NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 12-Mar-2020
Day Change Summary
Previous Current
11-Mar-2020 12-Mar-2020 Change Change % Previous Week
Open 2.345 2.297 -0.048 -2.0% 2.119
High 2.400 2.323 -0.077 -3.2% 2.231
Low 2.297 2.218 -0.079 -3.4% 2.118
Close 2.304 2.298 -0.006 -0.3% 2.138
Range 0.103 0.105 0.002 1.9% 0.113
ATR 0.068 0.071 0.003 3.8% 0.000
Volume 18,540 15,517 -3,023 -16.3% 38,559
Daily Pivots for day following 12-Mar-2020
Classic Woodie Camarilla DeMark
R4 2.595 2.551 2.356
R3 2.490 2.446 2.327
R2 2.385 2.385 2.317
R1 2.341 2.341 2.308 2.363
PP 2.280 2.280 2.280 2.291
S1 2.236 2.236 2.288 2.258
S2 2.175 2.175 2.279
S3 2.070 2.131 2.269
S4 1.965 2.026 2.240
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 14.3% 0.113 4.9% 69% False False 14,745
10 2.400 2.072 0.328 14.3% 0.089 3.9% 69% False False 11,320
20 2.400 2.072 0.328 14.3% 0.063 2.7% 69% False False 8,243
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.769
2.618 2.598
1.618 2.493
1.000 2.428
0.618 2.388
HIGH 2.323
0.618 2.283
0.500 2.271
0.382 2.258
LOW 2.218
0.618 2.153
1.000 2.113
1.618 2.048
2.618 1.943
4.250 1.772
Fisher Pivots for day following 12-Mar-2020
Pivot 1 day 3 day
R1 2.289 2.309
PP 2.280 2.305
S1 2.271 2.302

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

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