NYMEX Natural Gas Future August 2021

Trading Metrics calculated at close of trading on 02-Nov-2020

Day Change Summary
	Previous	Current
	30-Oct-2020	02-Nov-2020	Change	Change %	Previous Week
Open	3.002	3.076	0.074	2.5%	2.981
High	3.078	3.096	0.018	0.6%	3.078
Low	3.001	3.029	0.028	0.9%	2.956
Close	3.059	3.057	-0.002	-0.1%	3.059
Range	0.077	0.067	-0.010	-13.0%	0.122
ATR
Volume	4,770	3,544	-1,226	-25.7%	16,337

Daily Pivots for day following 02-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.262	3.226	3.094
R3	3.195	3.159	3.075
R2	3.128	3.128	3.069
R1	3.092	3.092	3.063	3.077
PP	3.061	3.061	3.061	3.053
S1	3.025	3.025	3.051	3.010
S2	2.994	2.994	3.045
S3	2.927	2.958	3.039
S4	2.860	2.891	3.020

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.397	3.350	3.126
R3	3.275	3.228	3.093
R2	3.153	3.153	3.081
R1	3.106	3.106	3.070	3.130
PP	3.031	3.031	3.031	3.043
S1	2.984	2.984	3.048	3.008
S2	2.909	2.909	3.037
S3	2.787	2.862	3.025
S4	2.665	2.740	2.992

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.096	2.956	0.140	4.6%	0.055	1.8%	72%	True	False	3,475
10	3.096	2.951	0.145	4.7%	0.047	1.6%	73%	True	False	3,760

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	0.011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.381
2.618	3.271
1.618	3.204
1.000	3.163
0.618	3.137
HIGH	3.096
0.618	3.070
0.500	3.063
0.382	3.055
LOW	3.029
0.618	2.988
1.000	2.962
1.618	2.921
2.618	2.854
4.250	2.744

Fisher Pivots for day following 02-Nov-2020
Pivot	1 day	3 day
R1	3.063	3.047
PP	3.061	3.036
S1	3.059	3.026

Download as Excel Spreadsheet

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

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