NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 26-Aug-2020

Day Change Summary
	Previous	Current
	25-Aug-2020	26-Aug-2020	Change	Change %	Previous Week
Open	3.071	3.065	-0.006	-0.2%	3.033
High	3.078	3.100	0.022	0.7%	3.084
Low	3.047	3.020	-0.027	-0.9%	3.003
Close	3.071	3.047	-0.024	-0.8%	3.079
Range	0.031	0.080	0.049	158.1%	0.081
ATR	0.054	0.056	0.002	3.4%	0.000
Volume	19,568	14,775	-4,793	-24.5%	68,470

Daily Pivots for day following 26-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.296	3.251	3.091
R3	3.216	3.171	3.069
R2	3.136	3.136	3.062
R1	3.091	3.091	3.054	3.074
PP	3.056	3.056	3.056	3.047
S1	3.011	3.011	3.040	2.994
S2	2.976	2.976	3.032
S3	2.896	2.931	3.025
S4	2.816	2.851	3.003

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	3.102	3.014	0.088	2.9%	0.052	1.7%	38%	False	False	15,039
10	3.102	2.919	0.183	6.0%	0.054	1.8%	70%	False	False	15,154
20	3.102	2.778	0.324	10.6%	0.060	2.0%	83%	False	False	15,294
40	3.102	2.660	0.442	14.5%	0.055	1.8%	88%	False	False	12,830
60	3.102	2.653	0.449	14.7%	0.051	1.7%	88%	False	False	12,365

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

Fibonacci Retracements and Extensions
4.250	3.440
2.618	3.309
1.618	3.229
1.000	3.180
0.618	3.149
HIGH	3.100
0.618	3.069
0.500	3.060
0.382	3.051
LOW	3.020
0.618	2.971
1.000	2.940
1.618	2.891
2.618	2.811
4.250	2.680

Fisher Pivots for day following 26-Aug-2020
Pivot	1 day	3 day
R1	3.060	3.061
PP	3.056	3.056
S1	3.051	3.052

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols