NYMEX Natural Gas Future February 2021


Trading Metrics calculated at close of trading on 30-Nov-2020
Day Change Summary
Previous Current
27-Nov-2020 30-Nov-2020 Change Change % Previous Week
Open 2.938 2.823 -0.115 -3.9% 2.802
High 2.938 2.977 0.039 1.3% 2.975
Low 2.818 2.813 -0.005 -0.2% 2.742
Close 2.832 2.865 0.033 1.2% 2.832
Range 0.120 0.164 0.044 36.7% 0.233
ATR 0.120 0.123 0.003 2.6% 0.000
Volume 24,278 40,909 16,631 68.5% 109,786
Daily Pivots for day following 30-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.377 3.285 2.955
R3 3.213 3.121 2.910
R2 3.049 3.049 2.895
R1 2.957 2.957 2.880 3.003
PP 2.885 2.885 2.885 2.908
S1 2.793 2.793 2.850 2.839
S2 2.721 2.721 2.835
S3 2.557 2.629 2.820
S4 2.393 2.465 2.775
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.549 3.423 2.960
R3 3.316 3.190 2.896
R2 3.083 3.083 2.875
R1 2.957 2.957 2.853 3.020
PP 2.850 2.850 2.850 2.881
S1 2.724 2.724 2.811 2.787
S2 2.617 2.617 2.789
S3 2.384 2.491 2.768
S4 2.151 2.258 2.704
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.977 2.742 0.235 8.2% 0.123 4.3% 52% True False 30,139
10 2.993 2.640 0.353 12.3% 0.124 4.3% 64% False False 35,803
20 3.448 2.640 0.808 28.2% 0.125 4.3% 28% False False 34,161
40 3.452 2.640 0.812 28.3% 0.114 4.0% 28% False False 27,549
60 3.452 2.640 0.812 28.3% 0.109 3.8% 28% False False 23,688
80 3.452 2.640 0.812 28.3% 0.099 3.4% 28% False False 20,423
100 3.452 2.640 0.812 28.3% 0.091 3.2% 28% False False 17,615
120 3.452 2.640 0.812 28.3% 0.084 2.9% 28% False False 15,693
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.674
2.618 3.406
1.618 3.242
1.000 3.141
0.618 3.078
HIGH 2.977
0.618 2.914
0.500 2.895
0.382 2.876
LOW 2.813
0.618 2.712
1.000 2.649
1.618 2.548
2.618 2.384
4.250 2.116
Fisher Pivots for day following 30-Nov-2020
Pivot 1 day 3 day
R1 2.895 2.895
PP 2.885 2.885
S1 2.875 2.875

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

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