NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 29-Sep-2020
Day Change Summary
Previous Current
28-Sep-2020 29-Sep-2020 Change Change % Previous Week
Open 2.785 2.769 -0.016 -0.6% 2.588
High 2.823 2.789 -0.034 -1.2% 2.928
Low 2.704 2.490 -0.214 -7.9% 2.518
Close 2.795 2.561 -0.234 -8.4% 2.807
Range 0.119 0.299 0.180 151.3% 0.410
ATR 0.133 0.145 0.012 9.3% 0.000
Volume 113,191 196,454 83,263 73.6% 805,326
Daily Pivots for day following 29-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.510 3.335 2.725
R3 3.211 3.036 2.643
R2 2.912 2.912 2.616
R1 2.737 2.737 2.588 2.675
PP 2.613 2.613 2.613 2.583
S1 2.438 2.438 2.534 2.376
S2 2.314 2.314 2.506
S3 2.015 2.139 2.479
S4 1.716 1.840 2.397
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.981 3.804 3.033
R3 3.571 3.394 2.920
R2 3.161 3.161 2.882
R1 2.984 2.984 2.845 3.073
PP 2.751 2.751 2.751 2.795
S1 2.574 2.574 2.769 2.663
S2 2.341 2.341 2.732
S3 1.931 2.164 2.694
S4 1.521 1.754 2.582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.928 2.490 0.438 17.1% 0.204 8.0% 16% False True 157,920
10 2.928 2.490 0.438 17.1% 0.180 7.0% 16% False True 149,689
20 3.002 2.490 0.512 20.0% 0.142 5.5% 14% False True 124,503
40 3.002 2.490 0.512 20.0% 0.121 4.7% 14% False True 91,335
60 3.002 2.253 0.749 29.2% 0.108 4.2% 41% False False 71,856
80 3.002 2.133 0.869 33.9% 0.096 3.7% 49% False False 58,686
100 3.002 2.133 0.869 33.9% 0.090 3.5% 49% False False 49,732
120 3.002 2.133 0.869 33.9% 0.089 3.5% 49% False False 43,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.033
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.060
2.618 3.572
1.618 3.273
1.000 3.088
0.618 2.974
HIGH 2.789
0.618 2.675
0.500 2.640
0.382 2.604
LOW 2.490
0.618 2.305
1.000 2.191
1.618 2.006
2.618 1.707
4.250 1.219
Fisher Pivots for day following 29-Sep-2020
Pivot 1 day 3 day
R1 2.640 2.704
PP 2.613 2.656
S1 2.587 2.609

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

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