NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 05-Oct-2020

Day Change Summary
	Previous	Current
	02-Oct-2020	05-Oct-2020	Change	Change %	Previous Week
Open	2.762	2.747	-0.015	-0.5%	2.824
High	2.769	2.832	0.063	2.3%	2.864
Low	2.725	2.744	0.019	0.7%	2.725
Close	2.757	2.817	0.060	2.2%	2.757
Range	0.044	0.088	0.044	100.0%	0.139
ATR	0.047	0.050	0.003	6.3%	0.000
Volume	5,325	5,581	256	4.8%	19,827

Daily Pivots for day following 05-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.062	3.027	2.865
R3	2.974	2.939	2.841
R2	2.886	2.886	2.833
R1	2.851	2.851	2.825	2.869
PP	2.798	2.798	2.798	2.806
S1	2.763	2.763	2.809	2.781
S2	2.710	2.710	2.801
S3	2.622	2.675	2.793
S4	2.534	2.587	2.769

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	2.849	2.725	0.124	4.4%	0.061	2.2%	74%	False	False	4,330
10	2.865	2.725	0.140	5.0%	0.052	1.9%	66%	False	False	4,201

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	3.206
2.618	3.062
1.618	2.974
1.000	2.920
0.618	2.886
HIGH	2.832
0.618	2.798
0.500	2.788
0.382	2.778
LOW	2.744
0.618	2.690
1.000	2.656
1.618	2.602
2.618	2.514
4.250	2.370

Fisher Pivots for day following 05-Oct-2020
Pivot	1 day	3 day
R1	2.807	2.804
PP	2.798	2.791
S1	2.788	2.779

Download as Excel Spreadsheet

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

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