NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 20-Aug-2020
Day Change Summary
Previous Current
19-Aug-2020 20-Aug-2020 Change Change % Previous Week
Open 2.868 2.879 0.011 0.4% 2.726
High 2.895 2.879 -0.016 -0.6% 2.831
Low 2.836 2.813 -0.023 -0.8% 2.595
Close 2.868 2.827 -0.041 -1.4% 2.811
Range 0.059 0.066 0.007 11.9% 0.236
ATR 0.090 0.089 -0.002 -1.9% 0.000
Volume 27,120 47,284 20,164 74.4% 392,408
Daily Pivots for day following 20-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.038 2.998 2.863
R3 2.972 2.932 2.845
R2 2.906 2.906 2.839
R1 2.866 2.866 2.833 2.853
PP 2.840 2.840 2.840 2.833
S1 2.800 2.800 2.821 2.787
S2 2.774 2.774 2.815
S3 2.708 2.734 2.809
S4 2.642 2.668 2.791
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.454 3.368 2.941
R3 3.218 3.132 2.876
R2 2.982 2.982 2.854
R1 2.896 2.896 2.833 2.939
PP 2.746 2.746 2.746 2.767
S1 2.660 2.660 2.789 2.703
S2 2.510 2.510 2.768
S3 2.274 2.424 2.746
S4 2.038 2.188 2.681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.895 2.680 0.215 7.6% 0.093 3.3% 68% False False 49,259
10 2.895 2.595 0.300 10.6% 0.091 3.2% 77% False False 63,685
20 2.895 2.332 0.563 19.9% 0.096 3.4% 88% False False 53,796
40 2.895 2.133 0.762 27.0% 0.084 3.0% 91% False False 40,714
60 2.895 2.133 0.762 27.0% 0.073 2.6% 91% False False 31,976
80 2.895 2.133 0.762 27.0% 0.074 2.6% 91% False False 27,540
100 2.895 2.133 0.762 27.0% 0.074 2.6% 91% False False 24,122
120 2.895 2.072 0.823 29.1% 0.075 2.7% 92% False False 21,794
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 True
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 3.160
2.618 3.052
1.618 2.986
1.000 2.945
0.618 2.920
HIGH 2.879
0.618 2.854
0.500 2.846
0.382 2.838
LOW 2.813
0.618 2.772
1.000 2.747
1.618 2.706
2.618 2.640
4.250 2.533
Fisher Pivots for day following 20-Aug-2020
Pivot 1 day 3 day
R1 2.846 2.833
PP 2.840 2.831
S1 2.833 2.829

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

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