NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 2.761 2.645 -0.116 -4.2% 2.455
High 2.771 2.829 0.058 2.1% 2.821
Low 2.610 2.639 0.029 1.1% 2.446
Close 2.636 2.775 0.139 5.3% 2.741
Range 0.161 0.190 0.029 18.0% 0.375
ATR 0.173 0.174 0.001 0.8% 0.000
Volume 184,592 150,327 -34,265 -18.6% 961,834
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.318 3.236 2.880
R3 3.128 3.046 2.827
R2 2.938 2.938 2.810
R1 2.856 2.856 2.792 2.897
PP 2.748 2.748 2.748 2.768
S1 2.666 2.666 2.758 2.707
S2 2.558 2.558 2.740
S3 2.368 2.476 2.723
S4 2.178 2.286 2.671
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.794 3.643 2.947
R3 3.419 3.268 2.844
R2 3.044 3.044 2.810
R1 2.893 2.893 2.775 2.969
PP 2.669 2.669 2.669 2.707
S1 2.518 2.518 2.707 2.594
S2 2.294 2.294 2.672
S3 1.919 2.143 2.638
S4 1.544 1.768 2.535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.955 2.610 0.345 12.4% 0.163 5.9% 48% False False 180,078
10 2.955 2.373 0.582 21.0% 0.184 6.6% 69% False False 181,860
20 2.955 2.373 0.582 21.0% 0.182 6.6% 69% False False 167,778
40 3.002 2.373 0.629 22.7% 0.146 5.3% 64% False False 125,902
60 3.002 2.283 0.719 25.9% 0.130 4.7% 68% False False 101,677
80 3.002 2.133 0.869 31.3% 0.114 4.1% 74% False False 82,932
100 3.002 2.133 0.869 31.3% 0.103 3.7% 74% False False 69,182
120 3.002 2.133 0.869 31.3% 0.098 3.5% 74% False False 60,008
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 0.041
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.637
2.618 3.326
1.618 3.136
1.000 3.019
0.618 2.946
HIGH 2.829
0.618 2.756
0.500 2.734
0.382 2.712
LOW 2.639
0.618 2.522
1.000 2.449
1.618 2.332
2.618 2.142
4.250 1.832
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 2.761 2.766
PP 2.748 2.756
S1 2.734 2.747

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

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