 2.919 0.012 0.4% 2.894
Close 2.947 2.962 0.015 0.5% 2.924
Range 0.047 0.053 0.006 12.8% 0.098
ATR 0.047 0.047 0.000 0.9% 0.000
Volume 3,848 7,003 3,155 82.0% 25,414
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.110 3.089 2.991
R3 3.057 3.036 2.977
R2 3.004 3.004 2.972
R1 2.983 2.983 2.967 2.994
PP 2.951 2.951 2.951 2.956
S1 2.930 2.930 2.957 2.941
S2 2.898 2.898 2.952
S3 2.845 2.877 2.947
S4 2.792 2.824 2.933
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 3.3% 0.051 1.7% 69% False False 4,911
10 2.992 2.854 0.138 4.7% 0.046 1.6% 78% False False 4,973
20 2.992 2.684 0.308 10.4% 0.048 1.6% 90% False False 5,116
40 2.992 2.684 0.308 10.4% 0.045 1.5% 90% False False 4,811
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.197
2.618 3.111
1.618 3.058
1.000 3.025
0.618 3.005
HIGH 2.972
0.618 2.952
0.500 2.946
0.382 2.939
LOW 2.919
0.618 2.886
1.000 2.866
1.618 2.833
2.618 2.780
4.250 2.694
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 2.957 2.952
PP 2.951 2.943
S1 2.946 2.933

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

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