NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 2.985 2.924 -0.061 -2.0% 2.926
High 2.986 2.933 -0.053 -1.8% 3.028
Low 2.909 2.890 -0.019 -0.7% 2.900
Close 2.921 2.908 -0.013 -0.4% 3.006
Range 0.077 0.043 -0.034 -44.2% 0.128
ATR 0.054 0.053 -0.001 -1.5% 0.000
Volume 8,694 5,127 -3,567 -41.0% 26,589
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.039 3.017 2.932
R3 2.996 2.974 2.920
R2 2.953 2.953 2.916
R1 2.931 2.931 2.912 2.921
PP 2.910 2.910 2.910 2.905
S1 2.888 2.888 2.904 2.878
S2 2.867 2.867 2.900
S3 2.824 2.845 2.896
S4 2.781 2.802 2.884
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 3.362 3.312 3.076
R3 3.234 3.184 3.041
R2 3.106 3.106 3.029
R1 3.056 3.056 3.018 3.081
PP 2.978 2.978 2.978 2.991
S1 2.928 2.928 2.994 2.953
S2 2.850 2.850 2.983
S3 2.722 2.800 2.971
S4 2.594 2.672 2.936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.043 2.890 0.153 5.3% 0.068 2.3% 12% False True 6,472
10 3.043 2.890 0.153 5.3% 0.058 2.0% 12% False True 5,479
20 3.043 2.753 0.290 10.0% 0.048 1.7% 53% False False 5,293
40 3.043 2.684 0.359 12.3% 0.048 1.7% 62% False False 5,044
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.116
2.618 3.046
1.618 3.003
1.000 2.976
0.618 2.960
HIGH 2.933
0.618 2.917
0.500 2.912
0.382 2.906
LOW 2.890
0.618 2.863
1.000 2.847
1.618 2.820
2.618 2.777
4.250 2.707
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 2.912 2.967
PP 2.910 2.947
S1 2.909 2.928

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

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