NYMEX Natural Gas Future December 2020


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 2.599 2.705 0.106 4.1% 2.871
High 2.679 2.728 0.049 1.8% 2.887
Low 2.580 2.649 0.069 2.7% 2.525
Close 2.650 2.711 0.061 2.3% 2.650
Range 0.099 0.079 -0.020 -20.2% 0.362
ATR 0.140 0.136 -0.004 -3.1% 0.000
Volume 76,190 38,777 -37,413 -49.1% 660,691
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 2.933 2.901 2.754
R3 2.854 2.822 2.733
R2 2.775 2.775 2.725
R1 2.743 2.743 2.718 2.759
PP 2.696 2.696 2.696 2.704
S1 2.664 2.664 2.704 2.680
S2 2.617 2.617 2.697
S3 2.538 2.585 2.689
S4 2.459 2.506 2.668
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 2.783 2.525 0.258 9.5% 0.115 4.2% 72% False False 102,021
10 3.087 2.525 0.562 20.7% 0.135 5.0% 33% False False 125,129
20 3.396 2.525 0.871 32.1% 0.139 5.1% 21% False False 140,386
40 3.396 2.525 0.871 32.1% 0.131 4.8% 21% False False 115,572
60 3.396 2.525 0.871 32.1% 0.120 4.4% 21% False False 94,359
80 3.396 2.525 0.871 32.1% 0.110 4.1% 21% False False 77,510
100 3.396 2.525 0.871 32.1% 0.101 3.7% 21% False False 65,572
120 3.396 2.525 0.871 32.1% 0.093 3.4% 21% False False 57,179
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.020
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 3.064
2.618 2.935
1.618 2.856
1.000 2.807
0.618 2.777
HIGH 2.728
0.618 2.698
0.500 2.689
0.382 2.679
LOW 2.649
0.618 2.600
1.000 2.570
1.618 2.521
2.618 2.442
4.250 2.313
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 2.704 2.686
PP 2.696 2.660
S1 2.689 2.635

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

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