NYMEX Natural Gas Future April 2021


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 2.692 2.720 0.028 1.0% 2.638
High 2.756 2.742 -0.014 -0.5% 2.756
Low 2.664 2.672 0.008 0.3% 2.597
Close 2.734 2.685 -0.049 -1.8% 2.685
Range 0.092 0.070 -0.022 -23.9% 0.159
ATR 0.079 0.079 -0.001 -0.8% 0.000
Volume 41,446 28,398 -13,048 -31.5% 125,276
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 2.910 2.867 2.724
R3 2.840 2.797 2.704
R2 2.770 2.770 2.698
R1 2.727 2.727 2.691 2.714
PP 2.700 2.700 2.700 2.693
S1 2.657 2.657 2.679 2.644
S2 2.630 2.630 2.672
S3 2.560 2.587 2.666
S4 2.490 2.517 2.647
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.156 3.080 2.772
R3 2.997 2.921 2.729
R2 2.838 2.838 2.714
R1 2.762 2.762 2.700 2.800
PP 2.679 2.679 2.679 2.699
S1 2.603 2.603 2.670 2.641
S2 2.520 2.520 2.656
S3 2.361 2.444 2.641
S4 2.202 2.285 2.598
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.756 2.573 0.183 6.8% 0.070 2.6% 61% False False 32,010
10 2.919 2.527 0.392 14.6% 0.084 3.1% 40% False False 39,822
20 3.052 2.527 0.525 19.6% 0.082 3.1% 30% False False 38,514
40 3.052 2.527 0.525 19.6% 0.070 2.6% 30% False False 31,102
60 3.052 2.527 0.525 19.6% 0.065 2.4% 30% False False 26,295
80 3.052 2.527 0.525 19.6% 0.060 2.2% 30% False False 23,329
100 3.052 2.425 0.627 23.4% 0.056 2.1% 41% False False 20,721
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.040
2.618 2.925
1.618 2.855
1.000 2.812
0.618 2.785
HIGH 2.742
0.618 2.715
0.500 2.707
0.382 2.699
LOW 2.672
0.618 2.629
1.000 2.602
1.618 2.559
2.618 2.489
4.250 2.375
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 2.707 2.693
PP 2.700 2.690
S1 2.692 2.688

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

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