NYMEX Natural Gas Future November 2020

Trading Metrics calculated at close of trading on 27-Apr-2020

Day Change Summary
	Previous	Current
	24-Apr-2020	27-Apr-2020	Change	Change %	Previous Week
Open	2.584	2.572	-0.012	-0.5%	2.503
High	2.605	2.630	0.025	1.0%	2.693
Low	2.553	2.524	-0.029	-1.1%	2.468
Close	2.574	2.628	0.054	2.1%	2.574
Range	0.052	0.106	0.054	103.8%	0.225
ATR	0.076	0.078	0.002	2.9%	0.000
Volume	6,472	11,148	4,676	72.2%	54,772

Daily Pivots for day following 27-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.912	2.876	2.686
R3	2.806	2.770	2.657
R2	2.700	2.700	2.647
R1	2.664	2.664	2.638	2.682
PP	2.594	2.594	2.594	2.603
S1	2.558	2.558	2.618	2.576
S2	2.488	2.488	2.609
S3	2.382	2.452	2.599
S4	2.276	2.346	2.570

Weekly Pivots for week ending 24-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.253	3.139	2.698
R3	3.028	2.914	2.636
R2	2.803	2.803	2.615
R1	2.689	2.689	2.595	2.746
PP	2.578	2.578	2.578	2.607
S1	2.464	2.464	2.553	2.521
S2	2.353	2.353	2.533
S3	2.128	2.239	2.512
S4	1.903	2.014	2.450

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.693	2.524	0.169	6.4%	0.087	3.3%	62%	False	True	10,240
10	2.693	2.357	0.336	12.8%	0.089	3.4%	81%	False	False	10,027
20	2.693	2.236	0.457	17.4%	0.075	2.8%	86%	False	False	10,312
40	2.693	2.072	0.621	23.6%	0.078	3.0%	90%	False	False	10,258
60	2.693	2.072	0.621	23.6%	0.065	2.5%	90%	False	False	8,693

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.081
2.618	2.908
1.618	2.802
1.000	2.736
0.618	2.696
HIGH	2.630
0.618	2.590
0.500	2.577
0.382	2.564
LOW	2.524
0.618	2.458
1.000	2.418
1.618	2.352
2.618	2.246
4.250	2.074

Fisher Pivots for day following 27-Apr-2020
Pivot	1 day	3 day
R1	2.611	2.616
PP	2.594	2.605
S1	2.577	2.593

Download as Excel Spreadsheet

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

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