NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 18-Mar-2020

Day Change Summary
	Previous	Current
	17-Mar-2020	18-Mar-2020	Change	Change %	Previous Week
Open	2.514	2.545	0.031	1.2%	2.330
High	2.568	2.556	-0.012	-0.5%	2.612
Low	2.500	2.459	-0.041	-1.6%	2.305
Close	2.537	2.475	-0.062	-2.4%	2.536
Range	0.068	0.097	0.029	42.6%	0.307
ATR	0.076	0.077	0.002	2.0%	0.000
Volume	6,001	14,379	8,378	139.6%	55,219

Daily Pivots for day following 18-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.788	2.728	2.528
R3	2.691	2.631	2.502
R2	2.594	2.594	2.493
R1	2.534	2.534	2.484	2.516
PP	2.497	2.497	2.497	2.487
S1	2.437	2.437	2.466	2.419
S2	2.400	2.400	2.457
S3	2.303	2.340	2.448
S4	2.206	2.243	2.422

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	2.587	2.455	0.132	5.3%	0.083	3.4%	15%	False	False	8,041
10	2.612	2.305	0.307	12.4%	0.090	3.6%	55%	False	False	8,953

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2.968
2.618	2.810
1.618	2.713
1.000	2.653
0.618	2.616
HIGH	2.556
0.618	2.519
0.500	2.508
0.382	2.496
LOW	2.459
0.618	2.399
1.000	2.362
1.618	2.302
2.618	2.205
4.250	2.047

Fisher Pivots for day following 18-Mar-2020
Pivot	1 day	3 day
R1	2.508	2.514
PP	2.497	2.501
S1	2.486	2.488

Download as Excel Spreadsheet

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

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