NYMEX Natural Gas Future July 2021

Trading Metrics calculated at close of trading on 15-Oct-2020

Day Change Summary
	Previous	Current
	14-Oct-2020	15-Oct-2020	Change	Change %	Previous Week
Open	2.907	2.919	0.012	0.4%	2.747
High	2.935	2.961	0.026	0.9%	2.871
Low	2.897	2.919	0.022	0.8%	2.744
Close	2.924	2.957	0.033	1.1%	2.871
Range	0.038	0.042	0.004	10.5%	0.127
ATR	0.045	0.045	0.000	-0.5%	0.000
Volume	4,245	3,689	-556	-13.1%	29,074

Daily Pivots for day following 15-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.072	3.056	2.980
R3	3.030	3.014	2.969
R2	2.988	2.988	2.965
R1	2.972	2.972	2.961	2.980
PP	2.946	2.946	2.946	2.950
S1	2.930	2.930	2.953	2.938
S2	2.904	2.904	2.949
S3	2.862	2.888	2.945
S4	2.820	2.846	2.934

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	2.961	2.836	0.125	4.2%	0.035	1.2%	97%	True	False	5,231
10	2.961	2.725	0.236	8.0%	0.044	1.5%	98%	True	False	5,512
20	2.961	2.725	0.236	8.0%	0.045	1.5%	98%	True	False	4,633

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.007
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.140
2.618	3.071
1.618	3.029
1.000	3.003
0.618	2.987
HIGH	2.961
0.618	2.945
0.500	2.940
0.382	2.935
LOW	2.919
0.618	2.893
1.000	2.877
1.618	2.851
2.618	2.809
4.250	2.741

Fisher Pivots for day following 15-Oct-2020
Pivot	1 day	3 day
R1	2.951	2.948
PP	2.946	2.938
S1	2.940	2.929

Download as Excel Spreadsheet

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

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