NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 2.732 2.580 -0.152 -5.6% 2.767
High 2.742 2.841 0.099 3.6% 2.833
Low 2.561 2.518 -0.043 -1.7% 2.496
Close 2.597 2.794 0.197 7.6% 2.633
Range 0.181 0.323 0.142 78.5% 0.337
ATR 0.118 0.133 0.015 12.4% 0.000
Volume 137,017 202,460 65,443 47.8% 567,899
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.687 3.563 2.972
R3 3.364 3.240 2.883
R2 3.041 3.041 2.853
R1 2.917 2.917 2.824 2.979
PP 2.718 2.718 2.718 2.749
S1 2.594 2.594 2.764 2.656
S2 2.395 2.395 2.735
S3 2.072 2.271 2.705
S4 1.749 1.948 2.616
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.665 3.486 2.818
R3 3.328 3.149 2.726
R2 2.991 2.991 2.695
R1 2.812 2.812 2.664 2.733
PP 2.654 2.654 2.654 2.615
S1 2.475 2.475 2.602 2.396
S2 2.317 2.317 2.571
S3 1.980 2.138 2.540
S4 1.643 1.801 2.448
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.841 2.496 0.345 12.3% 0.194 6.9% 86% True False 164,102
10 2.874 2.496 0.378 13.5% 0.146 5.2% 79% False False 127,475
20 3.002 2.496 0.506 18.1% 0.133 4.8% 59% False False 108,027
40 3.002 2.404 0.598 21.4% 0.115 4.1% 65% False False 81,834
60 3.002 2.219 0.783 28.0% 0.101 3.6% 73% False False 64,040
80 3.002 2.133 0.869 31.1% 0.090 3.2% 76% False False 52,045
100 3.002 2.133 0.869 31.1% 0.086 3.1% 76% False False 44,511
120 3.002 2.133 0.869 31.1% 0.085 3.0% 76% False False 38,842
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 0.028
Widest range in 166 trading days
Fibonacci Retracements and Extensions
4.250 4.214
2.618 3.687
1.618 3.364
1.000 3.164
0.618 3.041
HIGH 2.841
0.618 2.718
0.500 2.680
0.382 2.641
LOW 2.518
0.618 2.318
1.000 2.195
1.618 1.995
2.618 1.672
4.250 1.145
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 2.756 2.756
PP 2.718 2.718
S1 2.680 2.680

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

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