NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 05-Nov-2020
Day Change Summary
Previous Current
04-Nov-2020 05-Nov-2020 Change Change % Previous Week
Open 3.065 3.066 0.001 0.0% 3.159
High 3.090 3.112 0.022 0.7% 3.320
Low 3.015 2.967 -0.048 -1.6% 3.125
Close 3.045 2.977 -0.068 -2.2% 3.284
Range 0.075 0.145 0.070 93.3% 0.195
ATR 0.100 0.103 0.003 3.3% 0.000
Volume 37,322 53,376 16,054 43.0% 162,005
Daily Pivots for day following 05-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.454 3.360 3.057
R3 3.309 3.215 3.017
R2 3.164 3.164 3.004
R1 3.070 3.070 2.990 3.045
PP 3.019 3.019 3.019 3.006
S1 2.925 2.925 2.964 2.900
S2 2.874 2.874 2.950
S3 2.729 2.780 2.937
S4 2.584 2.635 2.897
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 2.967 0.353 11.9% 0.126 4.2% 3% False True 45,184
10 3.320 2.967 0.353 11.9% 0.114 3.8% 3% False True 38,352
20 3.320 2.967 0.353 11.9% 0.095 3.2% 3% False True 37,579
40 3.320 2.935 0.385 12.9% 0.096 3.2% 11% False False 32,829
60 3.320 2.919 0.401 13.5% 0.085 2.9% 14% False False 28,391
80 3.320 2.660 0.660 22.2% 0.078 2.6% 48% False False 24,404
100 3.320 2.653 0.667 22.4% 0.072 2.4% 49% False False 21,673
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.728
2.618 3.492
1.618 3.347
1.000 3.257
0.618 3.202
HIGH 3.112
0.618 3.057
0.500 3.040
0.382 3.022
LOW 2.967
0.618 2.877
1.000 2.822
1.618 2.732
2.618 2.587
4.250 2.351
Fisher Pivots for day following 05-Nov-2020
Pivot 1 day 3 day
R1 3.040 3.089
PP 3.019 3.052
S1 2.998 3.014

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

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