NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 2.767 2.738 -0.029 -1.0% 2.982
High 2.833 2.767 -0.066 -2.3% 2.990
Low 2.716 2.700 -0.016 -0.6% 2.723
Close 2.740 2.741 0.001 0.0% 2.744
Range 0.117 0.067 -0.050 -42.7% 0.267
ATR 0.103 0.100 -0.003 -2.5% 0.000
Volume 105,740 80,239 -25,501 -24.1% 386,797
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.937 2.906 2.778
R3 2.870 2.839 2.759
R2 2.803 2.803 2.753
R1 2.772 2.772 2.747 2.788
PP 2.736 2.736 2.736 2.744
S1 2.705 2.705 2.735 2.721
S2 2.669 2.669 2.729
S3 2.602 2.638 2.723
S4 2.535 2.571 2.704
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 2.927 2.700 0.227 8.3% 0.092 3.4% 18% False True 95,236
10 3.002 2.700 0.302 11.0% 0.104 3.8% 14% False True 99,317
20 3.002 2.700 0.302 11.0% 0.104 3.8% 14% False True 74,748
40 3.002 2.273 0.729 26.6% 0.098 3.6% 64% False False 63,175
60 3.002 2.133 0.869 31.7% 0.089 3.2% 70% False False 50,770
80 3.002 2.133 0.869 31.7% 0.081 2.9% 70% False False 41,527
100 3.002 2.133 0.869 31.7% 0.080 2.9% 70% False False 36,013
120 3.002 2.133 0.869 31.7% 0.079 2.9% 70% False False 31,713
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.034
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3.052
2.618 2.942
1.618 2.875
1.000 2.834
0.618 2.808
HIGH 2.767
0.618 2.741
0.500 2.734
0.382 2.726
LOW 2.700
0.618 2.659
1.000 2.633
1.618 2.592
2.618 2.525
4.250 2.415
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 2.739 2.767
PP 2.736 2.758
S1 2.734 2.750

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

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