NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 11-Aug-2020

Day Change Summary
	Previous	Current
	10-Aug-2020	11-Aug-2020	Change	Change %	Previous Week
Open	2.634	2.629	-0.005	-0.2%	2.539
High	2.658	2.658	0.000	0.0%	2.648
Low	2.608	2.628	0.020	0.8%	2.535
Close	2.623	2.646	0.023	0.9%	2.647
Range	0.050	0.030	-0.020	-40.0%	0.113
ATR
Volume	6,889	6,396	-493	-7.2%	51,343

Daily Pivots for day following 11-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.734	2.720	2.663
R3	2.704	2.690	2.654
R2	2.674	2.674	2.652
R1	2.660	2.660	2.649	2.667
PP	2.644	2.644	2.644	2.648
S1	2.630	2.630	2.643	2.637
S2	2.614	2.614	2.641
S3	2.584	2.600	2.638
S4	2.554	2.570	2.630

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	2.590	0.068	2.6%	0.037	1.4%	82%	True	False	8,052
10	2.658	2.520	0.138	5.2%	0.044	1.6%	91%	True	False	7,897

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	2.786
2.618	2.737
1.618	2.707
1.000	2.688
0.618	2.677
HIGH	2.658
0.618	2.647
0.500	2.643
0.382	2.639
LOW	2.628
0.618	2.609
1.000	2.598
1.618	2.579
2.618	2.549
4.250	2.501

Fisher Pivots for day following 11-Aug-2020
Pivot	1 day	3 day
R1	2.645	2.642
PP	2.644	2.637
S1	2.643	2.633

Download as Excel Spreadsheet

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

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