NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 2.737 2.706 -0.031 -1.1% 2.704
High 2.756 2.761 0.005 0.2% 2.747
Low 2.702 2.699 -0.003 -0.1% 2.669
Close 2.718 2.753 0.035 1.3% 2.745
Range 0.054 0.062 0.008 14.8% 0.078
ATR 0.041 0.043 0.001 3.7% 0.000
Volume 6,644 14,908 8,264 124.4% 30,793
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 2.924 2.900 2.787
R3 2.862 2.838 2.770
R2 2.800 2.800 2.764
R1 2.776 2.776 2.759 2.788
PP 2.738 2.738 2.738 2.744
S1 2.714 2.714 2.747 2.726
S2 2.676 2.676 2.742
S3 2.614 2.652 2.736
S4 2.552 2.590 2.719
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 2.698 0.065 2.4% 0.045 1.6% 85% False False 7,947
10 2.763 2.657 0.106 3.9% 0.042 1.5% 91% False False 8,219
20 2.763 2.520 0.243 8.8% 0.041 1.5% 96% False False 8,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 3.025
2.618 2.923
1.618 2.861
1.000 2.823
0.618 2.799
HIGH 2.761
0.618 2.737
0.500 2.730
0.382 2.723
LOW 2.699
0.618 2.661
1.000 2.637
1.618 2.599
2.618 2.537
4.250 2.436
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 2.745 2.745
PP 2.738 2.738
S1 2.730 2.730

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

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