NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 11-Mar-2020
Day Change Summary
Previous Current
10-Mar-2020 11-Mar-2020 Change Change % Previous Week
Open 2.287 2.345 0.058 2.5% 2.119
High 2.369 2.400 0.031 1.3% 2.231
Low 2.257 2.297 0.040 1.8% 2.118
Close 2.363 2.304 -0.059 -2.5% 2.138
Range 0.112 0.103 -0.009 -8.0% 0.113
ATR 0.066 0.068 0.003 4.0% 0.000
Volume 17,411 18,540 1,129 6.5% 38,559
Daily Pivots for day following 11-Mar-2020
Classic Woodie Camarilla DeMark
R4 2.643 2.576 2.361
R3 2.540 2.473 2.332
R2 2.437 2.437 2.323
R1 2.370 2.370 2.313 2.352
PP 2.334 2.334 2.334 2.325
S1 2.267 2.267 2.295 2.249
S2 2.231 2.231 2.285
S3 2.128 2.164 2.276
S4 2.025 2.061 2.247
Weekly Pivots for week ending 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 2.501 2.433 2.200
R3 2.388 2.320 2.169
R2 2.275 2.275 2.159
R1 2.207 2.207 2.148 2.241
PP 2.162 2.162 2.162 2.180
S1 2.094 2.094 2.128 2.128
S2 2.049 2.049 2.117
S3 1.936 1.981 2.107
S4 1.823 1.868 2.076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.400 2.072 0.328 14.2% 0.104 4.5% 71% True False 12,913
10 2.400 2.072 0.328 14.2% 0.085 3.7% 71% True False 10,524
20 2.400 2.072 0.328 14.2% 0.060 2.6% 71% True False 7,762
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 2.838
2.618 2.670
1.618 2.567
1.000 2.503
0.618 2.464
HIGH 2.400
0.618 2.361
0.500 2.349
0.382 2.336
LOW 2.297
0.618 2.233
1.000 2.194
1.618 2.130
2.618 2.027
4.250 1.859
Fisher Pivots for day following 11-Mar-2020
Pivot 1 day 3 day
R1 2.349 2.281
PP 2.334 2.259
S1 2.319 2.236

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

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