NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 14-Aug-2020
Day Change Summary
Previous Current
13-Aug-2020 14-Aug-2020 Change Change % Previous Week
Open 3.101 3.125 0.024 0.8% 3.150
High 3.134 3.218 0.084 2.7% 3.218
Low 3.081 3.115 0.034 1.1% 3.054
Close 3.121 3.203 0.082 2.6% 3.203
Range 0.053 0.103 0.050 94.3% 0.164
ATR 0.068 0.071 0.002 3.7% 0.000
Volume 17,739 34,532 16,793 94.7% 116,171
Daily Pivots for day following 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.488 3.448 3.260
R3 3.385 3.345 3.231
R2 3.282 3.282 3.222
R1 3.242 3.242 3.212 3.262
PP 3.179 3.179 3.179 3.189
S1 3.139 3.139 3.194 3.159
S2 3.076 3.076 3.184
S3 2.973 3.036 3.175
S4 2.870 2.933 3.146
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.650 3.591 3.293
R3 3.486 3.427 3.248
R2 3.322 3.322 3.233
R1 3.263 3.263 3.218 3.293
PP 3.158 3.158 3.158 3.173
S1 3.099 3.099 3.188 3.129
S2 2.994 2.994 3.173
S3 2.830 2.935 3.158
S4 2.666 2.771 3.113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.218 3.054 0.164 5.1% 0.074 2.3% 91% True False 23,234
10 3.218 2.933 0.285 8.9% 0.080 2.5% 95% True False 28,720
20 3.218 2.785 0.433 13.5% 0.073 2.3% 97% True False 24,298
40 3.218 2.778 0.440 13.7% 0.062 1.9% 97% True False 23,745
60 3.218 2.778 0.440 13.7% 0.058 1.8% 97% True False 21,296
80 3.218 2.778 0.440 13.7% 0.060 1.9% 97% True False 20,298
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.656
2.618 3.488
1.618 3.385
1.000 3.321
0.618 3.282
HIGH 3.218
0.618 3.179
0.500 3.167
0.382 3.154
LOW 3.115
0.618 3.051
1.000 3.012
1.618 2.948
2.618 2.845
4.250 2.677
Fisher Pivots for day following 14-Aug-2020
Pivot 1 day 3 day
R1 3.191 3.181
PP 3.179 3.158
S1 3.167 3.136

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

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