NYMEX Natural Gas Future November 2020

Trading Metrics calculated at close of trading on 12-May-2020

Day Change Summary
	Previous	Current
	11-May-2020	12-May-2020	Change	Change %	Previous Week
Open	2.546	2.542	-0.004	-0.2%	2.643
High	2.573	2.559	-0.014	-0.5%	2.794
Low	2.528	2.461	-0.067	-2.7%	2.539
Close	2.551	2.482	-0.069	-2.7%	2.544
Range	0.045	0.098	0.053	117.8%	0.255
ATR	0.076	0.077	0.002	2.1%	0.000
Volume	14,762	15,387	625	4.2%	80,062

Daily Pivots for day following 12-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.795	2.736	2.536
R3	2.697	2.638	2.509
R2	2.599	2.599	2.500
R1	2.540	2.540	2.491	2.521
PP	2.501	2.501	2.501	2.491
S1	2.442	2.442	2.473	2.423
S2	2.403	2.403	2.464
S3	2.305	2.344	2.455
S4	2.207	2.246	2.428

Weekly Pivots for week ending 08-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.391	3.222	2.684
R3	3.136	2.967	2.614
R2	2.881	2.881	2.591
R1	2.712	2.712	2.567	2.669
PP	2.626	2.626	2.626	2.604
S1	2.457	2.457	2.521	2.414
S2	2.371	2.371	2.497
S3	2.116	2.202	2.474
S4	1.861	1.947	2.404

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.661	2.461	0.200	8.1%	0.061	2.5%	11%	False	True	15,390
10	2.794	2.461	0.333	13.4%	0.075	3.0%	6%	False	True	14,348
20	2.794	2.357	0.437	17.6%	0.082	3.3%	29%	False	False	12,247
40	2.794	2.166	0.628	25.3%	0.074	3.0%	50%	False	False	11,007
60	2.794	2.072	0.722	29.1%	0.072	2.9%	57%	False	False	10,231

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.976
2.618	2.816
1.618	2.718
1.000	2.657
0.618	2.620
HIGH	2.559
0.618	2.522
0.500	2.510
0.382	2.498
LOW	2.461
0.618	2.400
1.000	2.363
1.618	2.302
2.618	2.204
4.250	2.045

Fisher Pivots for day following 12-May-2020
Pivot	1 day	3 day
R1	2.510	2.524
PP	2.501	2.510
S1	2.491	2.496

Download as Excel Spreadsheet

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

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