NYMEX Natural Gas Future July 2021


Trading Metrics calculated at close of trading on 12-Oct-2020
Day Change Summary
Previous Current
09-Oct-2020 12-Oct-2020 Change Change % Previous Week
Open 2.839 2.890 0.051 1.8% 2.747
High 2.871 2.911 0.040 1.4% 2.871
Low 2.836 2.881 0.045 1.6% 2.744
Close 2.871 2.908 0.037 1.3% 2.871
Range 0.035 0.030 -0.005 -14.3% 0.127
ATR 0.048 0.047 -0.001 -1.2% 0.000
Volume 5,429 7,397 1,968 36.2% 29,074
Daily Pivots for day following 12-Oct-2020
Classic Woodie Camarilla DeMark
R4 2.990 2.979 2.925
R3 2.960 2.949 2.916
R2 2.930 2.930 2.914
R1 2.919 2.919 2.911 2.925
PP 2.900 2.900 2.900 2.903
S1 2.889 2.889 2.905 2.895
S2 2.870 2.870 2.903
S3 2.840 2.859 2.900
S4 2.810 2.829 2.892
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.210 3.167 2.941
R3 3.083 3.040 2.906
R2 2.956 2.956 2.894
R1 2.913 2.913 2.883 2.935
PP 2.829 2.829 2.829 2.839
S1 2.786 2.786 2.859 2.808
S2 2.702 2.702 2.848
S3 2.575 2.659 2.836
S4 2.448 2.532 2.801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.911 2.790 0.121 4.2% 0.039 1.3% 98% True False 6,178
10 2.911 2.725 0.186 6.4% 0.050 1.7% 98% True False 5,254
20 2.911 2.725 0.186 6.4% 0.046 1.6% 98% True False 4,368
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.010
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 3.039
2.618 2.990
1.618 2.960
1.000 2.941
0.618 2.930
HIGH 2.911
0.618 2.900
0.500 2.896
0.382 2.892
LOW 2.881
0.618 2.862
1.000 2.851
1.618 2.832
2.618 2.802
4.250 2.754
Fisher Pivots for day following 12-Oct-2020
Pivot 1 day 3 day
R1 2.904 2.889
PP 2.900 2.870
S1 2.896 2.851

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

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