NYMEX Natural Gas Future February 2021


Trading Metrics calculated at close of trading on 28-Aug-2020
Day Change Summary
Previous Current
27-Aug-2020 28-Aug-2020 Change Change % Previous Week
Open 3.161 3.266 0.105 3.3% 3.233
High 3.278 3.298 0.020 0.6% 3.298
Low 3.150 3.226 0.076 2.4% 3.150
Close 3.266 3.271 0.005 0.2% 3.271
Range 0.128 0.072 -0.056 -43.8% 0.148
ATR 0.066 0.067 0.000 0.6% 0.000
Volume 15,728 14,023 -1,705 -10.8% 59,798
Daily Pivots for day following 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.481 3.448 3.311
R3 3.409 3.376 3.291
R2 3.337 3.337 3.284
R1 3.304 3.304 3.278 3.321
PP 3.265 3.265 3.265 3.273
S1 3.232 3.232 3.264 3.249
S2 3.193 3.193 3.258
S3 3.121 3.160 3.251
S4 3.049 3.088 3.231
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.684 3.625 3.352
R3 3.536 3.477 3.312
R2 3.388 3.388 3.298
R1 3.329 3.329 3.285 3.359
PP 3.240 3.240 3.240 3.254
S1 3.181 3.181 3.257 3.211
S2 3.092 3.092 3.244
S3 2.944 3.033 3.230
S4 2.796 2.885 3.190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.298 3.150 0.148 4.5% 0.074 2.3% 82% True False 11,959
10 3.298 3.134 0.164 5.0% 0.064 2.0% 84% True False 10,567
20 3.298 2.901 0.397 12.1% 0.069 2.1% 93% True False 10,238
40 3.298 2.756 0.542 16.6% 0.063 1.9% 95% True False 7,846
60 3.298 2.750 0.548 16.8% 0.058 1.8% 95% True False 7,166
80 3.298 2.750 0.548 16.8% 0.057 1.7% 95% True False 6,544
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.604
2.618 3.486
1.618 3.414
1.000 3.370
0.618 3.342
HIGH 3.298
0.618 3.270
0.500 3.262
0.382 3.254
LOW 3.226
0.618 3.182
1.000 3.154
1.618 3.110
2.618 3.038
4.250 2.920
Fisher Pivots for day following 28-Aug-2020
Pivot 1 day 3 day
R1 3.268 3.255
PP 3.265 3.240
S1 3.262 3.224

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

View Archives - Comment on this page... - Back to Index of Symbols