NYMEX Natural Gas Future April 2021


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 2.695 2.582 -0.113 -4.2% 2.786
High 2.702 2.640 -0.062 -2.3% 2.817
Low 2.527 2.573 0.046 1.8% 2.527
Close 2.584 2.608 0.024 0.9% 2.608
Range 0.175 0.067 -0.108 -61.7% 0.290
ATR 0.082 0.081 -0.001 -1.3% 0.000
Volume 77,915 34,778 -43,137 -55.4% 245,050
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 2.808 2.775 2.645
R3 2.741 2.708 2.626
R2 2.674 2.674 2.620
R1 2.641 2.641 2.614 2.658
PP 2.607 2.607 2.607 2.615
S1 2.574 2.574 2.602 2.591
S2 2.540 2.540 2.596
S3 2.473 2.507 2.590
S4 2.406 2.440 2.571
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.521 3.354 2.768
R3 3.231 3.064 2.688
R2 2.941 2.941 2.661
R1 2.774 2.774 2.635 2.713
PP 2.651 2.651 2.651 2.620
S1 2.484 2.484 2.581 2.423
S2 2.361 2.361 2.555
S3 2.071 2.194 2.528
S4 1.781 1.904 2.449
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.817 2.527 0.290 11.1% 0.096 3.7% 28% False False 49,010
10 2.919 2.527 0.392 15.0% 0.085 3.3% 21% False False 41,686
20 3.052 2.527 0.525 20.1% 0.081 3.1% 15% False False 36,786
40 3.052 2.527 0.525 20.1% 0.070 2.7% 15% False False 30,089
60 3.052 2.527 0.525 20.1% 0.064 2.4% 15% False False 25,378
80 3.052 2.527 0.525 20.1% 0.059 2.3% 15% False False 22,732
100 3.052 2.425 0.627 24.0% 0.054 2.1% 29% False False 19,881
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.925
2.618 2.815
1.618 2.748
1.000 2.707
0.618 2.681
HIGH 2.640
0.618 2.614
0.500 2.607
0.382 2.599
LOW 2.573
0.618 2.532
1.000 2.506
1.618 2.465
2.618 2.398
4.250 2.288
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 2.608 2.631
PP 2.607 2.623
S1 2.607 2.616

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

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