NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 3.071 3.152 0.081 2.6% 3.490
High 3.168 3.181 0.013 0.4% 3.505
Low 3.042 3.066 0.024 0.8% 3.010
Close 3.151 3.094 -0.057 -1.8% 3.031
Range 0.126 0.115 -0.011 -8.7% 0.495
ATR 0.121 0.121 0.000 -0.4% 0.000
Volume 88,299 79,971 -8,328 -9.4% 378,476
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.459 3.391 3.157
R3 3.344 3.276 3.126
R2 3.229 3.229 3.115
R1 3.161 3.161 3.105 3.138
PP 3.114 3.114 3.114 3.102
S1 3.046 3.046 3.083 3.023
S2 2.999 2.999 3.073
S3 2.884 2.931 3.062
S4 2.769 2.816 3.031
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 4.667 4.344 3.303
R3 4.172 3.849 3.167
R2 3.677 3.677 3.122
R1 3.354 3.354 3.076 3.268
PP 3.182 3.182 3.182 3.139
S1 2.859 2.859 2.986 2.773
S2 2.687 2.687 2.940
S3 2.192 2.364 2.895
S4 1.697 1.869 2.759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.181 2.965 0.216 7.0% 0.117 3.8% 60% True False 86,229
10 3.507 2.965 0.542 17.5% 0.134 4.3% 24% False False 77,655
20 3.507 2.965 0.542 17.5% 0.120 3.9% 24% False False 60,424
40 3.507 2.965 0.542 17.5% 0.119 3.8% 24% False False 59,504
60 3.507 2.965 0.542 17.5% 0.106 3.4% 24% False False 51,139
80 3.507 2.800 0.707 22.9% 0.097 3.1% 42% False False 44,533
100 3.507 2.778 0.729 23.6% 0.088 2.9% 43% False False 40,271
120 3.507 2.778 0.729 23.6% 0.082 2.6% 43% False False 36,383
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.670
2.618 3.482
1.618 3.367
1.000 3.296
0.618 3.252
HIGH 3.181
0.618 3.137
0.500 3.124
0.382 3.110
LOW 3.066
0.618 2.995
1.000 2.951
1.618 2.880
2.618 2.765
4.250 2.577
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 3.124 3.091
PP 3.114 3.088
S1 3.104 3.086

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

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