NYMEX Natural Gas Future May 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	2.868	2.875	0.007	0.2%	2.870
High	2.894	2.922	0.028	1.0%	3.001
Low	2.849	2.811	-0.038	-1.3%	2.865
Close	2.868	2.825	-0.043	-1.5%	2.975
Range	0.045	0.111	0.066	146.7%	0.136
ATR	0.057	0.061	0.004	6.8%	0.000
Volume	14,927	22,777	7,850	52.6%	59,154

Daily Pivots for day following 05-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.186	3.116	2.886
R3	3.075	3.005	2.856
R2	2.964	2.964	2.845
R1	2.894	2.894	2.835	2.874
PP	2.853	2.853	2.853	2.842
S1	2.783	2.783	2.815	2.763
S2	2.742	2.742	2.805
S3	2.631	2.672	2.794
S4	2.520	2.561	2.764

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.355	3.301	3.050
R3	3.219	3.165	3.012
R2	3.083	3.083	3.000
R1	3.029	3.029	2.987	3.056
PP	2.947	2.947	2.947	2.961
S1	2.893	2.893	2.963	2.920
S2	2.811	2.811	2.950
S3	2.675	2.757	2.938
S4	2.539	2.621	2.900

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.011	2.811	0.200	7.1%	0.079	2.8%	7%	False	True	17,886
10	3.011	2.811	0.200	7.1%	0.067	2.4%	7%	False	True	14,439
20	3.011	2.770	0.241	8.5%	0.055	1.9%	23%	False	False	11,908
40	3.011	2.650	0.361	12.8%	0.054	1.9%	48%	False	False	10,420
60	3.011	2.629	0.382	13.5%	0.050	1.8%	51%	False	False	9,514

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 74 trading days

Fibonacci Retracements and Extensions
4.250	3.394
2.618	3.213
1.618	3.102
1.000	3.033
0.618	2.991
HIGH	2.922
0.618	2.880
0.500	2.867
0.382	2.853
LOW	2.811
0.618	2.742
1.000	2.700
1.618	2.631
2.618	2.520
4.250	2.339

Fisher Pivots for day following 05-Nov-2020
Pivot	1 day	3 day
R1	2.867	2.883
PP	2.853	2.863
S1	2.839	2.844

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