NYMEX Natural Gas Future April 2021


Trading Metrics calculated at close of trading on 03-Nov-2020
Day Change Summary
Previous Current
02-Nov-2020 03-Nov-2020 Change Change % Previous Week
Open 3.040 3.000 -0.040 -1.3% 2.906
High 3.052 3.000 -0.052 -1.7% 3.047
Low 2.971 2.895 -0.076 -2.6% 2.898
Close 3.002 2.907 -0.095 -3.2% 3.017
Range 0.081 0.105 0.024 29.6% 0.149
ATR 0.062 0.065 0.003 5.2% 0.000
Volume 30,059 47,729 17,670 58.8% 120,608
Daily Pivots for day following 03-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.249 3.183 2.965
R3 3.144 3.078 2.936
R2 3.039 3.039 2.926
R1 2.973 2.973 2.917 2.954
PP 2.934 2.934 2.934 2.924
S1 2.868 2.868 2.897 2.849
S2 2.829 2.829 2.888
S3 2.724 2.763 2.878
S4 2.619 2.658 2.849
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.434 3.375 3.099
R3 3.285 3.226 3.058
R2 3.136 3.136 3.044
R1 3.077 3.077 3.031 3.107
PP 2.987 2.987 2.987 3.002
S1 2.928 2.928 3.003 2.958
S2 2.838 2.838 2.990
S3 2.689 2.779 2.976
S4 2.540 2.630 2.935
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.052 2.895 0.157 5.4% 0.078 2.7% 8% False True 31,571
10 3.052 2.895 0.157 5.4% 0.070 2.4% 8% False True 27,258
20 3.052 2.764 0.288 9.9% 0.060 2.1% 50% False False 25,437
40 3.052 2.681 0.371 12.8% 0.059 2.0% 61% False False 22,105
60 3.052 2.647 0.405 13.9% 0.055 1.9% 64% False False 19,359
80 3.052 2.425 0.627 21.6% 0.051 1.8% 77% False False 17,346
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 0.011
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 3.446
2.618 3.275
1.618 3.170
1.000 3.105
0.618 3.065
HIGH 3.000
0.618 2.960
0.500 2.948
0.382 2.935
LOW 2.895
0.618 2.830
1.000 2.790
1.618 2.725
2.618 2.620
4.250 2.449
Fisher Pivots for day following 03-Nov-2020
Pivot 1 day 3 day
R1 2.948 2.974
PP 2.934 2.951
S1 2.921 2.929

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

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