NYMEX Natural Gas Future November 2020


Trading Metrics calculated at close of trading on 31-Jul-2020
Day Change Summary
Previous Current
30-Jul-2020 31-Jul-2020 Change Change % Previous Week
Open 2.530 2.472 -0.058 -2.3% 2.405
High 2.541 2.497 -0.044 -1.7% 2.544
Low 2.459 2.404 -0.055 -2.2% 2.360
Close 2.465 2.418 -0.047 -1.9% 2.418
Range 0.082 0.093 0.011 13.4% 0.184
ATR 0.074 0.075 0.001 1.9% 0.000
Volume 34,295 35,859 1,564 4.6% 166,518
Daily Pivots for day following 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 2.719 2.661 2.469
R3 2.626 2.568 2.444
R2 2.533 2.533 2.435
R1 2.475 2.475 2.427 2.458
PP 2.440 2.440 2.440 2.431
S1 2.382 2.382 2.409 2.365
S2 2.347 2.347 2.401
S3 2.254 2.289 2.392
S4 2.161 2.196 2.367
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 2.993 2.889 2.519
R3 2.809 2.705 2.469
R2 2.625 2.625 2.452
R1 2.521 2.521 2.435 2.573
PP 2.441 2.441 2.441 2.467
S1 2.337 2.337 2.401 2.389
S2 2.257 2.257 2.384
S3 2.073 2.153 2.367
S4 1.889 1.969 2.317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.544 2.360 0.184 7.6% 0.088 3.7% 32% False False 33,303
10 2.544 2.253 0.291 12.0% 0.079 3.3% 57% False False 29,359
20 2.562 2.253 0.309 12.8% 0.077 3.2% 53% False False 29,884
40 2.562 2.133 0.429 17.7% 0.067 2.8% 66% False False 23,986
60 2.622 2.133 0.489 20.2% 0.067 2.8% 58% False False 20,646
80 2.794 2.133 0.661 27.3% 0.071 2.9% 43% False False 18,236
100 2.794 2.133 0.661 27.3% 0.071 2.9% 43% False False 16,696
120 2.794 2.072 0.722 29.9% 0.069 2.8% 48% False False 15,111
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.892
2.618 2.740
1.618 2.647
1.000 2.590
0.618 2.554
HIGH 2.497
0.618 2.461
0.500 2.451
0.382 2.440
LOW 2.404
0.618 2.347
1.000 2.311
1.618 2.254
2.618 2.161
4.250 2.009
Fisher Pivots for day following 31-Jul-2020
Pivot 1 day 3 day
R1 2.451 2.474
PP 2.440 2.455
S1 2.429 2.437

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

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