NYMEX Natural Gas Future February 2021

Trading Metrics calculated at close of trading on 12-May-2020

Day Change Summary
	Previous	Current
	11-May-2020	12-May-2020	Change	Change %	Previous Week
Open	2.974	2.984	0.010	0.3%	3.083
High	3.013	3.001	-0.012	-0.4%	3.157
Low	2.974	2.917	-0.057	-1.9%	2.977
Close	2.984	2.938	-0.046	-1.5%	2.983
Range	0.039	0.084	0.045	115.4%	0.180
ATR
Volume	2,013	7,844	5,831	289.7%	17,929

Daily Pivots for day following 12-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.204	3.155	2.984
R3	3.120	3.071	2.961
R2	3.036	3.036	2.953
R1	2.987	2.987	2.946	2.970
PP	2.952	2.952	2.952	2.943
S1	2.903	2.903	2.930	2.886
S2	2.868	2.868	2.923
S3	2.784	2.819	2.915
S4	2.700	2.735	2.892

Weekly Pivots for week ending 08-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.579	3.461	3.082
R3	3.399	3.281	3.033
R2	3.219	3.219	3.016
R1	3.101	3.101	3.000	3.070
PP	3.039	3.039	3.039	3.024
S1	2.921	2.921	2.967	2.890
S2	2.859	2.859	2.950
S3	2.679	2.741	2.934
S4	2.499	2.561	2.884

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.043	2.917	0.126	4.3%	0.051	1.7%	17%	False	True	3,914
10	3.157	2.917	0.240	8.2%	0.060	2.0%	9%	False	True	3,511

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	3.358
2.618	3.221
1.618	3.137
1.000	3.085
0.618	3.053
HIGH	3.001
0.618	2.969
0.500	2.959
0.382	2.949
LOW	2.917
0.618	2.865
1.000	2.833
1.618	2.781
2.618	2.697
4.250	2.560

Fisher Pivots for day following 12-May-2020
Pivot	1 day	3 day
R1	2.959	2.965
PP	2.952	2.956
S1	2.945	2.947

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