NYMEX Natural Gas Future November 2020

Trading Metrics calculated at close of trading on 23-Oct-2020

Day Change Summary
	Previous	Current
	22-Oct-2020	23-Oct-2020	Change	Change %	Previous Week
Open	3.025	2.985	-0.040	-1.3%	2.641
High	3.066	3.006	-0.060	-2.0%	3.066
Low	2.980	2.918	-0.062	-2.1%	2.638
Close	3.007	2.971	-0.036	-1.2%	2.971
Range	0.086	0.088	0.002	2.3%	0.428
ATR	0.171	0.165	-0.006	-3.4%	0.000
Volume	93,193	73,245	-19,948	-21.4%	591,070

Daily Pivots for day following 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.229	3.188	3.019
R3	3.141	3.100	2.995
R2	3.053	3.053	2.987
R1	3.012	3.012	2.979	2.989
PP	2.965	2.965	2.965	2.953
S1	2.924	2.924	2.963	2.901
S2	2.877	2.877	2.955
S3	2.789	2.836	2.947
S4	2.701	2.748	2.923

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	4.176	4.001	3.206
R3	3.748	3.573	3.089
R2	3.320	3.320	3.049
R1	3.145	3.145	3.010	3.233
PP	2.892	2.892	2.892	2.935
S1	2.717	2.717	2.932	2.805
S2	2.464	2.464	2.893
S3	2.036	2.289	2.853
S4	1.608	1.861	2.736

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.066	2.638	0.428	14.4%	0.143	4.8%	78%	False	False	118,214
10	3.066	2.610	0.456	15.3%	0.151	5.1%	79%	False	False	143,054
20	3.066	2.373	0.693	23.3%	0.173	5.8%	86%	False	False	158,378
40	3.066	2.373	0.693	23.3%	0.153	5.1%	86%	False	False	137,160
60	3.066	2.373	0.693	23.3%	0.136	4.6%	86%	False	False	110,750
80	3.066	2.253	0.813	27.4%	0.121	4.1%	88%	False	False	90,317
100	3.066	2.133	0.933	31.4%	0.108	3.6%	90%	False	False	75,790
120	3.066	2.133	0.933	31.4%	0.101	3.4%	90%	False	False	65,524

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.380
2.618	3.236
1.618	3.148
1.000	3.094
0.618	3.060
HIGH	3.006
0.618	2.972
0.500	2.962
0.382	2.952
LOW	2.918
0.618	2.864
1.000	2.830
1.618	2.776
2.618	2.688
4.250	2.544

Fisher Pivots for day following 23-Oct-2020
Pivot	1 day	3 day
R1	2.968	2.978
PP	2.965	2.976
S1	2.962	2.973

Download as Excel Spreadsheet

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

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