NYMEX Natural Gas Future August 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	2.939	2.951	0.012	0.4%	3.076
High	2.971	2.972	0.001	0.0%	3.096
Low	2.926	2.919	-0.007	-0.2%	2.877
Close	2.966	2.942	-0.024	-0.8%	2.900
Range	0.045	0.053	0.008	17.8%	0.219
ATR	0.053	0.053	0.000	0.0%	0.000
Volume	3,606	3,678	72	2.0%	19,594

Daily Pivots for day following 12-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.103	3.076	2.971
R3	3.050	3.023	2.957
R2	2.997	2.997	2.952
R1	2.970	2.970	2.947	2.957
PP	2.944	2.944	2.944	2.938
S1	2.917	2.917	2.937	2.904
S2	2.891	2.891	2.932
S3	2.838	2.864	2.927
S4	2.785	2.811	2.913

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.615	3.476	3.020
R3	3.396	3.257	2.960
R2	3.177	3.177	2.940
R1	3.038	3.038	2.920	2.998
PP	2.958	2.958	2.958	2.938
S1	2.819	2.819	2.880	2.779
S2	2.739	2.739	2.860
S3	2.520	2.600	2.840
S4	2.301	2.381	2.780

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.972	2.860	0.112	3.8%	0.057	1.9%	73%	True	False	3,597
10	3.096	2.860	0.236	8.0%	0.065	2.2%	35%	False	False	3,891

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.197
2.618	3.111
1.618	3.058
1.000	3.025
0.618	3.005
HIGH	2.972
0.618	2.952
0.500	2.946
0.382	2.939
LOW	2.919
0.618	2.886
1.000	2.866
1.618	2.833
2.618	2.780
4.250	2.694

Fisher Pivots for day following 12-Nov-2020
Pivot	1 day	3 day
R1	2.946	2.938
PP	2.944	2.934
S1	2.943	2.930

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols