NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 02-Jul-2020
Day Change Summary
Previous Current
01-Jul-2020 02-Jul-2020 Change Change % Previous Week
Open 2.276 2.271 -0.005 -0.2% 2.310
High 2.277 2.305 0.028 1.2% 2.335
Low 2.219 2.259 0.040 1.8% 2.133
Close 2.265 2.297 0.032 1.4% 2.162
Range 0.058 0.046 -0.012 -20.7% 0.202
ATR 0.065 0.063 -0.001 -2.1% 0.000
Volume 28,884 18,554 -10,330 -35.8% 85,983
Daily Pivots for day following 02-Jul-2020
Classic Woodie Camarilla DeMark
R4 2.425 2.407 2.322
R3 2.379 2.361 2.310
R2 2.333 2.333 2.305
R1 2.315 2.315 2.301 2.324
PP 2.287 2.287 2.287 2.292
S1 2.269 2.269 2.293 2.278
S2 2.241 2.241 2.289
S3 2.195 2.223 2.284
S4 2.149 2.177 2.272
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 2.816 2.691 2.273
R3 2.614 2.489 2.218
R2 2.412 2.412 2.199
R1 2.287 2.287 2.181 2.249
PP 2.210 2.210 2.210 2.191
S1 2.085 2.085 2.143 2.047
S2 2.008 2.008 2.125
S3 1.806 1.883 2.106
S4 1.604 1.681 2.051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.308 2.136 0.172 7.5% 0.067 2.9% 94% False False 24,496
10 2.335 2.133 0.202 8.8% 0.059 2.6% 81% False False 21,159
20 2.422 2.133 0.289 12.6% 0.058 2.5% 57% False False 18,089
40 2.622 2.133 0.489 21.3% 0.063 2.7% 34% False False 16,028
60 2.794 2.133 0.661 28.8% 0.069 3.0% 25% False False 14,353
80 2.794 2.133 0.661 28.8% 0.070 3.0% 25% False False 13,399
100 2.794 2.072 0.722 31.4% 0.067 2.9% 31% False False 12,157
Crabel Price Patterns
NR True
NR4 True
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 0.008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.501
2.618 2.425
1.618 2.379
1.000 2.351
0.618 2.333
HIGH 2.305
0.618 2.287
0.500 2.282
0.382 2.277
LOW 2.259
0.618 2.231
1.000 2.213
1.618 2.185
2.618 2.139
4.250 2.064
Fisher Pivots for day following 02-Jul-2020
Pivot 1 day 3 day
R1 2.292 2.286
PP 2.287 2.275
S1 2.282 2.264

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

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