NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 2.856 2.797 -0.059 -2.1% 2.982
High 2.874 2.807 -0.067 -2.3% 2.990
Low 2.787 2.723 -0.064 -2.3% 2.723
Close 2.798 2.744 -0.054 -1.9% 2.744
Range 0.087 0.084 -0.003 -3.4% 0.267
ATR 0.103 0.102 -0.001 -1.3% 0.000
Volume 88,724 90,300 1,576 1.8% 386,797
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.010 2.961 2.790
R3 2.926 2.877 2.767
R2 2.842 2.842 2.759
R1 2.793 2.793 2.752 2.776
PP 2.758 2.758 2.758 2.749
S1 2.709 2.709 2.736 2.692
S2 2.674 2.674 2.729
S3 2.590 2.625 2.721
S4 2.506 2.541 2.698
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.620 3.449 2.891
R3 3.353 3.182 2.817
R2 3.086 3.086 2.793
R1 2.915 2.915 2.768 2.867
PP 2.819 2.819 2.819 2.795
S1 2.648 2.648 2.720 2.600
S2 2.552 2.552 2.695
S3 2.285 2.381 2.671
S4 2.018 2.114 2.597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.002 2.723 0.279 10.2% 0.107 3.9% 8% False True 93,819
10 3.002 2.723 0.279 10.2% 0.108 3.9% 8% False True 94,560
20 3.002 2.680 0.322 11.7% 0.106 3.9% 20% False False 71,589
40 3.002 2.253 0.749 27.3% 0.097 3.5% 66% False False 59,456
60 3.002 2.133 0.869 31.7% 0.087 3.2% 70% False False 48,244
80 3.002 2.133 0.869 31.7% 0.080 2.9% 70% False False 39,537
100 3.002 2.133 0.869 31.7% 0.080 2.9% 70% False False 34,322
120 3.002 2.133 0.869 31.7% 0.078 2.8% 70% False False 30,279
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.164
2.618 3.027
1.618 2.943
1.000 2.891
0.618 2.859
HIGH 2.807
0.618 2.775
0.500 2.765
0.382 2.755
LOW 2.723
0.618 2.671
1.000 2.639
1.618 2.587
2.618 2.503
4.250 2.366
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 2.765 2.825
PP 2.758 2.798
S1 2.751 2.771

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

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