NYMEX Natural Gas Future August 2021


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 2.816 2.706 -0.110 -3.9% 2.899
High 2.820 2.760 -0.060 -2.1% 2.911
Low 2.677 2.702 0.025 0.9% 2.677
Close 2.731 2.734 0.003 0.1% 2.734
Range 0.143 0.058 -0.085 -59.4% 0.234
ATR 0.065 0.064 0.000 -0.7% 0.000
Volume 23,544 8,468 -15,076 -64.0% 60,338
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 2.906 2.878 2.766
R3 2.848 2.820 2.750
R2 2.790 2.790 2.745
R1 2.762 2.762 2.739 2.776
PP 2.732 2.732 2.732 2.739
S1 2.704 2.704 2.729 2.718
S2 2.674 2.674 2.723
S3 2.616 2.646 2.718
S4 2.558 2.588 2.702
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.476 3.339 2.863
R3 3.242 3.105 2.798
R2 3.008 3.008 2.777
R1 2.871 2.871 2.755 2.823
PP 2.774 2.774 2.774 2.750
S1 2.637 2.637 2.713 2.589
S2 2.540 2.540 2.691
S3 2.306 2.403 2.670
S4 2.072 2.169 2.605
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.911 2.677 0.234 8.6% 0.082 3.0% 24% False False 12,067
10 2.984 2.677 0.307 11.2% 0.068 2.5% 19% False False 8,121
20 3.096 2.677 0.419 15.3% 0.064 2.3% 14% False False 5,857
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 3.007
2.618 2.912
1.618 2.854
1.000 2.818
0.618 2.796
HIGH 2.760
0.618 2.738
0.500 2.731
0.382 2.724
LOW 2.702
0.618 2.666
1.000 2.644
1.618 2.608
2.618 2.550
4.250 2.456
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 2.733 2.760
PP 2.732 2.751
S1 2.731 2.743

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

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