NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 2.899 2.929 0.030 1.0% 2.878
High 2.975 2.971 -0.004 -0.1% 2.973
Low 2.837 2.895 0.058 2.0% 2.772
Close 2.931 2.927 -0.004 -0.1% 2.916
Range 0.138 0.076 -0.062 -44.9% 0.201
ATR 0.102 0.100 -0.002 -1.8% 0.000
Volume 151,062 66,652 -84,410 -55.9% 254,027
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.159 3.119 2.969
R3 3.083 3.043 2.948
R2 3.007 3.007 2.941
R1 2.967 2.967 2.934 2.949
PP 2.931 2.931 2.931 2.922
S1 2.891 2.891 2.920 2.873
S2 2.855 2.855 2.913
S3 2.779 2.815 2.906
S4 2.703 2.739 2.885
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.490 3.404 3.027
R3 3.289 3.203 2.971
R2 3.088 3.088 2.953
R1 3.002 3.002 2.934 3.045
PP 2.887 2.887 2.887 2.909
S1 2.801 2.801 2.898 2.844
S2 2.686 2.686 2.879
S3 2.485 2.600 2.861
S4 2.284 2.399 2.805
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.975 2.811 0.164 5.6% 0.109 3.7% 71% False False 95,301
10 2.975 2.751 0.224 7.7% 0.111 3.8% 79% False False 71,640
20 2.975 2.595 0.380 13.0% 0.101 3.4% 87% False False 67,663
40 2.975 2.253 0.722 24.7% 0.090 3.1% 93% False False 51,017
60 2.975 2.133 0.842 28.8% 0.083 2.8% 94% False False 41,726
80 2.975 2.133 0.842 28.8% 0.079 2.7% 94% False False 34,701
100 2.975 2.133 0.842 28.8% 0.080 2.7% 94% False False 30,210
120 2.975 2.133 0.842 28.8% 0.077 2.6% 94% False False 26,803
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 0.043
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3.294
2.618 3.170
1.618 3.094
1.000 3.047
0.618 3.018
HIGH 2.971
0.618 2.942
0.500 2.933
0.382 2.924
LOW 2.895
0.618 2.848
1.000 2.819
1.618 2.772
2.618 2.696
4.250 2.572
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 2.933 2.920
PP 2.931 2.913
S1 2.929 2.906

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

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