NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 12-Aug-2020

Day Change Summary
	Previous	Current
	11-Aug-2020	12-Aug-2020	Change	Change %	Previous Week
Open	2.629	2.631	0.002	0.1%	2.539
High	2.658	2.644	-0.014	-0.5%	2.648
Low	2.628	2.615	-0.013	-0.5%	2.535
Close	2.646	2.641	-0.005	-0.2%	2.647
Range	0.030	0.029	-0.001	-3.3%	0.113
ATR	0.000	0.043	0.043		0.000
Volume	6,396	5,296	-1,100	-17.2%	51,343

Daily Pivots for day following 12-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.720	2.710	2.657
R3	2.691	2.681	2.649
R2	2.662	2.662	2.646
R1	2.652	2.652	2.644	2.657
PP	2.633	2.633	2.633	2.636
S1	2.623	2.623	2.638	2.628
S2	2.604	2.604	2.636
S3	2.575	2.594	2.633
S4	2.546	2.565	2.625

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	2.605	0.053	2.0%	0.037	1.4%	68%	False	False	7,648
10	2.658	2.520	0.138	5.2%	0.042	1.6%	88%	False	False	7,870

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	0.012
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	2.767
2.618	2.720
1.618	2.691
1.000	2.673
0.618	2.662
HIGH	2.644
0.618	2.633
0.500	2.630
0.382	2.626
LOW	2.615
0.618	2.597
1.000	2.586
1.618	2.568
2.618	2.539
4.250	2.492

Fisher Pivots for day following 12-Aug-2020
Pivot	1 day	3 day
R1	2.637	2.638
PP	2.633	2.636
S1	2.630	2.633

Download as Excel Spreadsheet

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

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