NYMEX Natural Gas Future February 2021


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 3.249 3.312 0.063 1.9% 3.233
High 3.332 3.354 0.022 0.7% 3.298
Low 3.214 3.291 0.077 2.4% 3.150
Close 3.306 3.327 0.021 0.6% 3.271
Range 0.118 0.063 -0.055 -46.6% 0.148
ATR 0.070 0.070 -0.001 -0.8% 0.000
Volume 9,843 15,528 5,685 57.8% 59,798
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.513 3.483 3.362
R3 3.450 3.420 3.344
R2 3.387 3.387 3.339
R1 3.357 3.357 3.333 3.372
PP 3.324 3.324 3.324 3.332
S1 3.294 3.294 3.321 3.309
S2 3.261 3.261 3.315
S3 3.198 3.231 3.310
S4 3.135 3.168 3.292
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.684 3.625 3.352
R3 3.536 3.477 3.312
R2 3.388 3.388 3.298
R1 3.329 3.329 3.285 3.359
PP 3.240 3.240 3.240 3.254
S1 3.181 3.181 3.257 3.211
S2 3.092 3.092 3.244
S3 2.944 3.033 3.230
S4 2.796 2.885 3.190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.354 3.150 0.204 6.1% 0.093 2.8% 87% True False 13,550
10 3.354 3.139 0.215 6.5% 0.070 2.1% 87% True False 11,159
20 3.354 3.005 0.349 10.5% 0.069 2.1% 92% True False 9,876
40 3.354 2.756 0.598 18.0% 0.063 1.9% 95% True False 7,971
60 3.354 2.750 0.604 18.2% 0.060 1.8% 96% True False 7,376
80 3.354 2.750 0.604 18.2% 0.058 1.8% 96% True False 6,782
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.622
2.618 3.519
1.618 3.456
1.000 3.417
0.618 3.393
HIGH 3.354
0.618 3.330
0.500 3.323
0.382 3.315
LOW 3.291
0.618 3.252
1.000 3.228
1.618 3.189
2.618 3.126
4.250 3.023
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 3.326 3.313
PP 3.324 3.298
S1 3.323 3.284

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

View Archives - Comment on this page... - Back to Index of Symbols