NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 03-Aug-2020
Day Change Summary
Previous Current
31-Jul-2020 03-Aug-2020 Change Change % Previous Week
Open 2.472 2.473 0.001 0.0% 2.405
High 2.497 2.640 0.143 5.7% 2.544
Low 2.404 2.447 0.043 1.8% 2.360
Close 2.418 2.612 0.194 8.0% 2.418
Range 0.093 0.193 0.100 107.5% 0.184
ATR 0.075 0.086 0.010 14.0% 0.000
Volume 35,859 97,840 61,981 172.8% 166,518
Daily Pivots for day following 03-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.145 3.072 2.718
R3 2.952 2.879 2.665
R2 2.759 2.759 2.647
R1 2.686 2.686 2.630 2.723
PP 2.566 2.566 2.566 2.585
S1 2.493 2.493 2.594 2.530
S2 2.373 2.373 2.577
S3 2.180 2.300 2.559
S4 1.987 2.107 2.506
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 2.993 2.889 2.519
R3 2.809 2.705 2.469
R2 2.625 2.625 2.452
R1 2.521 2.521 2.435 2.573
PP 2.441 2.441 2.441 2.467
S1 2.337 2.337 2.401 2.389
S2 2.257 2.257 2.384
S3 2.073 2.153 2.367
S4 1.889 1.969 2.317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.640 2.371 0.269 10.3% 0.114 4.3% 90% True False 47,642
10 2.640 2.273 0.367 14.1% 0.090 3.5% 92% True False 37,046
20 2.640 2.253 0.387 14.8% 0.082 3.1% 93% True False 32,896
40 2.640 2.133 0.507 19.4% 0.071 2.7% 94% True False 26,036
60 2.640 2.133 0.507 19.4% 0.070 2.7% 94% True False 21,997
80 2.794 2.133 0.661 25.3% 0.072 2.8% 72% False False 19,332
100 2.794 2.133 0.661 25.3% 0.072 2.8% 72% False False 17,489
120 2.794 2.072 0.722 27.6% 0.070 2.7% 75% False False 15,868
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 3.460
2.618 3.145
1.618 2.952
1.000 2.833
0.618 2.759
HIGH 2.640
0.618 2.566
0.500 2.544
0.382 2.521
LOW 2.447
0.618 2.328
1.000 2.254
1.618 2.135
2.618 1.942
4.250 1.627
Fisher Pivots for day following 03-Aug-2020
Pivot 1 day 3 day
R1 2.589 2.582
PP 2.566 2.552
S1 2.544 2.522

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

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