NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 2.941 3.016 0.075 2.6% 2.641
High 3.080 3.091 0.011 0.4% 3.066
Low 2.907 2.986 0.079 2.7% 2.638
Close 3.024 3.019 -0.005 -0.2% 2.971
Range 0.173 0.105 -0.068 -39.3% 0.428
ATR 0.166 0.161 -0.004 -2.6% 0.000
Volume 35,714 57,585 21,871 61.2% 591,070
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.347 3.288 3.077
R3 3.242 3.183 3.048
R2 3.137 3.137 3.038
R1 3.078 3.078 3.029 3.108
PP 3.032 3.032 3.032 3.047
S1 2.973 2.973 3.009 3.003
S2 2.927 2.927 3.000
S3 2.822 2.868 2.990
S4 2.717 2.763 2.961
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 3.091 2.890 0.201 6.7% 0.123 4.1% 64% True False 82,822
10 3.091 2.610 0.481 15.9% 0.153 5.1% 85% True False 116,571
20 3.091 2.373 0.718 23.8% 0.166 5.5% 90% True False 147,561
40 3.091 2.373 0.718 23.8% 0.154 5.1% 90% True False 136,032
60 3.091 2.373 0.718 23.8% 0.136 4.5% 90% True False 110,077
80 3.091 2.253 0.838 27.8% 0.122 4.1% 91% True False 90,782
100 3.091 2.133 0.958 31.7% 0.110 3.6% 92% True False 76,461
120 3.091 2.133 0.958 31.7% 0.103 3.4% 92% True False 66,037
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.537
2.618 3.366
1.618 3.261
1.000 3.196
0.618 3.156
HIGH 3.091
0.618 3.051
0.500 3.039
0.382 3.026
LOW 2.986
0.618 2.921
1.000 2.881
1.618 2.816
2.618 2.711
4.250 2.540
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 3.039 3.012
PP 3.032 3.006
S1 3.026 2.999

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

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