NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 31-Aug-2020
Day Change Summary
Previous Current
28-Aug-2020 31-Aug-2020 Change Change % Previous Week
Open 3.127 3.122 -0.005 -0.2% 3.089
High 3.154 3.190 0.036 1.1% 3.154
Low 3.090 3.090 0.000 0.0% 3.017
Close 3.146 3.167 0.021 0.7% 3.146
Range 0.064 0.100 0.036 56.3% 0.137
ATR 0.061 0.063 0.003 4.6% 0.000
Volume 34,347 21,166 -13,181 -38.4% 105,067
Daily Pivots for day following 31-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.449 3.408 3.222
R3 3.349 3.308 3.195
R2 3.249 3.249 3.185
R1 3.208 3.208 3.176 3.229
PP 3.149 3.149 3.149 3.159
S1 3.108 3.108 3.158 3.129
S2 3.049 3.049 3.149
S3 2.949 3.008 3.140
S4 2.849 2.908 3.112
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 3.517 3.468 3.221
R3 3.380 3.331 3.184
R2 3.243 3.243 3.171
R1 3.194 3.194 3.159 3.219
PP 3.106 3.106 3.106 3.118
S1 3.057 3.057 3.133 3.082
S2 2.969 2.969 3.121
S3 2.832 2.920 3.108
S4 2.695 2.783 3.071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.190 3.017 0.173 5.5% 0.079 2.5% 87% True False 23,306
10 3.190 3.011 0.179 5.7% 0.064 2.0% 87% True False 18,209
20 3.190 2.847 0.343 10.8% 0.062 2.0% 93% True False 16,689
40 3.190 2.660 0.530 16.7% 0.057 1.8% 96% True False 13,864
60 3.190 2.653 0.537 17.0% 0.055 1.7% 96% True False 13,162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.615
2.618 3.452
1.618 3.352
1.000 3.290
0.618 3.252
HIGH 3.190
0.618 3.152
0.500 3.140
0.382 3.128
LOW 3.090
0.618 3.028
1.000 2.990
1.618 2.928
2.618 2.828
4.250 2.665
Fisher Pivots for day following 31-Aug-2020
Pivot 1 day 3 day
R1 3.158 3.146
PP 3.149 3.125
S1 3.140 3.104

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

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