NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 28-Aug-2020
Day Change Summary
Previous Current
27-Aug-2020 28-Aug-2020 Change Change % Previous Week
Open 2.706 2.757 0.051 1.9% 2.750
High 2.761 2.774 0.013 0.5% 2.774
Low 2.699 2.727 0.028 1.0% 2.699
Close 2.753 2.761 0.008 0.3% 2.761
Range 0.062 0.047 -0.015 -24.2% 0.075
ATR 0.043 0.043 0.000 0.8% 0.000
Volume 14,908 5,115 -9,793 -65.7% 38,195
Daily Pivots for day following 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 2.895 2.875 2.787
R3 2.848 2.828 2.774
R2 2.801 2.801 2.770
R1 2.781 2.781 2.765 2.791
PP 2.754 2.754 2.754 2.759
S1 2.734 2.734 2.757 2.744
S2 2.707 2.707 2.752
S3 2.660 2.687 2.748
S4 2.613 2.640 2.735
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 2.970 2.940 2.802
R3 2.895 2.865 2.782
R2 2.820 2.820 2.775
R1 2.790 2.790 2.768 2.805
PP 2.745 2.745 2.745 2.752
S1 2.715 2.715 2.754 2.730
S2 2.670 2.670 2.747
S3 2.595 2.640 2.740
S4 2.520 2.565 2.720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.774 2.699 0.075 2.7% 0.044 1.6% 83% True False 7,639
10 2.774 2.669 0.105 3.8% 0.041 1.5% 88% True False 6,898
20 2.774 2.535 0.239 8.7% 0.041 1.5% 95% True False 8,265
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 False
Stretch 0.011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.974
2.618 2.897
1.618 2.850
1.000 2.821
0.618 2.803
HIGH 2.774
0.618 2.756
0.500 2.751
0.382 2.745
LOW 2.727
0.618 2.698
1.000 2.680
1.618 2.651
2.618 2.604
4.250 2.527
Fisher Pivots for day following 28-Aug-2020
Pivot 1 day 3 day
R1 2.758 2.753
PP 2.754 2.745
S1 2.751 2.737

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

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