NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 10-Aug-2020
Day Change Summary
Previous Current
07-Aug-2020 10-Aug-2020 Change Change % Previous Week
Open 2.643 2.726 0.083 3.1% 2.473
High 2.735 2.734 -0.001 0.0% 2.741
Low 2.633 2.607 -0.026 -1.0% 2.447
Close 2.720 2.640 -0.080 -2.9% 2.720
Range 0.102 0.127 0.025 24.5% 0.294
ATR 0.089 0.092 0.003 3.0% 0.000
Volume 74,760 74,086 -674 -0.9% 320,799
Daily Pivots for day following 10-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.041 2.968 2.710
R3 2.914 2.841 2.675
R2 2.787 2.787 2.663
R1 2.714 2.714 2.652 2.687
PP 2.660 2.660 2.660 2.647
S1 2.587 2.587 2.628 2.560
S2 2.533 2.533 2.617
S3 2.406 2.460 2.605
S4 2.279 2.333 2.570
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.518 3.413 2.882
R3 3.224 3.119 2.801
R2 2.930 2.930 2.774
R1 2.825 2.825 2.747 2.878
PP 2.636 2.636 2.636 2.662
S1 2.531 2.531 2.693 2.584
S2 2.342 2.342 2.666
S3 2.048 2.237 2.639
S4 1.754 1.943 2.558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.741 2.559 0.182 6.9% 0.105 4.0% 45% False False 59,409
10 2.741 2.371 0.370 14.0% 0.109 4.1% 73% False False 53,525
20 2.741 2.253 0.488 18.5% 0.086 3.2% 79% False False 38,422
40 2.741 2.133 0.608 23.0% 0.076 2.9% 83% False False 31,512
60 2.741 2.133 0.608 23.0% 0.072 2.7% 83% False False 25,568
80 2.794 2.133 0.661 25.0% 0.075 2.8% 77% False False 22,487
100 2.794 2.133 0.661 25.0% 0.073 2.8% 77% False False 19,842
120 2.794 2.072 0.722 27.3% 0.073 2.8% 79% False False 18,126
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 0.022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.274
2.618 3.066
1.618 2.939
1.000 2.861
0.618 2.812
HIGH 2.734
0.618 2.685
0.500 2.671
0.382 2.656
LOW 2.607
0.618 2.529
1.000 2.480
1.618 2.402
2.618 2.275
4.250 2.067
Fisher Pivots for day following 10-Aug-2020
Pivot 1 day 3 day
R1 2.671 2.674
PP 2.660 2.663
S1 2.650 2.651

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

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