NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 31-Aug-2020
Day Change Summary
Previous Current
28-Aug-2020 31-Aug-2020 Change Change % Previous Week
Open 2.757 2.757 0.000 0.0% 2.750
High 2.774 2.787 0.013 0.5% 2.774
Low 2.727 2.723 -0.004 -0.1% 2.699
Close 2.761 2.771 0.010 0.4% 2.761
Range 0.047 0.064 0.017 36.2% 0.075
ATR 0.043 0.044 0.002 3.5% 0.000
Volume 5,115 6,983 1,868 36.5% 38,195
Daily Pivots for day following 31-Aug-2020
Classic Woodie Camarilla DeMark
R4 2.952 2.926 2.806
R3 2.888 2.862 2.789
R2 2.824 2.824 2.783
R1 2.798 2.798 2.777 2.811
PP 2.760 2.760 2.760 2.767
S1 2.734 2.734 2.765 2.747
S2 2.696 2.696 2.759
S3 2.632 2.670 2.753
S4 2.568 2.606 2.736
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 2.970 2.940 2.802
R3 2.895 2.865 2.782
R2 2.820 2.820 2.775
R1 2.790 2.790 2.768 2.805
PP 2.745 2.745 2.745 2.752
S1 2.715 2.715 2.754 2.730
S2 2.670 2.670 2.747
S3 2.595 2.640 2.740
S4 2.520 2.565 2.720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.787 2.699 0.088 3.2% 0.050 1.8% 82% True False 7,818
10 2.787 2.680 0.107 3.9% 0.044 1.6% 85% True False 7,153
20 2.787 2.561 0.226 8.2% 0.041 1.5% 93% True False 8,061
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 3.059
2.618 2.955
1.618 2.891
1.000 2.851
0.618 2.827
HIGH 2.787
0.618 2.763
0.500 2.755
0.382 2.747
LOW 2.723
0.618 2.683
1.000 2.659
1.618 2.619
2.618 2.555
4.250 2.451
Fisher Pivots for day following 31-Aug-2020
Pivot 1 day 3 day
R1 2.766 2.762
PP 2.760 2.752
S1 2.755 2.743

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

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