NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 11-Mar-2020

Day Change Summary
	Previous	Current
	10-Mar-2020	11-Mar-2020	Change	Change %	Previous Week
Open	2.518	2.555	0.037	1.5%	2.357
High	2.594	2.612	0.018	0.7%	2.438
Low	2.497	2.517	0.020	0.8%	2.356
Close	2.577	2.521	-0.056	-2.2%	2.359
Range	0.097	0.095	-0.002	-2.1%	0.082
ATR
Volume	10,534	15,043	4,509	42.8%	25,775

Daily Pivots for day following 11-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.835	2.773	2.573
R3	2.740	2.678	2.547
R2	2.645	2.645	2.538
R1	2.583	2.583	2.530	2.567
PP	2.550	2.550	2.550	2.542
S1	2.488	2.488	2.512	2.472
S2	2.455	2.455	2.504
S3	2.360	2.393	2.495
S4	2.265	2.298	2.469

Weekly Pivots for week ending 06-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.630	2.577	2.404
R3	2.548	2.495	2.382
R2	2.466	2.466	2.374
R1	2.413	2.413	2.367	2.440
PP	2.384	2.384	2.384	2.398
S1	2.331	2.331	2.351	2.358
S2	2.302	2.302	2.344
S3	2.220	2.249	2.336
S4	2.138	2.167	2.314

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.612	2.305	0.307	12.2%	0.096	3.8%	70%	True	False	9,865
10	2.612	2.305	0.307	12.2%	0.077	3.1%	70%	True	False	8,197

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.016
2.618	2.861
1.618	2.766
1.000	2.707
0.618	2.671
HIGH	2.612
0.618	2.576
0.500	2.565
0.382	2.553
LOW	2.517
0.618	2.458
1.000	2.422
1.618	2.363
2.618	2.268
4.250	2.113

Fisher Pivots for day following 11-Mar-2020
Pivot	1 day	3 day
R1	2.565	2.500
PP	2.550	2.479
S1	2.536	2.459

Download as Excel Spreadsheet

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

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