NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 21-Aug-2020
Day Change Summary
Previous Current
20-Aug-2020 21-Aug-2020 Change Change % Previous Week
Open 3.257 3.229 -0.028 -0.9% 3.219
High 3.260 3.270 0.010 0.3% 3.278
Low 3.221 3.180 -0.041 -1.3% 3.180
Close 3.243 3.266 0.023 0.7% 3.266
Range 0.039 0.090 0.051 130.8% 0.098
ATR 0.065 0.067 0.002 2.7% 0.000
Volume 18,600 25,658 7,058 37.9% 106,531
Daily Pivots for day following 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.509 3.477 3.316
R3 3.419 3.387 3.291
R2 3.329 3.329 3.283
R1 3.297 3.297 3.274 3.313
PP 3.239 3.239 3.239 3.247
S1 3.207 3.207 3.258 3.223
S2 3.149 3.149 3.250
S3 3.059 3.117 3.241
S4 2.969 3.027 3.217
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.535 3.499 3.320
R3 3.437 3.401 3.293
R2 3.339 3.339 3.284
R1 3.303 3.303 3.275 3.321
PP 3.241 3.241 3.241 3.251
S1 3.205 3.205 3.257 3.223
S2 3.143 3.143 3.248
S3 3.045 3.107 3.239
S4 2.947 3.009 3.212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.278 3.180 0.098 3.0% 0.057 1.8% 88% False True 21,306
10 3.278 3.054 0.224 6.9% 0.066 2.0% 95% False False 22,270
20 3.278 2.865 0.413 12.6% 0.072 2.2% 97% False False 25,146
40 3.278 2.783 0.495 15.2% 0.064 2.0% 98% False False 23,858
60 3.278 2.778 0.500 15.3% 0.058 1.8% 98% False False 21,915
80 3.278 2.778 0.500 15.3% 0.060 1.8% 98% False False 20,860
100 3.278 2.713 0.565 17.3% 0.061 1.9% 98% False False 20,162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.653
2.618 3.506
1.618 3.416
1.000 3.360
0.618 3.326
HIGH 3.270
0.618 3.236
0.500 3.225
0.382 3.214
LOW 3.180
0.618 3.124
1.000 3.090
1.618 3.034
2.618 2.944
4.250 2.798
Fisher Pivots for day following 21-Aug-2020
Pivot 1 day 3 day
R1 3.252 3.253
PP 3.239 3.240
S1 3.225 3.227

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

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