NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 13-May-2020
Day Change Summary
Previous Current
12-May-2020 13-May-2020 Change Change % Previous Week
Open 2.542 2.462 -0.080 -3.1% 2.643
High 2.559 2.490 -0.069 -2.7% 2.794
Low 2.461 2.395 -0.066 -2.7% 2.539
Close 2.482 2.404 -0.078 -3.1% 2.544
Range 0.098 0.095 -0.003 -3.1% 0.255
ATR 0.077 0.079 0.001 1.6% 0.000
Volume 15,387 23,586 8,199 53.3% 80,062
Daily Pivots for day following 13-May-2020
Classic Woodie Camarilla DeMark
R4 2.715 2.654 2.456
R3 2.620 2.559 2.430
R2 2.525 2.525 2.421
R1 2.464 2.464 2.413 2.447
PP 2.430 2.430 2.430 2.421
S1 2.369 2.369 2.395 2.352
S2 2.335 2.335 2.387
S3 2.240 2.274 2.378
S4 2.145 2.179 2.352
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 3.391 3.222 2.684
R3 3.136 2.967 2.614
R2 2.881 2.881 2.591
R1 2.712 2.712 2.567 2.669
PP 2.626 2.626 2.626 2.604
S1 2.457 2.457 2.521 2.414
S2 2.371 2.371 2.497
S3 2.116 2.202 2.474
S4 1.861 1.947 2.404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.622 2.395 0.227 9.4% 0.069 2.9% 4% False True 17,113
10 2.794 2.395 0.399 16.6% 0.076 3.2% 2% False True 15,829
20 2.794 2.357 0.437 18.2% 0.084 3.5% 11% False False 13,085
40 2.794 2.166 0.628 26.1% 0.074 3.1% 38% False False 11,389
60 2.794 2.072 0.722 30.0% 0.073 3.0% 46% False False 10,513
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.894
2.618 2.739
1.618 2.644
1.000 2.585
0.618 2.549
HIGH 2.490
0.618 2.454
0.500 2.443
0.382 2.431
LOW 2.395
0.618 2.336
1.000 2.300
1.618 2.241
2.618 2.146
4.250 1.991
Fisher Pivots for day following 13-May-2020
Pivot 1 day 3 day
R1 2.443 2.484
PP 2.430 2.457
S1 2.417 2.431

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

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