NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 12-Aug-2020
Day Change Summary
Previous Current
11-Aug-2020 12-Aug-2020 Change Change % Previous Week
Open 2.935 2.918 -0.017 -0.6% 2.827
High 2.960 2.935 -0.025 -0.8% 2.976
Low 2.908 2.896 -0.012 -0.4% 2.807
Close 2.938 2.932 -0.006 -0.2% 2.973
Range 0.052 0.039 -0.013 -25.0% 0.169
ATR 0.059 0.058 -0.001 -2.1% 0.000
Volume 13,499 11,884 -1,615 -12.0% 90,665
Daily Pivots for day following 12-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.038 3.024 2.953
R3 2.999 2.985 2.943
R2 2.960 2.960 2.939
R1 2.946 2.946 2.936 2.953
PP 2.921 2.921 2.921 2.925
S1 2.907 2.907 2.928 2.914
S2 2.882 2.882 2.925
S3 2.843 2.868 2.921
S4 2.804 2.829 2.911
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 2.896 0.088 3.0% 0.061 2.1% 41% False True 13,724
10 2.984 2.778 0.206 7.0% 0.065 2.2% 75% False False 15,435
20 2.984 2.660 0.324 11.1% 0.058 2.0% 84% False False 12,442
40 2.984 2.653 0.331 11.3% 0.052 1.8% 84% False False 11,597
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.020
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 3.101
2.618 3.037
1.618 2.998
1.000 2.974
0.618 2.959
HIGH 2.935
0.618 2.920
0.500 2.916
0.382 2.911
LOW 2.896
0.618 2.872
1.000 2.857
1.618 2.833
2.618 2.794
4.250 2.730
Fisher Pivots for day following 12-Aug-2020
Pivot 1 day 3 day
R1 2.927 2.940
PP 2.921 2.937
S1 2.916 2.935

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

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