NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 10-Aug-2020
Day Change Summary
Previous Current
07-Aug-2020 10-Aug-2020 Change Change % Previous Week
Open 2.930 2.960 0.030 1.0% 2.827
High 2.976 2.984 0.008 0.3% 2.976
Low 2.914 2.900 -0.014 -0.5% 2.807
Close 2.973 2.915 -0.058 -2.0% 2.973
Range 0.062 0.084 0.022 35.5% 0.169
ATR 0.058 0.060 0.002 3.2% 0.000
Volume 16,365 13,703 -2,662 -16.3% 90,665
Daily Pivots for day following 10-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.185 3.134 2.961
R3 3.101 3.050 2.938
R2 3.017 3.017 2.930
R1 2.966 2.966 2.923 2.950
PP 2.933 2.933 2.933 2.925
S1 2.882 2.882 2.907 2.866
S2 2.849 2.849 2.900
S3 2.765 2.798 2.892
S4 2.681 2.714 2.869
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.426 3.368 3.066
R3 3.257 3.199 3.019
R2 3.088 3.088 3.004
R1 3.030 3.030 2.988 3.059
PP 2.919 2.919 2.919 2.933
S1 2.861 2.861 2.958 2.890
S2 2.750 2.750 2.942
S3 2.581 2.692 2.927
S4 2.412 2.523 2.880
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.984 2.847 0.137 4.7% 0.066 2.3% 50% True False 14,932
10 2.984 2.756 0.228 7.8% 0.069 2.3% 70% True False 15,548
20 2.984 2.660 0.324 11.1% 0.057 2.0% 79% True False 12,095
40 2.984 2.653 0.331 11.4% 0.051 1.8% 79% True False 11,297
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.341
2.618 3.204
1.618 3.120
1.000 3.068
0.618 3.036
HIGH 2.984
0.618 2.952
0.500 2.942
0.382 2.932
LOW 2.900
0.618 2.848
1.000 2.816
1.618 2.764
2.618 2.680
4.250 2.543
Fisher Pivots for day following 10-Aug-2020
Pivot 1 day 3 day
R1 2.942 2.942
PP 2.933 2.933
S1 2.924 2.924

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

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