NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 11-May-2020
Day Change Summary
Previous Current
08-May-2020 11-May-2020 Change Change % Previous Week
Open 3.025 3.016 -0.009 -0.3% 3.129
High 3.045 3.055 0.010 0.3% 3.208
Low 3.015 3.011 -0.004 -0.1% 3.015
Close 3.022 3.023 0.001 0.0% 3.022
Range 0.030 0.044 0.014 46.7% 0.193
ATR 0.066 0.065 -0.002 -2.4% 0.000
Volume 14,493 11,096 -3,397 -23.4% 94,438
Daily Pivots for day following 11-May-2020
Classic Woodie Camarilla DeMark
R4 3.162 3.136 3.047
R3 3.118 3.092 3.035
R2 3.074 3.074 3.031
R1 3.048 3.048 3.027 3.061
PP 3.030 3.030 3.030 3.036
S1 3.004 3.004 3.019 3.017
S2 2.986 2.986 3.015
S3 2.942 2.960 3.011
S4 2.898 2.916 2.999
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 3.661 3.534 3.128
R3 3.468 3.341 3.075
R2 3.275 3.275 3.057
R1 3.148 3.148 3.040 3.115
PP 3.082 3.082 3.082 3.065
S1 2.955 2.955 3.004 2.922
S2 2.889 2.889 2.987
S3 2.696 2.762 2.969
S4 2.503 2.569 2.916
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.208 3.011 0.197 6.5% 0.065 2.1% 6% False True 17,135
10 3.208 3.011 0.197 6.5% 0.060 2.0% 6% False True 16,162
20 3.208 2.852 0.356 11.8% 0.069 2.3% 48% False False 16,858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.242
2.618 3.170
1.618 3.126
1.000 3.099
0.618 3.082
HIGH 3.055
0.618 3.038
0.500 3.033
0.382 3.028
LOW 3.011
0.618 2.984
1.000 2.967
1.618 2.940
2.618 2.896
4.250 2.824
Fisher Pivots for day following 11-May-2020
Pivot 1 day 3 day
R1 3.033 3.042
PP 3.030 3.035
S1 3.026 3.029

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

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