NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 21-Aug-2020

Day Change Summary
	Previous	Current
	20-Aug-2020	21-Aug-2020	Change	Change %	Previous Week
Open	3.061	3.056	-0.005	-0.2%	3.033
High	3.081	3.083	0.002	0.1%	3.084
Low	3.039	3.014	-0.025	-0.8%	3.003
Close	3.065	3.079	0.014	0.5%	3.079
Range	0.042	0.069	0.027	64.3%	0.081
ATR	0.056	0.057	0.001	1.7%	0.000
Volume	18,635	12,518	-6,117	-32.8%	68,470

Daily Pivots for day following 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.266	3.241	3.117
R3	3.197	3.172	3.098
R2	3.128	3.128	3.092
R1	3.103	3.103	3.085	3.116
PP	3.059	3.059	3.059	3.065
S1	3.034	3.034	3.073	3.047
S2	2.990	2.990	3.066
S3	2.921	2.965	3.060
S4	2.852	2.896	3.041

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.298	3.270	3.124
R3	3.217	3.189	3.101
R2	3.136	3.136	3.094
R1	3.108	3.108	3.086	3.122
PP	3.055	3.055	3.055	3.063
S1	3.027	3.027	3.072	3.041
S2	2.974	2.974	3.064
S3	2.893	2.946	3.057
S4	2.812	2.865	3.034

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.084	3.003	0.081	2.6%	0.050	1.6%	94%	False	False	13,694
10	3.084	2.896	0.188	6.1%	0.057	1.8%	97%	False	False	14,659
20	3.084	2.739	0.345	11.2%	0.060	2.0%	99%	False	False	14,893
40	3.084	2.660	0.424	13.8%	0.055	1.8%	99%	False	False	12,547
60	3.084	2.653	0.431	14.0%	0.051	1.7%	99%	False	False	12,089

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.376
2.618	3.264
1.618	3.195
1.000	3.152
0.618	3.126
HIGH	3.083
0.618	3.057
0.500	3.049
0.382	3.040
LOW	3.014
0.618	2.971
1.000	2.945
1.618	2.902
2.618	2.833
4.250	2.721

Fisher Pivots for day following 21-Aug-2020
Pivot	1 day	3 day
R1	3.069	3.069
PP	3.059	3.059
S1	3.049	3.049

Download as Excel Spreadsheet

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

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