NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 2.875 2.896 0.021 0.7% 2.743
High 2.908 2.949 0.041 1.4% 2.877
Low 2.847 2.892 0.045 1.6% 2.739
Close 2.907 2.936 0.029 1.0% 2.788
Range 0.061 0.057 -0.004 -6.6% 0.138
ATR 0.057 0.057 0.000 0.0% 0.000
Volume 17,430 13,995 -3,435 -19.7% 60,624
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.097 3.073 2.967
R3 3.040 3.016 2.952
R2 2.983 2.983 2.946
R1 2.959 2.959 2.941 2.971
PP 2.926 2.926 2.926 2.932
S1 2.902 2.902 2.931 2.914
S2 2.869 2.869 2.926
S3 2.812 2.845 2.920
S4 2.755 2.788 2.905
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 2.949 2.778 0.171 5.8% 0.069 2.4% 92% True False 17,145
10 2.949 2.681 0.268 9.1% 0.064 2.2% 95% True False 13,922
20 2.949 2.660 0.289 9.8% 0.054 1.8% 96% True False 11,624
40 2.949 2.653 0.296 10.1% 0.052 1.8% 96% True False 11,346
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 3.191
2.618 3.098
1.618 3.041
1.000 3.006
0.618 2.984
HIGH 2.949
0.618 2.927
0.500 2.921
0.382 2.914
LOW 2.892
0.618 2.857
1.000 2.835
1.618 2.800
2.618 2.743
4.250 2.650
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 2.931 2.917
PP 2.926 2.897
S1 2.921 2.878

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

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