NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 3.204 3.065 -0.139 -4.3% 3.159
High 3.211 3.090 -0.121 -3.8% 3.320
Low 3.043 3.015 -0.028 -0.9% 3.125
Close 3.063 3.045 -0.018 -0.6% 3.284
Range 0.168 0.075 -0.093 -55.4% 0.195
ATR 0.102 0.100 -0.002 -1.9% 0.000
Volume 58,968 37,322 -21,646 -36.7% 162,005
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.275 3.235 3.086
R3 3.200 3.160 3.066
R2 3.125 3.125 3.059
R1 3.085 3.085 3.052 3.068
PP 3.050 3.050 3.050 3.041
S1 3.010 3.010 3.038 2.993
S2 2.975 2.975 3.031
S3 2.900 2.935 3.024
S4 2.825 2.860 3.004
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.828 3.751 3.391
R3 3.633 3.556 3.338
R2 3.438 3.438 3.320
R1 3.361 3.361 3.302 3.400
PP 3.243 3.243 3.243 3.262
S1 3.166 3.166 3.266 3.205
S2 3.048 3.048 3.248
S3 2.853 2.971 3.230
S4 2.658 2.776 3.177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.320 3.015 0.305 10.0% 0.126 4.2% 10% False True 44,165
10 3.320 3.015 0.305 10.0% 0.108 3.6% 10% False True 35,937
20 3.320 3.015 0.305 10.0% 0.092 3.0% 10% False True 37,042
40 3.320 2.935 0.385 12.6% 0.094 3.1% 29% False False 32,007
60 3.320 2.896 0.424 13.9% 0.084 2.7% 35% False False 27,700
80 3.320 2.660 0.660 21.7% 0.077 2.5% 58% False False 23,824
100 3.320 2.653 0.667 21.9% 0.071 2.3% 59% False False 21,203
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.025
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.409
2.618 3.286
1.618 3.211
1.000 3.165
0.618 3.136
HIGH 3.090
0.618 3.061
0.500 3.053
0.382 3.044
LOW 3.015
0.618 2.969
1.000 2.940
1.618 2.894
2.618 2.819
4.250 2.696
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 3.053 3.166
PP 3.050 3.125
S1 3.048 3.085

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

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