NYMEX Natural Gas Future January 2021

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	3.087	3.101	0.014	0.5%	2.944
High	3.104	3.134	0.030	1.0%	3.152
Low	3.054	3.081	0.027	0.9%	2.933
Close	3.101	3.121	0.020	0.6%	3.147
Range	0.050	0.053	0.003	6.0%	0.219
ATR	0.069	0.068	-0.001	-1.7%	0.000
Volume	22,467	17,739	-4,728	-21.0%	171,032

Daily Pivots for day following 13-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.271	3.249	3.150
R3	3.218	3.196	3.136
R2	3.165	3.165	3.131
R1	3.143	3.143	3.126	3.154
PP	3.112	3.112	3.112	3.118
S1	3.090	3.090	3.116	3.101
S2	3.059	3.059	3.111
S3	3.006	3.037	3.106
S4	2.953	2.984	3.092

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.734	3.660	3.267
R3	3.515	3.441	3.207
R2	3.296	3.296	3.187
R1	3.222	3.222	3.167	3.259
PP	3.077	3.077	3.077	3.096
S1	3.003	3.003	3.127	3.040
S2	2.858	2.858	3.107
S3	2.639	2.784	3.087
S4	2.420	2.565	3.027

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.159	3.054	0.105	3.4%	0.070	2.2%	64%	False	False	23,397
10	3.159	2.905	0.254	8.1%	0.077	2.5%	85%	False	False	27,183
20	3.159	2.785	0.374	12.0%	0.070	2.2%	90%	False	False	23,023
40	3.159	2.778	0.381	12.2%	0.060	1.9%	90%	False	False	23,239
60	3.159	2.778	0.381	12.2%	0.058	1.8%	90%	False	False	21,132
80	3.208	2.778	0.430	13.8%	0.060	1.9%	80%	False	False	20,079

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.359
2.618	3.273
1.618	3.220
1.000	3.187
0.618	3.167
HIGH	3.134
0.618	3.114
0.500	3.108
0.382	3.101
LOW	3.081
0.618	3.048
1.000	3.028
1.618	2.995
2.618	2.942
4.250	2.856

Fisher Pivots for day following 13-Aug-2020
Pivot	1 day	3 day
R1	3.117	3.112
PP	3.112	3.103
S1	3.108	3.094

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