NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 13-Aug-2020

Day Change Summary
	Previous	Current
	12-Aug-2020	13-Aug-2020	Change	Change %	Previous Week
Open	2.631	2.650	0.019	0.7%	2.539
High	2.644	2.665	0.021	0.8%	2.648
Low	2.615	2.629	0.014	0.5%	2.535
Close	2.641	2.650	0.009	0.3%	2.647
Range	0.029	0.036	0.007	24.1%	0.113
ATR	0.043	0.042	0.000	-1.1%	0.000
Volume	5,296	8,075	2,779	52.5%	51,343

Daily Pivots for day following 13-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.756	2.739	2.670
R3	2.720	2.703	2.660
R2	2.684	2.684	2.657
R1	2.667	2.667	2.653	2.668
PP	2.648	2.648	2.648	2.649
S1	2.631	2.631	2.647	2.632
S2	2.612	2.612	2.643
S3	2.576	2.595	2.640
S4	2.540	2.559	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	2.665	2.608	0.057	2.2%	0.037	1.4%	74%	True	False	7,269
10	2.665	2.520	0.145	5.5%	0.040	1.5%	90%	True	False	8,228

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.818
2.618	2.759
1.618	2.723
1.000	2.701
0.618	2.687
HIGH	2.665
0.618	2.651
0.500	2.647
0.382	2.643
LOW	2.629
0.618	2.607
1.000	2.593
1.618	2.571
2.618	2.535
4.250	2.476

Fisher Pivots for day following 13-Aug-2020
Pivot	1 day	3 day
R1	2.649	2.647
PP	2.648	2.643
S1	2.647	2.640

Download as Excel Spreadsheet

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

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