NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 17-Aug-2020
Day Change Summary
Previous Current
14-Aug-2020 17-Aug-2020 Change Change % Previous Week
Open 3.125 3.219 0.094 3.0% 3.150
High 3.218 3.221 0.003 0.1% 3.218
Low 3.115 3.182 0.067 2.2% 3.054
Close 3.203 3.211 0.008 0.2% 3.203
Range 0.103 0.039 -0.064 -62.1% 0.164
ATR 0.071 0.068 -0.002 -3.2% 0.000
Volume 34,532 19,648 -14,884 -43.1% 116,171
Daily Pivots for day following 17-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.322 3.305 3.232
R3 3.283 3.266 3.222
R2 3.244 3.244 3.218
R1 3.227 3.227 3.215 3.216
PP 3.205 3.205 3.205 3.199
S1 3.188 3.188 3.207 3.177
S2 3.166 3.166 3.204
S3 3.127 3.149 3.200
S4 3.088 3.110 3.190
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 3.221 3.054 0.167 5.2% 0.061 1.9% 94% True False 22,865
10 3.221 2.990 0.231 7.2% 0.073 2.3% 96% True False 25,316
20 3.221 2.797 0.424 13.2% 0.071 2.2% 98% True False 23,969
40 3.221 2.778 0.443 13.8% 0.063 1.9% 98% True False 23,860
60 3.221 2.778 0.443 13.8% 0.058 1.8% 98% True False 21,318
80 3.221 2.778 0.443 13.8% 0.060 1.9% 98% True False 20,389
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 0.017
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 3.387
2.618 3.323
1.618 3.284
1.000 3.260
0.618 3.245
HIGH 3.221
0.618 3.206
0.500 3.202
0.382 3.197
LOW 3.182
0.618 3.158
1.000 3.143
1.618 3.119
2.618 3.080
4.250 3.016
Fisher Pivots for day following 17-Aug-2020
Pivot 1 day 3 day
R1 3.208 3.191
PP 3.205 3.171
S1 3.202 3.151

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

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