NYMEX Natural Gas Future July 2021


Trading Metrics calculated at close of trading on 11-Nov-2020
Day Change Summary
Previous Current
10-Nov-2020 11-Nov-2020 Change Change % Previous Week
Open 2.867 2.918 0.051 1.8% 3.064
High 2.929 2.964 0.035 1.2% 3.085
Low 2.867 2.910 0.043 1.5% 2.863
Close 2.917 2.957 0.040 1.4% 2.885
Range 0.062 0.054 -0.008 -12.9% 0.222
ATR 0.057 0.056 0.000 -0.3% 0.000
Volume 8,017 7,315 -702 -8.8% 39,268
Daily Pivots for day following 11-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.106 3.085 2.987
R3 3.052 3.031 2.972
R2 2.998 2.998 2.967
R1 2.977 2.977 2.962 2.988
PP 2.944 2.944 2.944 2.949
S1 2.923 2.923 2.952 2.934
S2 2.890 2.890 2.947
S3 2.836 2.869 2.942
S4 2.782 2.815 2.927
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 3.610 3.470 3.007
R3 3.388 3.248 2.946
R2 3.166 3.166 2.926
R1 3.026 3.026 2.905 2.985
PP 2.944 2.944 2.944 2.924
S1 2.804 2.804 2.865 2.763
S2 2.722 2.722 2.844
S3 2.500 2.582 2.824
S4 2.278 2.360 2.763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.005 2.844 0.161 5.4% 0.071 2.4% 70% False False 9,084
10 3.085 2.844 0.241 8.2% 0.068 2.3% 47% False False 7,914
20 3.085 2.844 0.241 8.2% 0.055 1.8% 47% False False 6,169
40 3.085 2.725 0.360 12.2% 0.050 1.7% 64% False False 5,418
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 0.014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.194
2.618 3.105
1.618 3.051
1.000 3.018
0.618 2.997
HIGH 2.964
0.618 2.943
0.500 2.937
0.382 2.931
LOW 2.910
0.618 2.877
1.000 2.856
1.618 2.823
2.618 2.769
4.250 2.681
Fisher Pivots for day following 11-Nov-2020
Pivot 1 day 3 day
R1 2.950 2.939
PP 2.944 2.922
S1 2.937 2.904

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

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