NYMEX Natural Gas Future August 2021


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 2.793 2.797 0.004 0.1% 2.737
High 2.834 2.834 0.000 0.0% 2.834
Low 2.774 2.781 0.007 0.3% 2.721
Close 2.827 2.796 -0.031 -1.1% 2.796
Range 0.060 0.053 -0.007 -11.7% 0.113
ATR 0.062 0.061 -0.001 -1.0% 0.000
Volume 3,828 2,562 -1,266 -33.1% 17,254
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 2.963 2.932 2.825
R3 2.910 2.879 2.811
R2 2.857 2.857 2.806
R1 2.826 2.826 2.801 2.815
PP 2.804 2.804 2.804 2.798
S1 2.773 2.773 2.791 2.762
S2 2.751 2.751 2.786
S3 2.698 2.720 2.781
S4 2.645 2.667 2.767
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.123 3.072 2.858
R3 3.010 2.959 2.827
R2 2.897 2.897 2.817
R1 2.846 2.846 2.806 2.872
PP 2.784 2.784 2.784 2.796
S1 2.733 2.733 2.786 2.759
S2 2.671 2.671 2.775
S3 2.558 2.620 2.765
S4 2.445 2.507 2.734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.834 2.702 0.132 4.7% 0.053 1.9% 71% True False 5,144
10 2.984 2.677 0.307 11.0% 0.067 2.4% 39% False False 8,392
20 3.096 2.677 0.419 15.0% 0.066 2.4% 28% False False 6,141
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 3.059
2.618 2.973
1.618 2.920
1.000 2.887
0.618 2.867
HIGH 2.834
0.618 2.814
0.500 2.808
0.382 2.801
LOW 2.781
0.618 2.748
1.000 2.728
1.618 2.695
2.618 2.642
4.250 2.556
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 2.808 2.793
PP 2.804 2.790
S1 2.800 2.787

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

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