NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 17-Nov-2020

Day Change Summary
	Previous	Current
	16-Nov-2020	17-Nov-2020	Change	Change %	Previous Week
Open	2.780	2.718	-0.062	-2.2%	2.763
High	2.811	2.749	-0.062	-2.2%	2.903
Low	2.705	2.685	-0.020	-0.7%	2.750
Close	2.728	2.697	-0.031	-1.1%	2.859
Range	0.106	0.064	-0.042	-39.6%	0.153
ATR	0.069	0.069	0.000	-0.6%	0.000
Volume	27,946	19,774	-8,172	-29.2%	103,328

Daily Pivots for day following 17-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.902	2.864	2.732
R3	2.838	2.800	2.715
R2	2.774	2.774	2.709
R1	2.736	2.736	2.703	2.723
PP	2.710	2.710	2.710	2.704
S1	2.672	2.672	2.691	2.659
S2	2.646	2.646	2.685
S3	2.582	2.608	2.679
S4	2.518	2.544	2.662

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.296	3.231	2.943
R3	3.143	3.078	2.901
R2	2.990	2.990	2.887
R1	2.925	2.925	2.873	2.958
PP	2.837	2.837	2.837	2.854
S1	2.772	2.772	2.845	2.805
S2	2.684	2.684	2.831
S3	2.531	2.619	2.817
S4	2.378	2.466	2.775

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.903	2.685	0.218	8.1%	0.073	2.7%	6%	False	True	20,666
10	2.922	2.685	0.237	8.8%	0.073	2.7%	5%	False	True	21,231
20	3.011	2.685	0.326	12.1%	0.067	2.5%	4%	False	True	16,965
40	3.011	2.650	0.361	13.4%	0.060	2.2%	13%	False	False	13,314
60	3.011	2.650	0.361	13.4%	0.054	2.0%	13%	False	False	11,369
80	3.011	2.486	0.525	19.5%	0.051	1.9%	40%	False	False	10,440

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.021
2.618	2.917
1.618	2.853
1.000	2.813
0.618	2.789
HIGH	2.749
0.618	2.725
0.500	2.717
0.382	2.709
LOW	2.685
0.618	2.645
1.000	2.621
1.618	2.581
2.618	2.517
4.250	2.413

Fisher Pivots for day following 17-Nov-2020
Pivot	1 day	3 day
R1	2.717	2.794
PP	2.710	2.762
S1	2.704	2.729

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