NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 18-Nov-2020

Day Change Summary
	Previous	Current
	17-Nov-2020	18-Nov-2020	Change	Change %	Previous Week
Open	2.778	2.772	-0.006	-0.2%	2.905
High	2.818	2.832	0.014	0.5%	3.062
Low	2.750	2.755	0.005	0.2%	2.877
Close	2.777	2.767	-0.010	-0.4%	2.997
Range	0.068	0.077	0.009	13.2%	0.185
ATR	0.109	0.107	-0.002	-2.1%	0.000
Volume	36,764	32,626	-4,138	-11.3%	200,041

Daily Pivots for day following 18-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.016	2.968	2.809
R3	2.939	2.891	2.788
R2	2.862	2.862	2.781
R1	2.814	2.814	2.774	2.800
PP	2.785	2.785	2.785	2.777
S1	2.737	2.737	2.760	2.723
S2	2.708	2.708	2.753
S3	2.631	2.660	2.746
S4	2.554	2.583	2.725

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.534	3.450	3.099
R3	3.349	3.265	3.048
R2	3.164	3.164	3.031
R1	3.080	3.080	3.014	3.122
PP	2.979	2.979	2.979	3.000
S1	2.895	2.895	2.980	2.937
S2	2.794	2.794	2.963
S3	2.609	2.710	2.946
S4	2.424	2.525	2.895

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.062	2.750	0.312	11.3%	0.102	3.7%	5%	False	False	45,279
10	3.112	2.750	0.362	13.1%	0.106	3.8%	5%	False	False	46,586
20	3.320	2.750	0.570	20.6%	0.107	3.9%	3%	False	False	41,261
40	3.320	2.750	0.570	20.6%	0.100	3.6%	3%	False	False	38,137
60	3.320	2.750	0.570	20.6%	0.093	3.4%	3%	False	False	32,986
80	3.320	2.750	0.570	20.6%	0.084	3.1%	3%	False	False	28,597
100	3.320	2.660	0.660	23.9%	0.077	2.8%	16%	False	False	24,885
120	3.320	2.653	0.667	24.1%	0.072	2.6%	17%	False	False	22,618

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.159
2.618	3.034
1.618	2.957
1.000	2.909
0.618	2.880
HIGH	2.832
0.618	2.803
0.500	2.794
0.382	2.784
LOW	2.755
0.618	2.707
1.000	2.678
1.618	2.630
2.618	2.553
4.250	2.428

Fisher Pivots for day following 18-Nov-2020
Pivot	1 day	3 day
R1	2.794	2.835
PP	2.785	2.812
S1	2.776	2.790

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols