NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 31-Mar-2020
Day Change Summary
Previous Current
30-Mar-2020 31-Mar-2020 Change Change % Previous Week
Open 2.247 2.311 0.064 2.8% 2.204
High 2.316 2.340 0.024 1.0% 2.346
Low 2.236 2.282 0.046 2.1% 2.195
Close 2.314 2.295 -0.019 -0.8% 2.275
Range 0.080 0.058 -0.022 -27.5% 0.151
ATR 0.072 0.071 -0.001 -1.4% 0.000
Volume 6,264 12,230 5,966 95.2% 36,328
Daily Pivots for day following 31-Mar-2020
Classic Woodie Camarilla DeMark
R4 2.480 2.445 2.327
R3 2.422 2.387 2.311
R2 2.364 2.364 2.306
R1 2.329 2.329 2.300 2.318
PP 2.306 2.306 2.306 2.300
S1 2.271 2.271 2.290 2.260
S2 2.248 2.248 2.284
S3 2.190 2.213 2.279
S4 2.132 2.155 2.263
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% 0.058 2.5% 54% False False 8,014
10 2.346 2.166 0.180 7.8% 0.071 3.1% 72% False False 9,171
20 2.400 2.072 0.328 14.3% 0.081 3.5% 68% False False 10,270
40 2.400 2.072 0.328 14.3% 0.062 2.7% 68% False False 8,146
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 2 trading days
Fibonacci Retracements and Extensions
4.250 2.587
2.618 2.492
1.618 2.434
1.000 2.398
0.618 2.376
HIGH 2.340
0.618 2.318
0.500 2.311
0.382 2.304
LOW 2.282
0.618 2.246
1.000 2.224
1.618 2.188
2.618 2.130
4.250 2.036
Fisher Pivots for day following 31-Mar-2020
Pivot 1 day 3 day
R1 2.311 2.293
PP 2.306 2.290
S1 2.300 2.288

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

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