NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 2.764 2.784 0.020 0.7% 2.750
High 2.811 2.807 -0.004 -0.1% 2.774
Low 2.744 2.780 0.036 1.3% 2.699
Close 2.794 2.803 0.009 0.3% 2.761
Range 0.067 0.027 -0.040 -59.7% 0.075
ATR 0.045 0.044 -0.001 -2.9% 0.000
Volume 13,817 5,648 -8,169 -59.1% 38,195
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 2.878 2.867 2.818
R3 2.851 2.840 2.810
R2 2.824 2.824 2.808
R1 2.813 2.813 2.805 2.819
PP 2.797 2.797 2.797 2.799
S1 2.786 2.786 2.801 2.792
S2 2.770 2.770 2.798
S3 2.743 2.759 2.796
S4 2.716 2.732 2.788
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 2.811 2.723 0.088 3.1% 0.048 1.7% 91% False False 7,623
10 2.811 2.698 0.113 4.0% 0.046 1.7% 93% False False 7,785
20 2.811 2.608 0.203 7.2% 0.042 1.5% 96% False False 7,832
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2.922
2.618 2.878
1.618 2.851
1.000 2.834
0.618 2.824
HIGH 2.807
0.618 2.797
0.500 2.794
0.382 2.790
LOW 2.780
0.618 2.763
1.000 2.753
1.618 2.736
2.618 2.709
4.250 2.665
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 2.800 2.795
PP 2.797 2.786
S1 2.794 2.778

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

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