NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 10-Aug-2020

Day Change Summary
	Previous	Current
	07-Aug-2020	10-Aug-2020	Change	Change %	Previous Week
Open	2.613	2.634	0.021	0.8%	2.539
High	2.648	2.658	0.010	0.4%	2.648
Low	2.609	2.608	-0.001	0.0%	2.535
Close	2.647	2.623	-0.024	-0.9%	2.647
Range	0.039	0.050	0.011	28.2%	0.113
ATR
Volume	9,689	6,889	-2,800	-28.9%	51,343

Daily Pivots for day following 10-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.780	2.751	2.651
R3	2.730	2.701	2.637
R2	2.680	2.680	2.632
R1	2.651	2.651	2.628	2.641
PP	2.630	2.630	2.630	2.624
S1	2.601	2.601	2.618	2.591
S2	2.580	2.580	2.614
S3	2.530	2.551	2.609
S4	2.480	2.501	2.596

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.949	2.911	2.709
R3	2.836	2.798	2.678
R2	2.723	2.723	2.668
R1	2.685	2.685	2.657	2.704
PP	2.610	2.610	2.610	2.620
S1	2.572	2.572	2.637	2.591
S2	2.497	2.497	2.626
S3	2.384	2.459	2.616
S4	2.271	2.346	2.585

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.658	2.561	0.097	3.7%	0.040	1.5%	64%	True	False	9,435
10	2.658	2.486	0.172	6.6%	0.045	1.7%	80%	True	False	7,808

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.871
2.618	2.789
1.618	2.739
1.000	2.708
0.618	2.689
HIGH	2.658
0.618	2.639
0.500	2.633
0.382	2.627
LOW	2.608
0.618	2.577
1.000	2.558
1.618	2.527
2.618	2.477
4.250	2.396

Fisher Pivots for day following 10-Aug-2020
Pivot	1 day	3 day
R1	2.633	2.632
PP	2.630	2.629
S1	2.626	2.626

Download as Excel Spreadsheet

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

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