NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 02-Oct-2020

Day Change Summary
	Previous	Current
	01-Oct-2020	02-Oct-2020	Change	Change %	Previous Week
Open	2.801	2.762	-0.039	-1.4%	2.824
High	2.825	2.769	-0.056	-2.0%	2.864
Low	2.757	2.725	-0.032	-1.2%	2.725
Close	2.785	2.757	-0.028	-1.0%	2.757
Range	0.068	0.044	-0.024	-35.3%	0.139
ATR	0.046	0.047	0.001	2.2%	0.000
Volume	3,914	5,325	1,411	36.1%	19,827

Daily Pivots for day following 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.882	2.864	2.781
R3	2.838	2.820	2.769
R2	2.794	2.794	2.765
R1	2.776	2.776	2.761	2.763
PP	2.750	2.750	2.750	2.744
S1	2.732	2.732	2.753	2.719
S2	2.706	2.706	2.749
S3	2.662	2.688	2.745
S4	2.618	2.644	2.733

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.199	3.117	2.833
R3	3.060	2.978	2.795
R2	2.921	2.921	2.782
R1	2.839	2.839	2.770	2.811
PP	2.782	2.782	2.782	2.768
S1	2.700	2.700	2.744	2.672
S2	2.643	2.643	2.732
S3	2.504	2.561	2.719
S4	2.365	2.422	2.681

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.864	2.725	0.139	5.0%	0.053	1.9%	23%	False	True	3,965
10	2.865	2.725	0.140	5.1%	0.047	1.7%	23%	False	True	4,040

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.956
2.618	2.884
1.618	2.840
1.000	2.813
0.618	2.796
HIGH	2.769
0.618	2.752
0.500	2.747
0.382	2.742
LOW	2.725
0.618	2.698
1.000	2.681
1.618	2.654
2.618	2.610
4.250	2.538

Fisher Pivots for day following 02-Oct-2020
Pivot	1 day	3 day
R1	2.754	2.775
PP	2.750	2.769
S1	2.747	2.763

Download as Excel Spreadsheet

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

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