NYMEX Natural Gas Future December 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	2.741	2.710	-0.031	-1.1%	2.750
High	2.754	2.753	-0.001	0.0%	2.808
Low	2.718	2.700	-0.018	-0.7%	2.713
Close	2.741	2.739	-0.002	-0.1%	2.741
Range	0.036	0.053	0.017	47.2%	0.095
ATR	0.058	0.058	0.000	-0.6%	0.000
Volume	21,403	19,677	-1,726	-8.1%	121,967

Daily Pivots for day following 13-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.890	2.867	2.768
R3	2.837	2.814	2.754
R2	2.784	2.784	2.749
R1	2.761	2.761	2.744	2.773
PP	2.731	2.731	2.731	2.736
S1	2.708	2.708	2.734	2.720
S2	2.678	2.678	2.729
S3	2.625	2.655	2.724
S4	2.572	2.602	2.710

Weekly Pivots for week ending 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.039	2.985	2.793
R3	2.944	2.890	2.767
R2	2.849	2.849	2.758
R1	2.795	2.795	2.750	2.775
PP	2.754	2.754	2.754	2.744
S1	2.700	2.700	2.732	2.680
S2	2.659	2.659	2.724
S3	2.564	2.605	2.715
S4	2.469	2.510	2.689

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.805	2.700	0.105	3.8%	0.057	2.1%	37%	False	True	22,126
10	2.808	2.689	0.119	4.3%	0.061	2.2%	42%	False	False	22,253
20	2.839	2.637	0.202	7.4%	0.052	1.9%	50%	False	False	18,202
40	2.908	2.637	0.271	9.9%	0.056	2.0%	38%	False	False	15,656
60	3.074	2.637	0.437	16.0%	0.061	2.2%	23%	False	False	14,052
80	3.074	2.474	0.600	21.9%	0.060	2.2%	44%	False	False	12,541

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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.978
2.618	2.892
1.618	2.839
1.000	2.806
0.618	2.786
HIGH	2.753
0.618	2.733
0.500	2.727
0.382	2.720
LOW	2.700
0.618	2.667
1.000	2.647
1.618	2.614
2.618	2.561
4.250	2.475

Fisher Pivots for day following 13-Jul-2020
Pivot	1 day	3 day
R1	2.735	2.753
PP	2.731	2.748
S1	2.727	2.744

Download as Excel Spreadsheet

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

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