NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 16-Jul-2020
Day Change Summary
Previous Current
15-Jul-2020 16-Jul-2020 Change Change % Previous Week
Open 2.348 2.373 0.025 1.1% 2.300
High 2.378 2.385 0.007 0.3% 2.562
Low 2.316 2.329 0.013 0.6% 2.274
Close 2.366 2.350 -0.016 -0.7% 2.355
Range 0.062 0.056 -0.006 -9.7% 0.288
ATR 0.070 0.069 -0.001 -1.4% 0.000
Volume 16,423 22,071 5,648 34.4% 191,431
Daily Pivots for day following 16-Jul-2020
Classic Woodie Camarilla DeMark
R4 2.523 2.492 2.381
R3 2.467 2.436 2.365
R2 2.411 2.411 2.360
R1 2.380 2.380 2.355 2.368
PP 2.355 2.355 2.355 2.348
S1 2.324 2.324 2.345 2.312
S2 2.299 2.299 2.340
S3 2.243 2.268 2.335
S4 2.187 2.212 2.319
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 2.385 2.306 0.079 3.4% 0.052 2.2% 56% True False 26,313
10 2.562 2.259 0.303 12.9% 0.075 3.2% 30% False False 30,639
20 2.562 2.133 0.429 18.3% 0.066 2.8% 51% False False 25,820
40 2.562 2.133 0.429 18.3% 0.063 2.7% 51% False False 19,618
60 2.794 2.133 0.661 28.1% 0.068 2.9% 33% False False 17,566
80 2.794 2.133 0.661 28.1% 0.069 2.9% 33% False False 15,690
100 2.794 2.072 0.722 30.7% 0.071 3.0% 39% False False 14,552
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 0.014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.623
2.618 2.532
1.618 2.476
1.000 2.441
0.618 2.420
HIGH 2.385
0.618 2.364
0.500 2.357
0.382 2.350
LOW 2.329
0.618 2.294
1.000 2.273
1.618 2.238
2.618 2.182
4.250 2.091
Fisher Pivots for day following 16-Jul-2020
Pivot 1 day 3 day
R1 2.357 2.351
PP 2.355 2.350
S1 2.352 2.350

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

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