NYMEX Natural Gas Future March 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 2.853 2.777 -0.076 -2.7% 2.750
High 2.862 2.910 0.048 1.7% 2.900
Low 2.763 2.759 -0.004 -0.1% 2.694
Close 2.776 2.799 0.023 0.8% 2.776
Range 0.099 0.151 0.052 52.5% 0.206
ATR 0.108 0.111 0.003 2.8% 0.000
Volume 31,182 55,327 24,145 77.4% 153,751
Daily Pivots for day following 30-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.276 3.188 2.882
R3 3.125 3.037 2.841
R2 2.974 2.974 2.827
R1 2.886 2.886 2.813 2.930
PP 2.823 2.823 2.823 2.845
S1 2.735 2.735 2.785 2.779
S2 2.672 2.672 2.771
S3 2.521 2.584 2.757
S4 2.370 2.433 2.716
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.408 3.298 2.889
R3 3.202 3.092 2.833
R2 2.996 2.996 2.814
R1 2.886 2.886 2.795 2.941
PP 2.790 2.790 2.790 2.818
S1 2.680 2.680 2.757 2.735
S2 2.584 2.584 2.738
S3 2.378 2.474 2.719
S4 2.172 2.268 2.663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.910 2.694 0.216 7.7% 0.108 3.9% 49% True False 41,815
10 2.920 2.596 0.324 11.6% 0.112 4.0% 63% False False 46,396
20 3.316 2.596 0.720 25.7% 0.113 4.0% 28% False False 45,678
40 3.320 2.596 0.724 25.9% 0.103 3.7% 28% False False 40,465
60 3.320 2.596 0.724 25.9% 0.098 3.5% 28% False False 35,396
80 3.320 2.596 0.724 25.9% 0.089 3.2% 28% False False 31,029
100 3.320 2.596 0.724 25.9% 0.082 2.9% 28% False False 27,176
120 3.320 2.596 0.724 25.9% 0.076 2.7% 28% False False 24,436
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 0.020
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.552
2.618 3.305
1.618 3.154
1.000 3.061
0.618 3.003
HIGH 2.910
0.618 2.852
0.500 2.835
0.382 2.817
LOW 2.759
0.618 2.666
1.000 2.608
1.618 2.515
2.618 2.364
4.250 2.117
Fisher Pivots for day following 30-Nov-2020
Pivot 1 day 3 day
R1 2.835 2.835
PP 2.823 2.823
S1 2.811 2.811

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

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