NYMEX Natural Gas Future December 2020


Trading Metrics calculated at close of trading on 20-Jul-2020
Day Change Summary
Previous Current
17-Jul-2020 20-Jul-2020 Change Change % Previous Week
Open 2.751 2.739 -0.012 -0.4% 2.710
High 2.764 2.748 -0.016 -0.6% 2.772
Low 2.734 2.657 -0.077 -2.8% 2.700
Close 2.749 2.699 -0.050 -1.8% 2.749
Range 0.030 0.091 0.061 203.3% 0.072
ATR 0.053 0.056 0.003 5.2% 0.000
Volume 11,314 12,817 1,503 13.3% 65,327
Daily Pivots for day following 20-Jul-2020
Classic Woodie Camarilla DeMark
R4 2.974 2.928 2.749
R3 2.883 2.837 2.724
R2 2.792 2.792 2.716
R1 2.746 2.746 2.707 2.724
PP 2.701 2.701 2.701 2.690
S1 2.655 2.655 2.691 2.633
S2 2.610 2.610 2.682
S3 2.519 2.564 2.674
S4 2.428 2.473 2.649
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 2.956 2.925 2.789
R3 2.884 2.853 2.769
R2 2.812 2.812 2.762
R1 2.781 2.781 2.756 2.797
PP 2.740 2.740 2.740 2.748
S1 2.709 2.709 2.742 2.725
S2 2.668 2.668 2.736
S3 2.596 2.637 2.729
S4 2.524 2.565 2.709
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.772 2.657 0.115 4.3% 0.050 1.9% 37% False True 11,693
10 2.805 2.657 0.148 5.5% 0.054 2.0% 28% False True 16,910
20 2.823 2.637 0.186 6.9% 0.055 2.0% 33% False False 17,788
40 2.908 2.637 0.271 10.0% 0.054 2.0% 23% False False 15,690
60 3.074 2.637 0.437 16.2% 0.058 2.1% 14% False False 13,996
80 3.074 2.546 0.528 19.6% 0.059 2.2% 29% False False 12,945
100 3.074 2.305 0.769 28.5% 0.063 2.3% 51% False False 11,839
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 0.012
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 3.135
2.618 2.986
1.618 2.895
1.000 2.839
0.618 2.804
HIGH 2.748
0.618 2.713
0.500 2.703
0.382 2.692
LOW 2.657
0.618 2.601
1.000 2.566
1.618 2.510
2.618 2.419
4.250 2.270
Fisher Pivots for day following 20-Jul-2020
Pivot 1 day 3 day
R1 2.703 2.714
PP 2.701 2.709
S1 2.700 2.704

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

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