NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 20-Aug-2020
Day Change Summary
Previous Current
19-Aug-2020 20-Aug-2020 Change Change % Previous Week
Open 3.257 3.257 0.000 0.0% 3.150
High 3.273 3.260 -0.013 -0.4% 3.218
Low 3.243 3.221 -0.022 -0.7% 3.054
Close 3.255 3.243 -0.012 -0.4% 3.203
Range 0.030 0.039 0.009 30.0% 0.164
ATR 0.067 0.065 -0.002 -3.0% 0.000
Volume 13,371 18,600 5,229 39.1% 116,171
Daily Pivots for day following 20-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.358 3.340 3.264
R3 3.319 3.301 3.254
R2 3.280 3.280 3.250
R1 3.262 3.262 3.247 3.252
PP 3.241 3.241 3.241 3.236
S1 3.223 3.223 3.239 3.213
S2 3.202 3.202 3.236
S3 3.163 3.184 3.232
S4 3.124 3.145 3.222
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 3.278 3.115 0.163 5.0% 0.060 1.9% 79% False False 23,081
10 3.278 3.054 0.224 6.9% 0.065 2.0% 84% False False 23,239
20 3.278 2.835 0.443 13.7% 0.071 2.2% 92% False False 24,648
40 3.278 2.778 0.500 15.4% 0.063 1.9% 93% False False 23,942
60 3.278 2.778 0.500 15.4% 0.058 1.8% 93% False False 21,752
80 3.278 2.778 0.500 15.4% 0.059 1.8% 93% False False 20,682
100 3.278 2.713 0.565 17.4% 0.060 1.9% 94% False False 20,063
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.426
2.618 3.362
1.618 3.323
1.000 3.299
0.618 3.284
HIGH 3.260
0.618 3.245
0.500 3.241
0.382 3.236
LOW 3.221
0.618 3.197
1.000 3.182
1.618 3.158
2.618 3.119
4.250 3.055
Fisher Pivots for day following 20-Aug-2020
Pivot 1 day 3 day
R1 3.242 3.240
PP 3.241 3.237
S1 3.241 3.234

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

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