NYMEX Natural Gas Future December 2020


Trading Metrics calculated at close of trading on 27-Mar-2020
Day Change Summary
Previous Current
26-Mar-2020 27-Mar-2020 Change Change % Previous Week
Open 2.592 2.592 0.000 0.0% 2.497
High 2.621 2.597 -0.024 -0.9% 2.638
Low 2.563 2.570 0.007 0.3% 2.474
Close 2.580 2.576 -0.004 -0.2% 2.576
Range 0.058 0.027 -0.031 -53.4% 0.164
ATR 0.073 0.070 -0.003 -4.5% 0.000
Volume 4,457 6,128 1,671 37.5% 25,663
Daily Pivots for day following 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 2.662 2.646 2.591
R3 2.635 2.619 2.583
R2 2.608 2.608 2.581
R1 2.592 2.592 2.578 2.587
PP 2.581 2.581 2.581 2.578
S1 2.565 2.565 2.574 2.560
S2 2.554 2.554 2.571
S3 2.527 2.538 2.569
S4 2.500 2.511 2.561
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 3.055 2.979 2.666
R3 2.891 2.815 2.621
R2 2.727 2.727 2.606
R1 2.651 2.651 2.591 2.689
PP 2.563 2.563 2.563 2.582
S1 2.487 2.487 2.561 2.525
S2 2.399 2.399 2.546
S3 2.235 2.323 2.531
S4 2.071 2.159 2.486
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.638 2.474 0.164 6.4% 0.057 2.2% 62% False False 5,132
10 2.638 2.459 0.179 6.9% 0.065 2.5% 65% False False 6,185
20 2.638 2.305 0.333 12.9% 0.073 2.8% 81% False False 7,142
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 2.712
2.618 2.668
1.618 2.641
1.000 2.624
0.618 2.614
HIGH 2.597
0.618 2.587
0.500 2.584
0.382 2.580
LOW 2.570
0.618 2.553
1.000 2.543
1.618 2.526
2.618 2.499
4.250 2.455
Fisher Pivots for day following 27-Mar-2020
Pivot 1 day 3 day
R1 2.584 2.601
PP 2.581 2.592
S1 2.579 2.584

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

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