NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 25-Aug-2020
Day Change Summary
Previous Current
24-Aug-2020 25-Aug-2020 Change Change % Previous Week
Open 2.878 2.875 -0.003 -0.1% 2.832
High 2.915 2.895 -0.020 -0.7% 2.895
Low 2.819 2.840 0.021 0.7% 2.751
Close 2.875 2.853 -0.022 -0.8% 2.866
Range 0.096 0.055 -0.041 -42.7% 0.144
ATR 0.091 0.089 -0.003 -2.8% 0.000
Volume 40,063 39,210 -853 -2.1% 211,097
Daily Pivots for day following 25-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.028 2.995 2.883
R3 2.973 2.940 2.868
R2 2.918 2.918 2.863
R1 2.885 2.885 2.858 2.874
PP 2.863 2.863 2.863 2.857
S1 2.830 2.830 2.848 2.819
S2 2.808 2.808 2.843
S3 2.753 2.775 2.838
S4 2.698 2.720 2.823
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.269 3.212 2.945
R3 3.125 3.068 2.906
R2 2.981 2.981 2.892
R1 2.924 2.924 2.879 2.953
PP 2.837 2.837 2.837 2.852
S1 2.780 2.780 2.853 2.809
S2 2.693 2.693 2.840
S3 2.549 2.636 2.826
S4 2.405 2.492 2.787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.915 2.751 0.164 5.7% 0.080 2.8% 62% False False 39,016
10 2.915 2.595 0.320 11.2% 0.088 3.1% 81% False False 53,841
20 2.915 2.404 0.511 17.9% 0.098 3.4% 88% False False 55,640
40 2.915 2.219 0.696 24.4% 0.085 3.0% 91% False False 42,046
60 2.915 2.133 0.782 27.4% 0.075 2.6% 92% False False 33,384
80 2.915 2.133 0.782 27.4% 0.075 2.6% 92% False False 28,632
100 2.915 2.133 0.782 27.4% 0.075 2.6% 92% False False 25,005
120 2.915 2.072 0.843 29.5% 0.076 2.7% 93% False False 22,607
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 3.129
2.618 3.039
1.618 2.984
1.000 2.950
0.618 2.929
HIGH 2.895
0.618 2.874
0.500 2.868
0.382 2.861
LOW 2.840
0.618 2.806
1.000 2.785
1.618 2.751
2.618 2.696
4.250 2.606
Fisher Pivots for day following 25-Aug-2020
Pivot 1 day 3 day
R1 2.868 2.846
PP 2.863 2.840
S1 2.858 2.833

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

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