NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 04-Sep-2020
Day Change Summary
Previous Current
03-Sep-2020 04-Sep-2020 Change Change % Previous Week
Open 3.197 3.190 -0.007 -0.2% 3.122
High 3.216 3.245 0.029 0.9% 3.245
Low 3.176 3.171 -0.005 -0.2% 3.090
Close 3.201 3.217 0.016 0.5% 3.217
Range 0.040 0.074 0.034 85.0% 0.155
ATR 0.062 0.063 0.001 1.3% 0.000
Volume 14,354 17,731 3,377 23.5% 108,319
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.433 3.399 3.258
R3 3.359 3.325 3.237
R2 3.285 3.285 3.231
R1 3.251 3.251 3.224 3.268
PP 3.211 3.211 3.211 3.220
S1 3.177 3.177 3.210 3.194
S2 3.137 3.137 3.203
S3 3.063 3.103 3.197
S4 2.989 3.029 3.176
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.649 3.588 3.302
R3 3.494 3.433 3.260
R2 3.339 3.339 3.245
R1 3.278 3.278 3.231 3.309
PP 3.184 3.184 3.184 3.199
S1 3.123 3.123 3.203 3.154
S2 3.029 3.029 3.189
S3 2.874 2.968 3.174
S4 2.719 2.813 3.132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.245 3.090 0.155 4.8% 0.070 2.2% 82% True False 21,663
10 3.245 3.017 0.228 7.1% 0.069 2.1% 88% True False 21,338
20 3.245 2.896 0.349 10.8% 0.063 1.9% 92% True False 17,998
40 3.245 2.660 0.585 18.2% 0.059 1.8% 95% True False 14,985
60 3.245 2.653 0.592 18.4% 0.055 1.7% 95% True False 13,458
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.560
2.618 3.439
1.618 3.365
1.000 3.319
0.618 3.291
HIGH 3.245
0.618 3.217
0.500 3.208
0.382 3.199
LOW 3.171
0.618 3.125
1.000 3.097
1.618 3.051
2.618 2.977
4.250 2.857
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 3.214 3.210
PP 3.211 3.203
S1 3.208 3.197

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

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