NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 20-Mar-2020

Day Change Summary
	Previous	Current
	19-Mar-2020	20-Mar-2020	Change	Change %	Previous Week
Open	2.493	2.525	0.032	1.3%	2.508
High	2.531	2.565	0.034	1.3%	2.568
Low	2.480	2.489	0.009	0.4%	2.459
Close	2.528	2.509	-0.019	-0.8%	2.509
Range	0.051	0.076	0.025	49.0%	0.109
ATR	0.076	0.076	0.000	0.0%	0.000
Volume	4,480	6,631	2,151	48.0%	36,193

Daily Pivots for day following 20-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.749	2.705	2.551
R3	2.673	2.629	2.530
R2	2.597	2.597	2.523
R1	2.553	2.553	2.516	2.537
PP	2.521	2.521	2.521	2.513
S1	2.477	2.477	2.502	2.461
S2	2.445	2.445	2.495
S3	2.369	2.401	2.488
S4	2.293	2.325	2.467

Weekly Pivots for week ending 20-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.839	2.783	2.569
R3	2.730	2.674	2.539
R2	2.621	2.621	2.529
R1	2.565	2.565	2.519	2.593
PP	2.512	2.512	2.512	2.526
S1	2.456	2.456	2.499	2.484
S2	2.403	2.403	2.489
S3	2.294	2.347	2.479
S4	2.185	2.238	2.449

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.568	2.459	0.109	4.3%	0.072	2.9%	46%	False	False	7,238
10	2.612	2.305	0.307	12.2%	0.094	3.8%	66%	False	False	9,141

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.888
2.618	2.764
1.618	2.688
1.000	2.641
0.618	2.612
HIGH	2.565
0.618	2.536
0.500	2.527
0.382	2.518
LOW	2.489
0.618	2.442
1.000	2.413
1.618	2.366
2.618	2.290
4.250	2.166

Fisher Pivots for day following 20-Mar-2020
Pivot	1 day	3 day
R1	2.527	2.512
PP	2.521	2.511
S1	2.515	2.510

Download as Excel Spreadsheet

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

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