NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 24-Aug-2020
Day Change Summary
Previous Current
21-Aug-2020 24-Aug-2020 Change Change % Previous Week
Open 2.721 2.750 0.029 1.1% 2.704
High 2.747 2.763 0.016 0.6% 2.747
Low 2.698 2.727 0.029 1.1% 2.669
Close 2.745 2.733 -0.012 -0.4% 2.745
Range 0.049 0.036 -0.013 -26.5% 0.078
ATR 0.042 0.041 0.000 -1.0% 0.000
Volume 6,656 6,088 -568 -8.5% 30,793
Daily Pivots for day following 24-Aug-2020
Classic Woodie Camarilla DeMark
R4 2.849 2.827 2.753
R3 2.813 2.791 2.743
R2 2.777 2.777 2.740
R1 2.755 2.755 2.736 2.748
PP 2.741 2.741 2.741 2.738
S1 2.719 2.719 2.730 2.712
S2 2.705 2.705 2.726
S3 2.669 2.683 2.723
S4 2.633 2.647 2.713
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 2.954 2.928 2.788
R3 2.876 2.850 2.766
R2 2.798 2.798 2.759
R1 2.772 2.772 2.752 2.785
PP 2.720 2.720 2.720 2.727
S1 2.694 2.694 2.738 2.707
S2 2.642 2.642 2.731
S3 2.564 2.616 2.724
S4 2.486 2.538 2.702
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.763 2.680 0.083 3.0% 0.038 1.4% 64% True False 6,489
10 2.763 2.615 0.148 5.4% 0.037 1.4% 80% True False 7,496
20 2.763 2.486 0.277 10.1% 0.041 1.5% 89% True False 7,652
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.916
2.618 2.857
1.618 2.821
1.000 2.799
0.618 2.785
HIGH 2.763
0.618 2.749
0.500 2.745
0.382 2.741
LOW 2.727
0.618 2.705
1.000 2.691
1.618 2.669
2.618 2.633
4.250 2.574
Fisher Pivots for day following 24-Aug-2020
Pivot 1 day 3 day
R1 2.745 2.732
PP 2.741 2.731
S1 2.737 2.731

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

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