NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 30-Mar-2020
Day Change Summary
Previous Current
27-Mar-2020 30-Mar-2020 Change Change % Previous Week
Open 2.298 2.247 -0.051 -2.2% 2.204
High 2.304 2.316 0.012 0.5% 2.346
Low 2.265 2.236 -0.029 -1.3% 2.195
Close 2.275 2.314 0.039 1.7% 2.275
Range 0.039 0.080 0.041 105.1% 0.151
ATR 0.071 0.072 0.001 0.9% 0.000
Volume 10,558 6,264 -4,294 -40.7% 36,328
Daily Pivots for day following 30-Mar-2020
Classic Woodie Camarilla DeMark
R4 2.529 2.501 2.358
R3 2.449 2.421 2.336
R2 2.369 2.369 2.329
R1 2.341 2.341 2.321 2.355
PP 2.289 2.289 2.289 2.296
S1 2.261 2.261 2.307 2.275
S2 2.209 2.209 2.299
S3 2.129 2.181 2.292
S4 2.049 2.101 2.270
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 2.236 0.110 4.8% 0.061 2.6% 71% False True 7,154
10 2.346 2.166 0.180 7.8% 0.072 3.1% 82% False False 8,776
20 2.400 2.072 0.328 14.2% 0.082 3.5% 74% False False 10,152
40 2.400 2.072 0.328 14.2% 0.062 2.7% 74% False False 7,967
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 2.656
2.618 2.525
1.618 2.445
1.000 2.396
0.618 2.365
HIGH 2.316
0.618 2.285
0.500 2.276
0.382 2.267
LOW 2.236
0.618 2.187
1.000 2.156
1.618 2.107
2.618 2.027
4.250 1.896
Fisher Pivots for day following 30-Mar-2020
Pivot 1 day 3 day
R1 2.301 2.303
PP 2.289 2.291
S1 2.276 2.280

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

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