NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 20-Aug-2020

Day Change Summary
	Previous	Current
	19-Aug-2020	20-Aug-2020	Change	Change %	Previous Week
Open	2.713	2.726	0.013	0.5%	2.634
High	2.739	2.740	0.001	0.0%	2.711
Low	2.713	2.712	-0.001	0.0%	2.608
Close	2.733	2.733	0.000	0.0%	2.689
Range	0.026	0.028	0.002	7.7%	0.103
ATR	0.042	0.041	-0.001	-2.4%	0.000
Volume	4,934	5,590	656	13.3%	44,977

Daily Pivots for day following 20-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.812	2.801	2.748
R3	2.784	2.773	2.741
R2	2.756	2.756	2.738
R1	2.745	2.745	2.736	2.751
PP	2.728	2.728	2.728	2.731
S1	2.717	2.717	2.730	2.723
S2	2.700	2.700	2.728
S3	2.672	2.689	2.725
S4	2.644	2.661	2.718

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	2.740	2.657	0.083	3.0%	0.039	1.4%	92%	True	False	8,491
10	2.740	2.608	0.132	4.8%	0.038	1.4%	95%	True	False	7,880

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.859
2.618	2.813
1.618	2.785
1.000	2.768
0.618	2.757
HIGH	2.740
0.618	2.729
0.500	2.726
0.382	2.723
LOW	2.712
0.618	2.695
1.000	2.684
1.618	2.667
2.618	2.639
4.250	2.593

Fisher Pivots for day following 20-Aug-2020
Pivot	1 day	3 day
R1	2.731	2.725
PP	2.728	2.718
S1	2.726	2.710

Download as Excel Spreadsheet

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

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