NYMEX Natural Gas Future August 2021

Trading Metrics calculated at close of trading on 05-Nov-2020

Day Change Summary
	Previous	Current
	04-Nov-2020	05-Nov-2020	Change	Change %	Previous Week
Open	2.982	2.977	-0.005	-0.2%	2.981
High	2.991	3.015	0.024	0.8%	3.078
Low	2.955	2.909	-0.046	-1.6%	2.956
Close	2.968	2.930	-0.038	-1.3%	3.059
Range	0.036	0.106	0.070	194.4%	0.122
ATR	0.048	0.052	0.004	8.7%	0.000
Volume	2,435	5,430	2,995	123.0%	16,337

Daily Pivots for day following 05-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.269	3.206	2.988
R3	3.163	3.100	2.959
R2	3.057	3.057	2.949
R1	2.994	2.994	2.940	2.973
PP	2.951	2.951	2.951	2.941
S1	2.888	2.888	2.920	2.867
S2	2.845	2.845	2.911
S3	2.739	2.782	2.901
S4	2.633	2.676	2.872

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	2.909	0.187	6.4%	0.072	2.5%	11%	False	True	4,185
10	3.096	2.909	0.187	6.4%	0.057	2.0%	11%	False	True	3,665

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	3.466
2.618	3.293
1.618	3.187
1.000	3.121
0.618	3.081
HIGH	3.015
0.618	2.975
0.500	2.962
0.382	2.949
LOW	2.909
0.618	2.843
1.000	2.803
1.618	2.737
2.618	2.631
4.250	2.459

Fisher Pivots for day following 05-Nov-2020
Pivot	1 day	3 day
R1	2.962	2.977
PP	2.951	2.961
S1	2.941	2.946

Download as Excel Spreadsheet

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

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