NYMEX Natural Gas Future December 2020


Trading Metrics calculated at close of trading on 13-Aug-2020
Day Change Summary
Previous Current
12-Aug-2020 13-Aug-2020 Change Change % Previous Week
Open 2.982 2.993 0.011 0.4% 2.838
High 3.000 3.027 0.027 0.9% 3.049
Low 2.944 2.972 0.028 1.0% 2.811
Close 2.997 3.016 0.019 0.6% 3.044
Range 0.056 0.055 -0.001 -1.8% 0.238
ATR 0.074 0.073 -0.001 -1.9% 0.000
Volume 30,673 19,918 -10,755 -35.1% 166,478
Daily Pivots for day following 13-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.170 3.148 3.046
R3 3.115 3.093 3.031
R2 3.060 3.060 3.026
R1 3.038 3.038 3.021 3.049
PP 3.005 3.005 3.005 3.011
S1 2.983 2.983 3.011 2.994
S2 2.950 2.950 3.006
S3 2.895 2.928 3.001
S4 2.840 2.873 2.986
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.682 3.601 3.175
R3 3.444 3.363 3.109
R2 3.206 3.206 3.088
R1 3.125 3.125 3.066 3.166
PP 2.968 2.968 2.968 2.988
S1 2.887 2.887 3.022 2.928
S2 2.730 2.730 3.000
S3 2.492 2.649 2.979
S4 2.254 2.411 2.913
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.055 2.944 0.111 3.7% 0.076 2.5% 65% False False 24,616
10 3.055 2.781 0.274 9.1% 0.084 2.8% 86% False False 27,745
20 3.055 2.657 0.398 13.2% 0.075 2.5% 90% False False 21,978
40 3.055 2.637 0.418 13.9% 0.064 2.1% 91% False False 20,151
60 3.055 2.637 0.418 13.9% 0.061 2.0% 91% False False 17,753
80 3.074 2.637 0.437 14.5% 0.062 2.1% 87% False False 15,903
100 3.074 2.541 0.533 17.7% 0.062 2.1% 89% False False 14,612
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.025
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 3.261
2.618 3.171
1.618 3.116
1.000 3.082
0.618 3.061
HIGH 3.027
0.618 3.006
0.500 3.000
0.382 2.993
LOW 2.972
0.618 2.938
1.000 2.917
1.618 2.883
2.618 2.828
4.250 2.738
Fisher Pivots for day following 13-Aug-2020
Pivot 1 day 3 day
R1 3.011 3.006
PP 3.005 2.996
S1 3.000 2.987

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

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