NYMEX Natural Gas Future February 2021


Trading Metrics calculated at close of trading on 19-Nov-2020
Day Change Summary
Previous Current
18-Nov-2020 19-Nov-2020 Change Change % Previous Week
Open 2.823 2.821 -0.002 -0.1% 2.980
High 2.892 2.843 -0.049 -1.7% 3.159
Low 2.804 2.640 -0.164 -5.8% 2.950
Close 2.818 2.703 -0.115 -4.1% 3.083
Range 0.088 0.203 0.115 130.7% 0.209
ATR 0.119 0.125 0.006 5.1% 0.000
Volume 32,420 51,966 19,546 60.3% 159,863
Daily Pivots for day following 19-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.338 3.223 2.815
R3 3.135 3.020 2.759
R2 2.932 2.932 2.740
R1 2.817 2.817 2.722 2.773
PP 2.729 2.729 2.729 2.707
S1 2.614 2.614 2.684 2.570
S2 2.526 2.526 2.666
S3 2.323 2.411 2.647
S4 2.120 2.208 2.591
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.691 3.596 3.198
R3 3.482 3.387 3.140
R2 3.273 3.273 3.121
R1 3.178 3.178 3.102 3.226
PP 3.064 3.064 3.064 3.088
S1 2.969 2.969 3.064 3.017
S2 2.855 2.855 3.045
S3 2.646 2.760 3.026
S4 2.437 2.551 2.968
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.159 2.640 0.519 19.2% 0.131 4.8% 12% False True 42,444
10 3.159 2.640 0.519 19.2% 0.122 4.5% 12% False True 38,012
20 3.452 2.640 0.812 30.0% 0.124 4.6% 8% False True 31,792
40 3.452 2.640 0.812 30.0% 0.114 4.2% 8% False True 26,319
60 3.452 2.640 0.812 30.0% 0.106 3.9% 8% False True 22,246
80 3.452 2.640 0.812 30.0% 0.096 3.5% 8% False True 19,008
100 3.452 2.640 0.812 30.0% 0.087 3.2% 8% False True 16,336
120 3.452 2.640 0.812 30.0% 0.081 3.0% 8% False True 14,536
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 145 trading days
Fibonacci Retracements and Extensions
4.250 3.706
2.618 3.374
1.618 3.171
1.000 3.046
0.618 2.968
HIGH 2.843
0.618 2.765
0.500 2.742
0.382 2.718
LOW 2.640
0.618 2.515
1.000 2.437
1.618 2.312
2.618 2.109
4.250 1.777
Fisher Pivots for day following 19-Nov-2020
Pivot 1 day 3 day
R1 2.742 2.766
PP 2.729 2.745
S1 2.716 2.724

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

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