NYMEX Natural Gas Future June 2021


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 2.716 2.720 0.004 0.1% 2.664
High 2.767 2.759 -0.008 -0.3% 2.767
Low 2.696 2.704 0.008 0.3% 2.639
Close 2.754 2.719 -0.035 -1.3% 2.719
Range 0.071 0.055 -0.016 -22.5% 0.128
ATR 0.067 0.066 -0.001 -1.3% 0.000
Volume 12,810 6,754 -6,056 -47.3% 35,145
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 2.892 2.861 2.749
R3 2.837 2.806 2.734
R2 2.782 2.782 2.729
R1 2.751 2.751 2.724 2.739
PP 2.727 2.727 2.727 2.722
S1 2.696 2.696 2.714 2.684
S2 2.672 2.672 2.709
S3 2.617 2.641 2.704
S4 2.562 2.586 2.689
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.092 3.034 2.789
R3 2.964 2.906 2.754
R2 2.836 2.836 2.742
R1 2.778 2.778 2.731 2.807
PP 2.708 2.708 2.708 2.723
S1 2.650 2.650 2.707 2.679
S2 2.580 2.580 2.696
S3 2.452 2.522 2.684
S4 2.324 2.394 2.649
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.767 2.625 0.142 5.2% 0.056 2.0% 66% False False 9,429
10 2.937 2.591 0.346 12.7% 0.072 2.6% 37% False False 10,291
20 3.043 2.591 0.452 16.6% 0.070 2.6% 28% False False 8,746
40 3.043 2.591 0.452 16.6% 0.058 2.1% 28% False False 6,991
60 3.043 2.591 0.452 16.6% 0.053 2.0% 28% False False 6,098
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.993
2.618 2.903
1.618 2.848
1.000 2.814
0.618 2.793
HIGH 2.759
0.618 2.738
0.500 2.732
0.382 2.725
LOW 2.704
0.618 2.670
1.000 2.649
1.618 2.615
2.618 2.560
4.250 2.470
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 2.732 2.718
PP 2.727 2.717
S1 2.723 2.716

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

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