NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 03-Aug-2020
Day Change Summary
Previous Current
31-Jul-2020 03-Aug-2020 Change Change % Previous Week
Open 2.819 2.827 0.008 0.3% 2.743
High 2.837 2.904 0.067 2.4% 2.877
Low 2.778 2.807 0.029 1.0% 2.739
Close 2.788 2.880 0.092 3.3% 2.788
Range 0.059 0.097 0.038 64.4% 0.138
ATR 0.052 0.057 0.005 8.7% 0.000
Volume 11,795 29,705 17,910 151.8% 60,624
Daily Pivots for day following 03-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.155 3.114 2.933
R3 3.058 3.017 2.907
R2 2.961 2.961 2.898
R1 2.920 2.920 2.889 2.941
PP 2.864 2.864 2.864 2.874
S1 2.823 2.823 2.871 2.844
S2 2.767 2.767 2.862
S3 2.670 2.726 2.853
S4 2.573 2.629 2.827
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 3.215 3.140 2.864
R3 3.077 3.002 2.826
R2 2.939 2.939 2.813
R1 2.864 2.864 2.801 2.902
PP 2.801 2.801 2.801 2.820
S1 2.726 2.726 2.775 2.764
S2 2.663 2.663 2.763
S3 2.525 2.588 2.750
S4 2.387 2.450 2.712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.904 2.756 0.148 5.1% 0.071 2.5% 84% True False 16,163
10 2.904 2.673 0.231 8.0% 0.060 2.1% 90% True False 12,243
20 2.904 2.660 0.244 8.5% 0.053 1.8% 90% True False 11,040
40 2.904 2.653 0.251 8.7% 0.051 1.8% 90% True False 11,399
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 3.316
2.618 3.158
1.618 3.061
1.000 3.001
0.618 2.964
HIGH 2.904
0.618 2.867
0.500 2.856
0.382 2.844
LOW 2.807
0.618 2.747
1.000 2.710
1.618 2.650
2.618 2.553
4.250 2.395
Fisher Pivots for day following 03-Aug-2020
Pivot 1 day 3 day
R1 2.872 2.867
PP 2.864 2.854
S1 2.856 2.841

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

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