NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 06-Nov-2020
Day Change Summary
Previous Current
05-Nov-2020 06-Nov-2020 Change Change % Previous Week
Open 2.875 2.825 -0.050 -1.7% 2.996
High 2.922 2.845 -0.077 -2.6% 3.011
Low 2.811 2.773 -0.038 -1.4% 2.773
Close 2.825 2.793 -0.032 -1.1% 2.793
Range 0.111 0.072 -0.039 -35.1% 0.238
ATR 0.061 0.062 0.001 1.3% 0.000
Volume 22,777 23,562 785 3.4% 98,744
Daily Pivots for day following 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.020 2.978 2.833
R3 2.948 2.906 2.813
R2 2.876 2.876 2.806
R1 2.834 2.834 2.800 2.819
PP 2.804 2.804 2.804 2.796
S1 2.762 2.762 2.786 2.747
S2 2.732 2.732 2.780
S3 2.660 2.690 2.773
S4 2.588 2.618 2.753
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.573 3.421 2.924
R3 3.335 3.183 2.858
R2 3.097 3.097 2.837
R1 2.945 2.945 2.815 2.902
PP 2.859 2.859 2.859 2.838
S1 2.707 2.707 2.771 2.664
S2 2.621 2.621 2.749
S3 2.383 2.469 2.728
S4 2.145 2.231 2.662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.011 2.773 0.238 8.5% 0.077 2.8% 8% False True 19,748
10 3.011 2.773 0.238 8.5% 0.068 2.4% 8% False True 15,789
20 3.011 2.773 0.238 8.5% 0.056 2.0% 8% False True 12,429
40 3.011 2.650 0.361 12.9% 0.055 2.0% 40% False False 10,871
60 3.011 2.650 0.361 12.9% 0.051 1.8% 40% False False 9,772
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.151
2.618 3.033
1.618 2.961
1.000 2.917
0.618 2.889
HIGH 2.845
0.618 2.817
0.500 2.809
0.382 2.801
LOW 2.773
0.618 2.729
1.000 2.701
1.618 2.657
2.618 2.585
4.250 2.467
Fisher Pivots for day following 06-Nov-2020
Pivot 1 day 3 day
R1 2.809 2.848
PP 2.804 2.829
S1 2.798 2.811

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

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