NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 29-Jul-2020
Day Change Summary
Previous Current
28-Jul-2020 29-Jul-2020 Change Change % Previous Week
Open 2.372 2.453 0.081 3.4% 2.332
High 2.461 2.544 0.083 3.4% 2.414
Low 2.371 2.434 0.063 2.7% 2.253
Close 2.458 2.538 0.080 3.3% 2.410
Range 0.090 0.110 0.020 22.2% 0.161
ATR 0.070 0.073 0.003 4.1% 0.000
Volume 31,132 39,087 7,955 25.6% 127,078
Daily Pivots for day following 29-Jul-2020
Classic Woodie Camarilla DeMark
R4 2.835 2.797 2.599
R3 2.725 2.687 2.568
R2 2.615 2.615 2.558
R1 2.577 2.577 2.548 2.596
PP 2.505 2.505 2.505 2.515
S1 2.467 2.467 2.528 2.486
S2 2.395 2.395 2.518
S3 2.285 2.357 2.508
S4 2.175 2.247 2.478
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 2.842 2.787 2.499
R3 2.681 2.626 2.454
R2 2.520 2.520 2.440
R1 2.465 2.465 2.425 2.493
PP 2.359 2.359 2.359 2.373
S1 2.304 2.304 2.395 2.332
S2 2.198 2.198 2.380
S3 2.037 2.143 2.366
S4 1.876 1.982 2.321
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.544 2.283 0.261 10.3% 0.091 3.6% 98% True False 31,765
10 2.544 2.253 0.291 11.5% 0.071 2.8% 98% True False 26,176
20 2.562 2.219 0.343 13.5% 0.073 2.9% 93% False False 28,748
40 2.562 2.133 0.429 16.9% 0.065 2.6% 94% False False 22,982
60 2.794 2.133 0.661 26.0% 0.068 2.7% 61% False False 20,108
80 2.794 2.133 0.661 26.0% 0.070 2.8% 61% False False 17,683
100 2.794 2.072 0.722 28.4% 0.073 2.9% 65% False False 16,309
120 2.794 2.072 0.722 28.4% 0.068 2.7% 65% False False 14,642
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3.012
2.618 2.832
1.618 2.722
1.000 2.654
0.618 2.612
HIGH 2.544
0.618 2.502
0.500 2.489
0.382 2.476
LOW 2.434
0.618 2.366
1.000 2.324
1.618 2.256
2.618 2.146
4.250 1.967
Fisher Pivots for day following 29-Jul-2020
Pivot 1 day 3 day
R1 2.522 2.509
PP 2.505 2.481
S1 2.489 2.452

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

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