NYMEX Natural Gas Future December 2020


Trading Metrics calculated at close of trading on 24-Mar-2020
Day Change Summary
Previous Current
23-Mar-2020 24-Mar-2020 Change Change % Previous Week
Open 2.497 2.541 0.044 1.8% 2.508
High 2.549 2.612 0.063 2.5% 2.568
Low 2.474 2.541 0.067 2.7% 2.459
Close 2.538 2.592 0.054 2.1% 2.509
Range 0.075 0.071 -0.004 -5.3% 0.109
ATR 0.076 0.076 0.000 -0.2% 0.000
Volume 4,889 4,888 -1 0.0% 36,193
Daily Pivots for day following 24-Mar-2020
Classic Woodie Camarilla DeMark
R4 2.795 2.764 2.631
R3 2.724 2.693 2.612
R2 2.653 2.653 2.605
R1 2.622 2.622 2.599 2.638
PP 2.582 2.582 2.582 2.589
S1 2.551 2.551 2.585 2.567
S2 2.511 2.511 2.579
S3 2.440 2.480 2.572
S4 2.369 2.409 2.553
Weekly Pivots for week ending 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 2.839 2.783 2.569
R3 2.730 2.674 2.539
R2 2.621 2.621 2.529
R1 2.565 2.565 2.519 2.593
PP 2.512 2.512 2.512 2.526
S1 2.456 2.456 2.499 2.484
S2 2.403 2.403 2.489
S3 2.294 2.347 2.479
S4 2.185 2.238 2.449
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.612 2.459 0.153 5.9% 0.074 2.9% 87% True False 7,053
10 2.612 2.455 0.157 6.1% 0.079 3.0% 87% True False 7,614
20 2.612 2.305 0.307 11.8% 0.075 2.9% 93% True False 7,394
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 0.019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.914
2.618 2.798
1.618 2.727
1.000 2.683
0.618 2.656
HIGH 2.612
0.618 2.585
0.500 2.577
0.382 2.568
LOW 2.541
0.618 2.497
1.000 2.470
1.618 2.426
2.618 2.355
4.250 2.239
Fisher Pivots for day following 24-Mar-2020
Pivot 1 day 3 day
R1 2.587 2.576
PP 2.582 2.559
S1 2.577 2.543

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

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