NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 16-Mar-2020
Day Change Summary
Previous Current
13-Mar-2020 16-Mar-2020 Change Change % Previous Week
Open 2.263 2.264 0.001 0.0% 2.127
High 2.370 2.295 -0.075 -3.2% 2.400
Low 2.262 2.233 -0.029 -1.3% 2.072
Close 2.302 2.274 -0.028 -1.2% 2.302
Range 0.108 0.062 -0.046 -42.6% 0.328
ATR 0.074 0.073 0.000 -0.5% 0.000
Volume 10,224 8,246 -1,978 -19.3% 75,771
Daily Pivots for day following 16-Mar-2020
Classic Woodie Camarilla DeMark
R4 2.453 2.426 2.308
R3 2.391 2.364 2.291
R2 2.329 2.329 2.285
R1 2.302 2.302 2.280 2.316
PP 2.267 2.267 2.267 2.274
S1 2.240 2.240 2.268 2.254
S2 2.205 2.205 2.263
S3 2.143 2.178 2.257
S4 2.081 2.116 2.240
Weekly Pivots for week ending 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 3.242 3.100 2.482
R3 2.914 2.772 2.392
R2 2.586 2.586 2.362
R1 2.444 2.444 2.332 2.515
PP 2.258 2.258 2.258 2.294
S1 2.116 2.116 2.272 2.187
S2 1.930 1.930 2.242
S3 1.602 1.788 2.212
S4 1.274 1.460 2.122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.400 2.218 0.182 8.0% 0.098 4.3% 31% False False 13,987
10 2.400 2.072 0.328 14.4% 0.092 4.0% 62% False False 11,527
20 2.400 2.072 0.328 14.4% 0.069 3.0% 62% False False 8,678
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.022
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2.559
2.618 2.457
1.618 2.395
1.000 2.357
0.618 2.333
HIGH 2.295
0.618 2.271
0.500 2.264
0.382 2.257
LOW 2.233
0.618 2.195
1.000 2.171
1.618 2.133
2.618 2.071
4.250 1.970
Fisher Pivots for day following 16-Mar-2020
Pivot 1 day 3 day
R1 2.271 2.294
PP 2.267 2.287
S1 2.264 2.281

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

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