NYMEX Natural Gas Future December 2020


Trading Metrics calculated at close of trading on 27-Jul-2020
Day Change Summary
Previous Current
24-Jul-2020 27-Jul-2020 Change Change % Previous Week
Open 2.742 2.758 0.016 0.6% 2.739
High 2.774 2.795 0.021 0.8% 2.774
Low 2.709 2.737 0.028 1.0% 2.657
Close 2.773 2.763 -0.010 -0.4% 2.773
Range 0.065 0.058 -0.007 -10.8% 0.117
ATR 0.057 0.057 0.000 0.1% 0.000
Volume 11,633 16,192 4,559 39.2% 68,145
Daily Pivots for day following 27-Jul-2020
Classic Woodie Camarilla DeMark
R4 2.939 2.909 2.795
R3 2.881 2.851 2.779
R2 2.823 2.823 2.774
R1 2.793 2.793 2.768 2.808
PP 2.765 2.765 2.765 2.773
S1 2.735 2.735 2.758 2.750
S2 2.707 2.707 2.752
S3 2.649 2.677 2.747
S4 2.591 2.619 2.731
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 3.086 3.046 2.837
R3 2.969 2.929 2.805
R2 2.852 2.852 2.794
R1 2.812 2.812 2.784 2.832
PP 2.735 2.735 2.735 2.745
S1 2.695 2.695 2.762 2.715
S2 2.618 2.618 2.752
S3 2.501 2.578 2.741
S4 2.384 2.461 2.709
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.795 2.665 0.130 4.7% 0.059 2.1% 75% True False 14,304
10 2.795 2.657 0.138 5.0% 0.055 2.0% 77% True False 12,998
20 2.808 2.657 0.151 5.5% 0.058 2.1% 70% False False 17,626
40 2.908 2.637 0.271 9.8% 0.053 1.9% 46% False False 16,059
60 3.074 2.637 0.437 15.8% 0.057 2.1% 29% False False 14,492
80 3.074 2.592 0.482 17.4% 0.060 2.2% 35% False False 13,403
100 3.074 2.305 0.769 27.8% 0.063 2.3% 60% False False 12,228
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 0.013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.042
2.618 2.947
1.618 2.889
1.000 2.853
0.618 2.831
HIGH 2.795
0.618 2.773
0.500 2.766
0.382 2.759
LOW 2.737
0.618 2.701
1.000 2.679
1.618 2.643
2.618 2.585
4.250 2.491
Fisher Pivots for day following 27-Jul-2020
Pivot 1 day 3 day
R1 2.766 2.752
PP 2.765 2.742
S1 2.764 2.731

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

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