NYMEX Natural Gas Future November 2020

Trading Metrics calculated at close of trading on 15-May-2020

Day Change Summary
	Previous	Current
	14-May-2020	15-May-2020	Change	Change %	Previous Week
Open	2.421	2.425	0.004	0.2%	2.546
High	2.480	2.477	-0.003	-0.1%	2.573
Low	2.407	2.390	-0.017	-0.7%	2.390
Close	2.431	2.402	-0.029	-1.2%	2.402
Range	0.073	0.087	0.014	19.2%	0.183
ATR	0.078	0.079	0.001	0.8%	0.000
Volume	14,001	14,805	804	5.7%	82,541

Daily Pivots for day following 15-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.684	2.630	2.450
R3	2.597	2.543	2.426
R2	2.510	2.510	2.418
R1	2.456	2.456	2.410	2.440
PP	2.423	2.423	2.423	2.415
S1	2.369	2.369	2.394	2.353
S2	2.336	2.336	2.386
S3	2.249	2.282	2.378
S4	2.162	2.195	2.354

Weekly Pivots for week ending 15-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.004	2.886	2.503
R3	2.821	2.703	2.452
R2	2.638	2.638	2.436
R1	2.520	2.520	2.419	2.488
PP	2.455	2.455	2.455	2.439
S1	2.337	2.337	2.385	2.305
S2	2.272	2.272	2.368
S3	2.089	2.154	2.352
S4	1.906	1.971	2.301

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.573	2.390	0.183	7.6%	0.080	3.3%	7%	False	True	16,508
10	2.794	2.390	0.404	16.8%	0.076	3.2%	3%	False	True	16,260
20	2.794	2.390	0.404	16.8%	0.083	3.5%	3%	False	True	13,542
40	2.794	2.195	0.599	24.9%	0.074	3.1%	35%	False	False	11,405
60	2.794	2.072	0.722	30.1%	0.074	3.1%	46%	False	False	10,824

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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.847
2.618	2.705
1.618	2.618
1.000	2.564
0.618	2.531
HIGH	2.477
0.618	2.444
0.500	2.434
0.382	2.423
LOW	2.390
0.618	2.336
1.000	2.303
1.618	2.249
2.618	2.162
4.250	2.020

Fisher Pivots for day following 15-May-2020
Pivot	1 day	3 day
R1	2.434	2.440
PP	2.423	2.427
S1	2.413	2.415

Download as Excel Spreadsheet

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

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