NYMEX Natural Gas Future April 2021


Trading Metrics calculated at close of trading on 11-Aug-2020
Day Change Summary
Previous Current
10-Aug-2020 11-Aug-2020 Change Change % Previous Week
Open 2.674 2.672 -0.002 -0.1% 2.585
High 2.696 2.692 -0.004 -0.1% 2.686
Low 2.640 2.652 0.012 0.5% 2.565
Close 2.655 2.679 0.024 0.9% 2.685
Range 0.056 0.040 -0.016 -28.6% 0.121
ATR 0.042 0.042 0.000 -0.4% 0.000
Volume 11,718 7,611 -4,107 -35.0% 97,088
Daily Pivots for day following 11-Aug-2020
Classic Woodie Camarilla DeMark
R4 2.794 2.777 2.701
R3 2.754 2.737 2.690
R2 2.714 2.714 2.686
R1 2.697 2.697 2.683 2.706
PP 2.674 2.674 2.674 2.679
S1 2.657 2.657 2.675 2.666
S2 2.634 2.634 2.672
S3 2.594 2.617 2.668
S4 2.554 2.577 2.657
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.008 2.968 2.752
R3 2.887 2.847 2.718
R2 2.766 2.766 2.707
R1 2.726 2.726 2.696 2.746
PP 2.645 2.645 2.645 2.656
S1 2.605 2.605 2.674 2.625
S2 2.524 2.524 2.663
S3 2.403 2.484 2.652
S4 2.282 2.363 2.618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.696 2.630 0.066 2.5% 0.042 1.6% 74% False False 13,191
10 2.696 2.546 0.150 5.6% 0.048 1.8% 89% False False 15,189
20 2.696 2.425 0.271 10.1% 0.042 1.6% 94% False False 11,370
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.862
2.618 2.797
1.618 2.757
1.000 2.732
0.618 2.717
HIGH 2.692
0.618 2.677
0.500 2.672
0.382 2.667
LOW 2.652
0.618 2.627
1.000 2.612
1.618 2.587
2.618 2.547
4.250 2.482
Fisher Pivots for day following 11-Aug-2020
Pivot 1 day 3 day
R1 2.677 2.675
PP 2.674 2.672
S1 2.672 2.668

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

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