NYMEX Natural Gas Future August 2021

Trading Metrics calculated at close of trading on 04-Nov-2020

Day Change Summary
	Previous	Current
	03-Nov-2020	04-Nov-2020	Change	Change %	Previous Week
Open	3.045	2.982	-0.063	-2.1%	2.981
High	3.045	2.991	-0.054	-1.8%	3.078
Low	2.970	2.955	-0.015	-0.5%	2.956
Close	2.983	2.968	-0.015	-0.5%	3.059
Range	0.075	0.036	-0.039	-52.0%	0.122
ATR	0.000	0.048	0.048		0.000
Volume	4,747	2,435	-2,312	-48.7%	16,337

Daily Pivots for day following 04-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.079	3.060	2.988
R3	3.043	3.024	2.978
R2	3.007	3.007	2.975
R1	2.988	2.988	2.971	2.980
PP	2.971	2.971	2.971	2.967
S1	2.952	2.952	2.965	2.944
S2	2.935	2.935	2.961
S3	2.899	2.916	2.958
S4	2.863	2.880	2.948

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	2.955	0.141	4.8%	0.064	2.1%	9%	False	True	3,700
10	3.096	2.951	0.145	4.9%	0.052	1.8%	12%	False	False	3,492

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	0.010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.144
2.618	3.085
1.618	3.049
1.000	3.027
0.618	3.013
HIGH	2.991
0.618	2.977
0.500	2.973
0.382	2.969
LOW	2.955
0.618	2.933
1.000	2.919
1.618	2.897
2.618	2.861
4.250	2.802

Fisher Pivots for day following 04-Nov-2020
Pivot	1 day	3 day
R1	2.973	3.026
PP	2.971	3.006
S1	2.970	2.987

Download as Excel Spreadsheet

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

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