NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 17-Aug-2020
Day Change Summary
Previous Current
14-Aug-2020 17-Aug-2020 Change Change % Previous Week
Open 2.952 3.033 0.081 2.7% 2.960
High 3.043 3.041 -0.002 -0.1% 3.043
Low 2.947 3.003 0.056 1.9% 2.896
Close 3.026 3.029 0.003 0.1% 3.026
Range 0.096 0.038 -0.058 -60.4% 0.147
ATR 0.060 0.058 -0.002 -2.6% 0.000
Volume 25,344 12,610 -12,734 -50.2% 78,120
Daily Pivots for day following 17-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.138 3.122 3.050
R3 3.100 3.084 3.039
R2 3.062 3.062 3.036
R1 3.046 3.046 3.032 3.035
PP 3.024 3.024 3.024 3.019
S1 3.008 3.008 3.026 2.997
S2 2.986 2.986 3.022
S3 2.948 2.970 3.019
S4 2.910 2.932 3.008
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.429 3.375 3.107
R3 3.282 3.228 3.066
R2 3.135 3.135 3.053
R1 3.081 3.081 3.039 3.108
PP 2.988 2.988 2.988 3.002
S1 2.934 2.934 3.013 2.961
S2 2.841 2.841 2.999
S3 2.694 2.787 2.986
S4 2.547 2.640 2.945
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.043 2.896 0.147 4.9% 0.054 1.8% 90% False False 15,405
10 3.043 2.847 0.196 6.5% 0.060 2.0% 93% False False 15,169
20 3.043 2.673 0.370 12.2% 0.060 2.0% 96% False False 13,706
40 3.043 2.653 0.390 12.9% 0.054 1.8% 96% False False 12,448
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 0.017
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 3.203
2.618 3.140
1.618 3.102
1.000 3.079
0.618 3.064
HIGH 3.041
0.618 3.026
0.500 3.022
0.382 3.018
LOW 3.003
0.618 2.980
1.000 2.965
1.618 2.942
2.618 2.904
4.250 2.842
Fisher Pivots for day following 17-Aug-2020
Pivot 1 day 3 day
R1 3.027 3.013
PP 3.024 2.997
S1 3.022 2.981

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

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