NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 20-Aug-2020

Day Change Summary
	Previous	Current
	19-Aug-2020	20-Aug-2020	Change	Change %	Previous Week
Open	3.060	3.061	0.001	0.0%	2.960
High	3.081	3.081	0.000	0.0%	3.043
Low	3.055	3.039	-0.016	-0.5%	2.896
Close	3.065	3.065	0.000	0.0%	3.026
Range	0.026	0.042	0.016	61.5%	0.147
ATR	0.057	0.056	-0.001	-1.9%	0.000
Volume	8,129	18,635	10,506	129.2%	78,120

Daily Pivots for day following 20-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.188	3.168	3.088
R3	3.146	3.126	3.077
R2	3.104	3.104	3.073
R1	3.084	3.084	3.069	3.094
PP	3.062	3.062	3.062	3.067
S1	3.042	3.042	3.061	3.052
S2	3.020	3.020	3.057
S3	2.978	3.000	3.053
S4	2.936	2.958	3.042

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	3.084	2.947	0.137	4.5%	0.055	1.8%	86%	False	False	16,259
10	3.084	2.896	0.188	6.1%	0.056	1.8%	90%	False	False	15,043
20	3.084	2.707	0.377	12.3%	0.060	2.0%	95%	False	False	14,631
40	3.084	2.653	0.431	14.1%	0.054	1.8%	96%	False	False	12,701
60	3.084	2.653	0.431	14.1%	0.051	1.6%	96%	False	False	12,016

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.260
2.618	3.191
1.618	3.149
1.000	3.123
0.618	3.107
HIGH	3.081
0.618	3.065
0.500	3.060
0.382	3.055
LOW	3.039
0.618	3.013
1.000	2.997
1.618	2.971
2.618	2.929
4.250	2.861

Fisher Pivots for day following 20-Aug-2020
Pivot	1 day	3 day
R1	3.063	3.059
PP	3.062	3.053
S1	3.060	3.048

Download as Excel Spreadsheet

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

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