NYMEX Natural Gas Future December 2020


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 3.251 3.260 0.009 0.3% 3.170
High 3.304 3.329 0.025 0.8% 3.247
Low 3.228 3.220 -0.008 -0.2% 3.080
Close 3.266 3.288 0.022 0.7% 3.208
Range 0.076 0.109 0.033 43.4% 0.167
ATR 0.081 0.083 0.002 2.5% 0.000
Volume 60,979 83,955 22,976 37.7% 148,271
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.606 3.556 3.348
R3 3.497 3.447 3.318
R2 3.388 3.388 3.308
R1 3.338 3.338 3.298 3.363
PP 3.279 3.279 3.279 3.292
S1 3.229 3.229 3.278 3.254
S2 3.170 3.170 3.268
S3 3.061 3.120 3.258
S4 2.952 3.011 3.228
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.679 3.611 3.300
R3 3.512 3.444 3.254
R2 3.345 3.345 3.239
R1 3.277 3.277 3.223 3.311
PP 3.178 3.178 3.178 3.196
S1 3.110 3.110 3.193 3.144
S2 3.011 3.011 3.177
S3 2.844 2.943 3.162
S4 2.677 2.776 3.116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.329 3.080 0.249 7.6% 0.110 3.3% 84% True False 54,882
10 3.329 3.064 0.265 8.1% 0.089 2.7% 85% True False 39,129
20 3.329 2.944 0.385 11.7% 0.082 2.5% 89% True False 31,047
40 3.329 2.657 0.672 20.4% 0.074 2.3% 94% True False 25,511
60 3.329 2.637 0.692 21.0% 0.068 2.1% 94% True False 22,652
80 3.329 2.637 0.692 21.0% 0.066 2.0% 94% True False 20,220
100 3.329 2.637 0.692 21.0% 0.067 2.0% 94% True False 18,196
120 3.329 2.459 0.870 26.5% 0.065 2.0% 95% True False 16,491
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.792
2.618 3.614
1.618 3.505
1.000 3.438
0.618 3.396
HIGH 3.329
0.618 3.287
0.500 3.275
0.382 3.262
LOW 3.220
0.618 3.153
1.000 3.111
1.618 3.044
2.618 2.935
4.250 2.757
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 3.284 3.271
PP 3.279 3.254
S1 3.275 3.237

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

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