NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 27-Mar-2020
Day Change Summary
Previous Current
26-Mar-2020 27-Mar-2020 Change Change % Previous Week
Open 2.302 2.298 -0.004 -0.2% 2.204
High 2.323 2.304 -0.019 -0.8% 2.346
Low 2.267 2.265 -0.002 -0.1% 2.195
Close 2.289 2.275 -0.014 -0.6% 2.275
Range 0.056 0.039 -0.017 -30.4% 0.151
ATR 0.073 0.071 -0.002 -3.3% 0.000
Volume 5,122 10,558 5,436 106.1% 36,328
Daily Pivots for day following 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 2.398 2.376 2.296
R3 2.359 2.337 2.286
R2 2.320 2.320 2.282
R1 2.298 2.298 2.279 2.290
PP 2.281 2.281 2.281 2.277
S1 2.259 2.259 2.271 2.251
S2 2.242 2.242 2.268
S3 2.203 2.220 2.264
S4 2.164 2.181 2.254
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 2.725 2.651 2.358
R3 2.574 2.500 2.317
R2 2.423 2.423 2.303
R1 2.349 2.349 2.289 2.386
PP 2.272 2.272 2.272 2.291
S1 2.198 2.198 2.261 2.235
S2 2.121 2.121 2.247
S3 1.970 2.047 2.233
S4 1.819 1.896 2.192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.346 2.195 0.151 6.6% 0.061 2.7% 53% False False 7,265
10 2.346 2.166 0.180 7.9% 0.070 3.1% 61% False False 8,975
20 2.400 2.072 0.328 14.4% 0.080 3.5% 62% False False 10,204
40 2.400 2.072 0.328 14.4% 0.060 2.7% 62% False False 7,883
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 2.470
2.618 2.406
1.618 2.367
1.000 2.343
0.618 2.328
HIGH 2.304
0.618 2.289
0.500 2.285
0.382 2.280
LOW 2.265
0.618 2.241
1.000 2.226
1.618 2.202
2.618 2.163
4.250 2.099
Fisher Pivots for day following 27-Mar-2020
Pivot 1 day 3 day
R1 2.285 2.306
PP 2.281 2.295
S1 2.278 2.285

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

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