NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 2.873 2.906 0.033 1.1% 3.021
High 2.919 2.920 0.001 0.0% 3.043
Low 2.856 2.867 0.011 0.4% 2.813
Close 2.910 2.886 -0.024 -0.8% 2.834
Range 0.063 0.053 -0.010 -15.9% 0.230
ATR 0.059 0.058 0.000 -0.7% 0.000
Volume 7,856 11,085 3,229 41.1% 32,434
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.050 3.021 2.915
R3 2.997 2.968 2.901
R2 2.944 2.944 2.896
R1 2.915 2.915 2.891 2.903
PP 2.891 2.891 2.891 2.885
S1 2.862 2.862 2.881 2.850
S2 2.838 2.838 2.876
S3 2.785 2.809 2.871
S4 2.732 2.756 2.857
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.587 3.440 2.961
R3 3.357 3.210 2.897
R2 3.127 3.127 2.876
R1 2.980 2.980 2.855 2.939
PP 2.897 2.897 2.897 2.876
S1 2.750 2.750 2.813 2.709
S2 2.667 2.667 2.792
S3 2.437 2.520 2.771
S4 2.207 2.290 2.708
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.920 2.792 0.128 4.4% 0.063 2.2% 73% True False 8,046
10 3.043 2.792 0.251 8.7% 0.068 2.4% 37% False False 7,200
20 3.043 2.792 0.251 8.7% 0.058 2.0% 37% False False 6,230
40 3.043 2.684 0.359 12.4% 0.053 1.8% 56% False False 5,742
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.145
2.618 3.059
1.618 3.006
1.000 2.973
0.618 2.953
HIGH 2.920
0.618 2.900
0.500 2.894
0.382 2.887
LOW 2.867
0.618 2.834
1.000 2.814
1.618 2.781
2.618 2.728
4.250 2.642
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 2.894 2.881
PP 2.891 2.875
S1 2.889 2.870

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

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