NYMEX Natural Gas Future February 2021


Trading Metrics calculated at close of trading on 03-Nov-2020
Day Change Summary
Previous Current
02-Nov-2020 03-Nov-2020 Change Change % Previous Week
Open 3.441 3.327 -0.114 -3.3% 3.264
High 3.448 3.327 -0.121 -3.5% 3.452
Low 3.303 3.141 -0.162 -4.9% 3.237
Close 3.332 3.159 -0.173 -5.2% 3.416
Range 0.145 0.186 0.041 28.3% 0.215
ATR 0.107 0.113 0.006 5.6% 0.000
Volume 23,543 34,277 10,734 45.6% 113,189
Daily Pivots for day following 03-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.767 3.649 3.261
R3 3.581 3.463 3.210
R2 3.395 3.395 3.193
R1 3.277 3.277 3.176 3.243
PP 3.209 3.209 3.209 3.192
S1 3.091 3.091 3.142 3.057
S2 3.023 3.023 3.125
S3 2.837 2.905 3.108
S4 2.651 2.719 3.057
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 4.013 3.930 3.534
R3 3.798 3.715 3.475
R2 3.583 3.583 3.455
R1 3.500 3.500 3.436 3.542
PP 3.368 3.368 3.368 3.389
S1 3.285 3.285 3.396 3.327
S2 3.153 3.153 3.377
S3 2.938 3.070 3.357
S4 2.723 2.855 3.298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.452 3.141 0.311 9.8% 0.135 4.3% 6% False True 26,909
10 3.452 3.141 0.311 9.8% 0.121 3.8% 6% False True 21,871
20 3.452 3.141 0.311 9.8% 0.104 3.3% 6% False True 21,677
40 3.452 3.041 0.411 13.0% 0.105 3.3% 29% False False 19,153
60 3.452 3.012 0.440 13.9% 0.093 2.9% 33% False False 16,543
80 3.452 2.756 0.696 22.0% 0.086 2.7% 58% False False 14,057
100 3.452 2.750 0.702 22.2% 0.078 2.5% 58% False False 12,470
120 3.452 2.750 0.702 22.2% 0.074 2.4% 58% False False 11,242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4.118
2.618 3.814
1.618 3.628
1.000 3.513
0.618 3.442
HIGH 3.327
0.618 3.256
0.500 3.234
0.382 3.212
LOW 3.141
0.618 3.026
1.000 2.955
1.618 2.840
2.618 2.654
4.250 2.351
Fisher Pivots for day following 03-Nov-2020
Pivot 1 day 3 day
R1 3.234 3.297
PP 3.209 3.251
S1 3.184 3.205

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

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