NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 17-Jul-2020

Day Change Summary
	Previous	Current
	16-Jul-2020	17-Jul-2020	Change	Change %	Previous Week
Open	2.760	2.751	-0.009	-0.3%	2.710
High	2.770	2.764	-0.006	-0.2%	2.772
Low	2.728	2.734	0.006	0.2%	2.700
Close	2.747	2.749	0.002	0.1%	2.749
Range	0.042	0.030	-0.012	-28.6%	0.072
ATR	0.055	0.053	-0.002	-3.2%	0.000
Volume	13,359	11,314	-2,045	-15.3%	65,327

Daily Pivots for day following 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.839	2.824	2.766
R3	2.809	2.794	2.757
R2	2.779	2.779	2.755
R1	2.764	2.764	2.752	2.757
PP	2.749	2.749	2.749	2.745
S1	2.734	2.734	2.746	2.727
S2	2.719	2.719	2.744
S3	2.689	2.704	2.741
S4	2.659	2.674	2.733

Weekly Pivots for week ending 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.956	2.925	2.789
R3	2.884	2.853	2.769
R2	2.812	2.812	2.762
R1	2.781	2.781	2.756	2.797
PP	2.740	2.740	2.740	2.748
S1	2.709	2.709	2.742	2.725
S2	2.668	2.668	2.736
S3	2.596	2.637	2.729
S4	2.524	2.565	2.709

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.772	2.700	0.072	2.6%	0.043	1.6%	68%	False	False	13,065
10	2.808	2.700	0.108	3.9%	0.054	1.9%	45%	False	False	18,729
20	2.823	2.637	0.186	6.8%	0.052	1.9%	60%	False	False	18,054
40	2.908	2.637	0.271	9.9%	0.052	1.9%	41%	False	False	15,593
60	3.074	2.637	0.437	15.9%	0.058	2.1%	26%	False	False	13,870
80	3.074	2.546	0.528	19.2%	0.059	2.1%	38%	False	False	12,851
100	3.074	2.305	0.769	28.0%	0.062	2.3%	58%	False	False	11,759

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	2.892
2.618	2.843
1.618	2.813
1.000	2.794
0.618	2.783
HIGH	2.764
0.618	2.753
0.500	2.749
0.382	2.745
LOW	2.734
0.618	2.715
1.000	2.704
1.618	2.685
2.618	2.655
4.250	2.607

Fisher Pivots for day following 17-Jul-2020
Pivot	1 day	3 day
R1	2.749	2.749
PP	2.749	2.748
S1	2.749	2.748

Download as Excel Spreadsheet

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

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