NYMEX Natural Gas Future November 2020

Trading Metrics calculated at close of trading on 04-May-2020

Day Change Summary
	Previous	Current
	01-May-2020	04-May-2020	Change	Change %	Previous Week
Open	2.636	2.643	0.007	0.3%	2.572
High	2.693	2.707	0.014	0.5%	2.693
Low	2.631	2.643	0.012	0.5%	2.524
Close	2.643	2.707	0.064	2.4%	2.643
Range	0.062	0.064	0.002	3.2%	0.169
ATR	0.077	0.076	-0.001	-1.2%	0.000
Volume	12,072	10,385	-1,687	-14.0%	53,477

Daily Pivots for day following 04-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.878	2.856	2.742
R3	2.814	2.792	2.725
R2	2.750	2.750	2.719
R1	2.728	2.728	2.713	2.739
PP	2.686	2.686	2.686	2.691
S1	2.664	2.664	2.701	2.675
S2	2.622	2.622	2.695
S3	2.558	2.600	2.689
S4	2.494	2.536	2.672

Weekly Pivots for week ending 01-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.127	3.054	2.736
R3	2.958	2.885	2.689
R2	2.789	2.789	2.674
R1	2.716	2.716	2.658	2.753
PP	2.620	2.620	2.620	2.638
S1	2.547	2.547	2.628	2.584
S2	2.451	2.451	2.612
S3	2.282	2.378	2.597
S4	2.113	2.209	2.550

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.707	2.572	0.135	5.0%	0.073	2.7%	100%	True	False	10,542
10	2.707	2.524	0.183	6.8%	0.080	3.0%	100%	True	False	10,391
20	2.707	2.339	0.368	13.6%	0.076	2.8%	100%	True	False	10,410
40	2.707	2.072	0.635	23.5%	0.080	2.9%	100%	True	False	10,612
60	2.707	2.072	0.635	23.5%	0.068	2.5%	100%	True	False	9,176

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.979
2.618	2.875
1.618	2.811
1.000	2.771
0.618	2.747
HIGH	2.707
0.618	2.683
0.500	2.675
0.382	2.667
LOW	2.643
0.618	2.603
1.000	2.579
1.618	2.539
2.618	2.475
4.250	2.371

Fisher Pivots for day following 04-May-2020
Pivot	1 day	3 day
R1	2.696	2.685
PP	2.686	2.662
S1	2.675	2.640

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols