NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 11-Aug-2020
Day Change Summary
Previous Current
10-Aug-2020 11-Aug-2020 Change Change % Previous Week
Open 2.960 2.935 -0.025 -0.8% 2.827
High 2.984 2.960 -0.024 -0.8% 2.976
Low 2.900 2.908 0.008 0.3% 2.807
Close 2.915 2.938 0.023 0.8% 2.973
Range 0.084 0.052 -0.032 -38.1% 0.169
ATR 0.060 0.059 -0.001 -1.0% 0.000
Volume 13,703 13,499 -204 -1.5% 90,665
Daily Pivots for day following 11-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.091 3.067 2.967
R3 3.039 3.015 2.952
R2 2.987 2.987 2.948
R1 2.963 2.963 2.943 2.975
PP 2.935 2.935 2.935 2.942
S1 2.911 2.911 2.933 2.923
S2 2.883 2.883 2.928
S3 2.831 2.859 2.924
S4 2.779 2.807 2.909
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 2.892 0.092 3.1% 0.064 2.2% 50% False False 14,146
10 2.984 2.778 0.206 7.0% 0.068 2.3% 78% False False 15,989
20 2.984 2.660 0.324 11.0% 0.058 2.0% 86% False False 12,199
40 2.984 2.653 0.331 11.3% 0.052 1.8% 86% False False 11,457
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 3.181
2.618 3.096
1.618 3.044
1.000 3.012
0.618 2.992
HIGH 2.960
0.618 2.940
0.500 2.934
0.382 2.928
LOW 2.908
0.618 2.876
1.000 2.856
1.618 2.824
2.618 2.772
4.250 2.687
Fisher Pivots for day following 11-Aug-2020
Pivot 1 day 3 day
R1 2.937 2.942
PP 2.935 2.941
S1 2.934 2.939

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

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