NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 01-Oct-2020

Day Change Summary
	Previous	Current
	30-Sep-2020	01-Oct-2020	Change	Change %	Previous Week
Open	2.804	2.801	-0.003	-0.1%	2.809
High	2.824	2.825	0.001	0.0%	2.865
Low	2.779	2.757	-0.022	-0.8%	2.780
Close	2.809	2.785	-0.024	-0.9%	2.834
Range	0.045	0.068	0.023	51.1%	0.085
ATR	0.044	0.046	0.002	3.8%	0.000
Volume	2,658	3,914	1,256	47.3%	20,574

Daily Pivots for day following 01-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.993	2.957	2.822
R3	2.925	2.889	2.804
R2	2.857	2.857	2.797
R1	2.821	2.821	2.791	2.805
PP	2.789	2.789	2.789	2.781
S1	2.753	2.753	2.779	2.737
S2	2.721	2.721	2.773
S3	2.653	2.685	2.766
S4	2.585	2.617	2.748

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.081	3.043	2.881
R3	2.996	2.958	2.857
R2	2.911	2.911	2.850
R1	2.873	2.873	2.842	2.892
PP	2.826	2.826	2.826	2.836
S1	2.788	2.788	2.826	2.807
S2	2.741	2.741	2.818
S3	2.656	2.703	2.811
S4	2.571	2.618	2.787

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.864	2.757	0.107	3.8%	0.052	1.9%	26%	False	True	3,586
10	2.865	2.757	0.108	3.9%	0.047	1.7%	26%	False	True	3,754

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	0.009
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	3.114
2.618	3.003
1.618	2.935
1.000	2.893
0.618	2.867
HIGH	2.825
0.618	2.799
0.500	2.791
0.382	2.783
LOW	2.757
0.618	2.715
1.000	2.689
1.618	2.647
2.618	2.579
4.250	2.468

Fisher Pivots for day following 01-Oct-2020
Pivot	1 day	3 day
R1	2.791	2.803
PP	2.789	2.797
S1	2.787	2.791

Download as Excel Spreadsheet

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

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