NYMEX Natural Gas Future December 2020


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 2.715 2.599 -0.116 -4.3% 2.871
High 2.744 2.679 -0.065 -2.4% 2.887
Low 2.525 2.580 0.055 2.2% 2.525
Close 2.592 2.650 0.058 2.2% 2.650
Range 0.219 0.099 -0.120 -54.8% 0.362
ATR 0.143 0.140 -0.003 -2.2% 0.000
Volume 159,959 76,190 -83,769 -52.4% 660,691
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 2.933 2.891 2.704
R3 2.834 2.792 2.677
R2 2.735 2.735 2.668
R1 2.693 2.693 2.659 2.714
PP 2.636 2.636 2.636 2.647
S1 2.594 2.594 2.641 2.615
S2 2.537 2.537 2.632
S3 2.438 2.495 2.623
S4 2.339 2.396 2.596
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.773 3.574 2.849
R3 3.411 3.212 2.750
R2 3.049 3.049 2.716
R1 2.850 2.850 2.683 2.769
PP 2.687 2.687 2.687 2.647
S1 2.488 2.488 2.617 2.407
S2 2.325 2.325 2.584
S3 1.963 2.126 2.550
S4 1.601 1.764 2.451
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.887 2.525 0.362 13.7% 0.142 5.4% 35% False False 132,138
10 3.087 2.525 0.562 21.2% 0.138 5.2% 22% False False 133,849
20 3.396 2.525 0.871 32.9% 0.141 5.3% 14% False False 143,388
40 3.396 2.525 0.871 32.9% 0.131 4.9% 14% False False 115,553
60 3.396 2.525 0.871 32.9% 0.120 4.5% 14% False False 94,273
80 3.396 2.525 0.871 32.9% 0.110 4.2% 14% False False 77,254
100 3.396 2.525 0.871 32.9% 0.101 3.8% 14% False False 65,367
120 3.396 2.525 0.871 32.9% 0.092 3.5% 14% False False 56,965
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.100
2.618 2.938
1.618 2.839
1.000 2.778
0.618 2.740
HIGH 2.679
0.618 2.641
0.500 2.630
0.382 2.618
LOW 2.580
0.618 2.519
1.000 2.481
1.618 2.420
2.618 2.321
4.250 2.159
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 2.643 2.654
PP 2.636 2.653
S1 2.630 2.651

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

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