NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 13-Mar-2020

Day Change Summary
	Previous	Current
	12-Mar-2020	13-Mar-2020	Change	Change %	Previous Week
Open	2.517	2.492	-0.025	-1.0%	2.330
High	2.543	2.587	0.044	1.7%	2.612
Low	2.455	2.492	0.037	1.5%	2.305
Close	2.522	2.536	0.014	0.6%	2.536
Range	0.088	0.095	0.007	8.0%	0.307
ATR	0.000	0.077	0.077		0.000
Volume	9,082	6,045	-3,037	-33.4%	55,219

Daily Pivots for day following 13-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.823	2.775	2.588
R3	2.728	2.680	2.562
R2	2.633	2.633	2.553
R1	2.585	2.585	2.545	2.609
PP	2.538	2.538	2.538	2.551
S1	2.490	2.490	2.527	2.514
S2	2.443	2.443	2.519
S3	2.348	2.395	2.510
S4	2.253	2.300	2.484

Weekly Pivots for week ending 13-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.405	3.278	2.705
R3	3.098	2.971	2.620
R2	2.791	2.791	2.592
R1	2.664	2.664	2.564	2.728
PP	2.484	2.484	2.484	2.516
S1	2.357	2.357	2.508	2.421
S2	2.177	2.177	2.480
S3	1.870	2.050	2.452
S4	1.563	1.743	2.367

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	12.1%	0.116	4.6%	75%	False	False	11,043
10	2.612	2.305	0.307	12.1%	0.082	3.2%	75%	False	False	8,099

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	0.013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.991
2.618	2.836
1.618	2.741
1.000	2.682
0.618	2.646
HIGH	2.587
0.618	2.551
0.500	2.540
0.382	2.528
LOW	2.492
0.618	2.433
1.000	2.397
1.618	2.338
2.618	2.243
4.250	2.088

Fisher Pivots for day following 13-Mar-2020
Pivot	1 day	3 day
R1	2.540	2.535
PP	2.538	2.534
S1	2.537	2.534

Download as Excel Spreadsheet

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

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