NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 13-Jul-2020
Day Change Summary
Previous Current
10-Jul-2020 13-Jul-2020 Change Change % Previous Week
Open 2.347 2.313 -0.034 -1.4% 2.300
High 2.372 2.353 -0.019 -0.8% 2.562
Low 2.320 2.306 -0.014 -0.6% 2.274
Close 2.355 2.340 -0.015 -0.6% 2.355
Range 0.052 0.047 -0.005 -9.6% 0.288
ATR 0.075 0.073 -0.002 -2.5% 0.000
Volume 35,155 32,697 -2,458 -7.0% 191,431
Daily Pivots for day following 13-Jul-2020
Classic Woodie Camarilla DeMark
R4 2.474 2.454 2.366
R3 2.427 2.407 2.353
R2 2.380 2.380 2.349
R1 2.360 2.360 2.344 2.370
PP 2.333 2.333 2.333 2.338
S1 2.313 2.313 2.336 2.323
S2 2.286 2.286 2.331
S3 2.239 2.266 2.327
S4 2.192 2.219 2.314
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 3.261 3.096 2.513
R3 2.973 2.808 2.434
R2 2.685 2.685 2.408
R1 2.520 2.520 2.381 2.603
PP 2.397 2.397 2.397 2.438
S1 2.232 2.232 2.329 2.315
S2 2.109 2.109 2.302
S3 1.821 1.944 2.276
S4 1.533 1.656 2.197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.562 2.306 0.256 10.9% 0.089 3.8% 13% False True 37,307
10 2.562 2.176 0.386 16.5% 0.083 3.6% 42% False False 33,228
20 2.562 2.133 0.429 18.3% 0.066 2.8% 48% False False 24,602
40 2.562 2.133 0.429 18.3% 0.066 2.8% 48% False False 19,141
60 2.794 2.133 0.661 28.2% 0.072 3.1% 31% False False 17,176
80 2.794 2.133 0.661 28.2% 0.070 3.0% 31% False False 15,197
100 2.794 2.072 0.722 30.9% 0.071 3.0% 37% False False 14,067
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 0.011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.553
2.618 2.476
1.618 2.429
1.000 2.400
0.618 2.382
HIGH 2.353
0.618 2.335
0.500 2.330
0.382 2.324
LOW 2.306
0.618 2.277
1.000 2.259
1.618 2.230
2.618 2.183
4.250 2.106
Fisher Pivots for day following 13-Jul-2020
Pivot 1 day 3 day
R1 2.337 2.434
PP 2.333 2.403
S1 2.330 2.371

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

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