NYMEX Natural Gas Future February 2021

Trading Metrics calculated at close of trading on 06-Aug-2020

Day Change Summary
	Previous	Current
	05-Aug-2020	06-Aug-2020	Change	Change %	Previous Week
Open	3.020	3.066	0.046	1.5%	2.856
High	3.069	3.100	0.031	1.0%	2.983
Low	3.005	3.023	0.018	0.6%	2.835
Close	3.056	3.053	-0.003	-0.1%	2.884
Range	0.064	0.077	0.013	20.3%	0.148
ATR	0.063	0.064	0.001	1.6%	0.000
Volume	8,479	9,261	782	9.2%	30,515

Daily Pivots for day following 06-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.290	3.248	3.095
R3	3.213	3.171	3.074
R2	3.136	3.136	3.067
R1	3.094	3.094	3.060	3.077
PP	3.059	3.059	3.059	3.050
S1	3.017	3.017	3.046	3.000
S2	2.982	2.982	3.039
S3	2.905	2.940	3.032
S4	2.828	2.863	3.011

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.345	3.262	2.965
R3	3.197	3.114	2.925
R2	3.049	3.049	2.911
R1	2.966	2.966	2.898	3.008
PP	2.901	2.901	2.901	2.921
S1	2.818	2.818	2.870	2.860
S2	2.753	2.753	2.857
S3	2.605	2.670	2.843
S4	2.457	2.522	2.803

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.100	2.874	0.226	7.4%	0.076	2.5%	79%	True	False	11,106
10	3.100	2.804	0.296	9.7%	0.072	2.3%	84%	True	False	8,367
20	3.100	2.756	0.344	11.3%	0.059	1.9%	86%	True	False	6,381
40	3.100	2.750	0.350	11.5%	0.056	1.8%	87%	True	False	6,233
60	3.100	2.750	0.350	11.5%	0.055	1.8%	87%	True	False	5,883

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.427
2.618	3.302
1.618	3.225
1.000	3.177
0.618	3.148
HIGH	3.100
0.618	3.071
0.500	3.062
0.382	3.052
LOW	3.023
0.618	2.975
1.000	2.946
1.618	2.898
2.618	2.821
4.250	2.696

Fisher Pivots for day following 06-Aug-2020
Pivot	1 day	3 day
R1	3.062	3.045
PP	3.059	3.037
S1	3.056	3.029

Download as Excel Spreadsheet

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

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