NYMEX Natural Gas Future April 2021


Trading Metrics calculated at close of trading on 30-Nov-2020
Day Change Summary
Previous Current
27-Nov-2020 30-Nov-2020 Change Change % Previous Week
Open 2.720 2.672 -0.048 -1.8% 2.638
High 2.742 2.788 0.046 1.7% 2.756
Low 2.672 2.671 -0.001 0.0% 2.597
Close 2.685 2.701 0.016 0.6% 2.685
Range 0.070 0.117 0.047 67.1% 0.159
ATR 0.079 0.081 0.003 3.5% 0.000
Volume 28,398 47,287 18,889 66.5% 125,276
Daily Pivots for day following 30-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.071 3.003 2.765
R3 2.954 2.886 2.733
R2 2.837 2.837 2.722
R1 2.769 2.769 2.712 2.803
PP 2.720 2.720 2.720 2.737
S1 2.652 2.652 2.690 2.686
S2 2.603 2.603 2.680
S3 2.486 2.535 2.669
S4 2.369 2.418 2.637
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 2.788 2.597 0.191 7.1% 0.080 3.0% 54% True False 34,512
10 2.817 2.527 0.290 10.7% 0.088 3.2% 60% False False 41,761
20 3.052 2.527 0.525 19.4% 0.084 3.1% 33% False False 39,384
40 3.052 2.527 0.525 19.4% 0.071 2.6% 33% False False 31,545
60 3.052 2.527 0.525 19.4% 0.066 2.4% 33% False False 26,940
80 3.052 2.527 0.525 19.4% 0.061 2.3% 33% False False 23,706
100 3.052 2.425 0.627 23.2% 0.057 2.1% 44% False False 21,125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.285
2.618 3.094
1.618 2.977
1.000 2.905
0.618 2.860
HIGH 2.788
0.618 2.743
0.500 2.730
0.382 2.716
LOW 2.671
0.618 2.599
1.000 2.554
1.618 2.482
2.618 2.365
4.250 2.174
Fisher Pivots for day following 30-Nov-2020
Pivot 1 day 3 day
R1 2.730 2.726
PP 2.720 2.718
S1 2.711 2.709

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

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