NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 23-Mar-2020

Day Change Summary
	Previous	Current
	20-Mar-2020	23-Mar-2020	Change	Change %	Previous Week
Open	2.525	2.497	-0.028	-1.1%	2.508
High	2.565	2.549	-0.016	-0.6%	2.568
Low	2.489	2.474	-0.015	-0.6%	2.459
Close	2.509	2.538	0.029	1.2%	2.509
Range	0.076	0.075	-0.001	-1.3%	0.109
ATR	0.076	0.076	0.000	-0.1%	0.000
Volume	6,631	4,889	-1,742	-26.3%	36,193

Daily Pivots for day following 23-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.745	2.717	2.579
R3	2.670	2.642	2.559
R2	2.595	2.595	2.552
R1	2.567	2.567	2.545	2.581
PP	2.520	2.520	2.520	2.528
S1	2.492	2.492	2.531	2.506
S2	2.445	2.445	2.524
S3	2.370	2.417	2.517
S4	2.295	2.342	2.497

Weekly Pivots for week ending 20-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.839	2.783	2.569
R3	2.730	2.674	2.539
R2	2.621	2.621	2.529
R1	2.565	2.565	2.519	2.593
PP	2.512	2.512	2.512	2.526
S1	2.456	2.456	2.499	2.484
S2	2.403	2.403	2.489
S3	2.294	2.347	2.479
S4	2.185	2.238	2.449

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.568	2.459	0.109	4.3%	0.073	2.9%	72%	False	False	7,276
10	2.612	2.455	0.157	6.2%	0.081	3.2%	53%	False	False	8,178

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	0.021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.868
2.618	2.745
1.618	2.670
1.000	2.624
0.618	2.595
HIGH	2.549
0.618	2.520
0.500	2.512
0.382	2.503
LOW	2.474
0.618	2.428
1.000	2.399
1.618	2.353
2.618	2.278
4.250	2.155

Fisher Pivots for day following 23-Mar-2020
Pivot	1 day	3 day
R1	2.529	2.532
PP	2.520	2.526
S1	2.512	2.520

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols