NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 14-Aug-2020

Day Change Summary
	Previous	Current
	13-Aug-2020	14-Aug-2020	Change	Change %	Previous Week
Open	2.650	2.658	0.008	0.3%	2.634
High	2.665	2.711	0.046	1.7%	2.711
Low	2.629	2.657	0.028	1.1%	2.608
Close	2.650	2.689	0.039	1.5%	2.689
Range	0.036	0.054	0.018	50.0%	0.103
ATR	0.042	0.043	0.001	3.2%	0.000
Volume	8,075	18,321	10,246	126.9%	44,977

Daily Pivots for day following 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.848	2.822	2.719
R3	2.794	2.768	2.704
R2	2.740	2.740	2.699
R1	2.714	2.714	2.694	2.727
PP	2.686	2.686	2.686	2.692
S1	2.660	2.660	2.684	2.673
S2	2.632	2.632	2.679
S3	2.578	2.606	2.674
S4	2.524	2.552	2.659

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.978	2.937	2.746
R3	2.875	2.834	2.717
R2	2.772	2.772	2.708
R1	2.731	2.731	2.698	2.752
PP	2.669	2.669	2.669	2.680
S1	2.628	2.628	2.680	2.649
S2	2.566	2.566	2.670
S3	2.463	2.525	2.661
S4	2.360	2.422	2.632

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.711	2.608	0.103	3.8%	0.040	1.5%	79%	True	False	8,995
10	2.711	2.535	0.176	6.5%	0.042	1.5%	88%	True	False	9,632

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2.941
2.618	2.852
1.618	2.798
1.000	2.765
0.618	2.744
HIGH	2.711
0.618	2.690
0.500	2.684
0.382	2.678
LOW	2.657
0.618	2.624
1.000	2.603
1.618	2.570
2.618	2.516
4.250	2.428

Fisher Pivots for day following 14-Aug-2020
Pivot	1 day	3 day
R1	2.687	2.680
PP	2.686	2.672
S1	2.684	2.663

Download as Excel Spreadsheet

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

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