NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 04-Aug-2020
Day Change Summary
Previous Current
03-Aug-2020 04-Aug-2020 Change Change % Previous Week
Open 2.827 2.875 0.048 1.7% 2.743
High 2.904 2.908 0.004 0.1% 2.877
Low 2.807 2.847 0.040 1.4% 2.739
Close 2.880 2.907 0.027 0.9% 2.788
Range 0.097 0.061 -0.036 -37.1% 0.138
ATR 0.057 0.057 0.000 0.5% 0.000
Volume 29,705 17,430 -12,275 -41.3% 60,624
Daily Pivots for day following 04-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.070 3.050 2.941
R3 3.009 2.989 2.924
R2 2.948 2.948 2.918
R1 2.928 2.928 2.913 2.938
PP 2.887 2.887 2.887 2.893
S1 2.867 2.867 2.901 2.877
S2 2.826 2.826 2.896
S3 2.765 2.806 2.890
S4 2.704 2.745 2.873
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 2.908 2.778 0.130 4.5% 0.072 2.5% 99% True False 17,832
10 2.908 2.674 0.234 8.0% 0.062 2.1% 100% True False 13,211
20 2.908 2.660 0.248 8.5% 0.052 1.8% 100% True False 11,330
40 2.908 2.653 0.255 8.8% 0.051 1.8% 100% True False 11,429
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 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.167
2.618 3.068
1.618 3.007
1.000 2.969
0.618 2.946
HIGH 2.908
0.618 2.885
0.500 2.878
0.382 2.870
LOW 2.847
0.618 2.809
1.000 2.786
1.618 2.748
2.618 2.687
4.250 2.588
Fisher Pivots for day following 04-Aug-2020
Pivot 1 day 3 day
R1 2.897 2.886
PP 2.887 2.864
S1 2.878 2.843

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

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