NYMEX Natural Gas Future April 2021


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 2.836 2.885 0.049 1.7% 3.040
High 2.903 2.909 0.006 0.2% 3.052
Low 2.822 2.834 0.012 0.4% 2.789
Close 2.892 2.854 -0.038 -1.3% 2.807
Range 0.081 0.075 -0.006 -7.4% 0.263
ATR 0.069 0.070 0.000 0.6% 0.000
Volume 34,851 30,987 -3,864 -11.1% 198,261
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.091 3.047 2.895
R3 3.016 2.972 2.875
R2 2.941 2.941 2.868
R1 2.897 2.897 2.861 2.882
PP 2.866 2.866 2.866 2.858
S1 2.822 2.822 2.847 2.807
S2 2.791 2.791 2.840
S3 2.716 2.747 2.833
S4 2.641 2.672 2.813
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.672 3.502 2.952
R3 3.409 3.239 2.879
R2 3.146 3.146 2.855
R1 2.976 2.976 2.831 2.930
PP 2.883 2.883 2.883 2.859
S1 2.713 2.713 2.783 2.667
S2 2.620 2.620 2.759
S3 2.357 2.450 2.735
S4 2.094 2.187 2.662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.909 2.764 0.145 5.1% 0.075 2.6% 62% True False 38,036
10 3.052 2.764 0.288 10.1% 0.081 2.8% 31% False False 37,206
20 3.052 2.764 0.288 10.1% 0.069 2.4% 31% False False 30,298
40 3.052 2.681 0.371 13.0% 0.065 2.3% 47% False False 26,320
60 3.052 2.681 0.371 13.0% 0.059 2.1% 47% False False 22,304
80 3.052 2.444 0.608 21.3% 0.055 1.9% 67% False False 20,089
100 3.052 2.420 0.632 22.1% 0.051 1.8% 69% False False 17,851
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.228
2.618 3.105
1.618 3.030
1.000 2.984
0.618 2.955
HIGH 2.909
0.618 2.880
0.500 2.872
0.382 2.863
LOW 2.834
0.618 2.788
1.000 2.759
1.618 2.713
2.618 2.638
4.250 2.515
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 2.872 2.851
PP 2.866 2.849
S1 2.860 2.846

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

View Archives - Comment on this page... - Back to Index of Symbols