NYMEX Natural Gas Future August 2021

Trading Metrics calculated at close of trading on 03-Nov-2020

Day Change Summary
	Previous	Current
	02-Nov-2020	03-Nov-2020	Change	Change %	Previous Week
Open	3.076	3.045	-0.031	-1.0%	2.981
High	3.096	3.045	-0.051	-1.6%	3.078
Low	3.029	2.970	-0.059	-1.9%	2.956
Close	3.057	2.983	-0.074	-2.4%	3.059
Range	0.067	0.075	0.008	11.9%	0.122
ATR
Volume	3,544	4,747	1,203	33.9%	16,337

Daily Pivots for day following 03-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.224	3.179	3.024
R3	3.149	3.104	3.004
R2	3.074	3.074	2.997
R1	3.029	3.029	2.990	3.014
PP	2.999	2.999	2.999	2.992
S1	2.954	2.954	2.976	2.939
S2	2.924	2.924	2.969
S3	2.849	2.879	2.962
S4	2.774	2.804	2.942

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	4.7%	0.061	2.1%	19%	False	False	3,583
10	3.096	2.951	0.145	4.9%	0.051	1.7%	22%	False	False	3,657

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.364
2.618	3.241
1.618	3.166
1.000	3.120
0.618	3.091
HIGH	3.045
0.618	3.016
0.500	3.008
0.382	2.999
LOW	2.970
0.618	2.924
1.000	2.895
1.618	2.849
2.618	2.774
4.250	2.651

Fisher Pivots for day following 03-Nov-2020
Pivot	1 day	3 day
R1	3.008	3.033
PP	2.999	3.016
S1	2.991	3.000

Download as Excel Spreadsheet

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

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