NYMEX Natural Gas Future December 2020

Trading Metrics calculated at close of trading on 30-Jul-2020

Day Change Summary
	Previous	Current
	29-Jul-2020	30-Jul-2020	Change	Change %	Previous Week
Open	2.815	2.890	0.075	2.7%	2.739
High	2.905	2.904	-0.001	0.0%	2.774
Low	2.812	2.821	0.009	0.3%	2.657
Close	2.896	2.826	-0.070	-2.4%	2.773
Range	0.093	0.083	-0.010	-10.8%	0.117
ATR	0.061	0.062	0.002	2.7%	0.000
Volume	25,841	25,978	137	0.5%	68,145

Daily Pivots for day following 30-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.099	3.046	2.872
R3	3.016	2.963	2.849
R2	2.933	2.933	2.841
R1	2.880	2.880	2.834	2.865
PP	2.850	2.850	2.850	2.843
S1	2.797	2.797	2.818	2.782
S2	2.767	2.767	2.811
S3	2.684	2.714	2.803
S4	2.601	2.631	2.780

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	2.905	2.709	0.196	6.9%	0.074	2.6%	60%	False	False	18,857
10	2.905	2.657	0.248	8.8%	0.066	2.3%	68%	False	False	16,211
20	2.905	2.657	0.248	8.8%	0.061	2.2%	68%	False	False	17,818
40	2.908	2.637	0.271	9.6%	0.056	2.0%	70%	False	False	16,388
60	2.951	2.637	0.314	11.1%	0.057	2.0%	60%	False	False	14,953
80	3.074	2.637	0.437	15.5%	0.061	2.2%	43%	False	False	13,841
100	3.074	2.455	0.619	21.9%	0.062	2.2%	60%	False	False	12,655

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.257
2.618	3.121
1.618	3.038
1.000	2.987
0.618	2.955
HIGH	2.904
0.618	2.872
0.500	2.863
0.382	2.853
LOW	2.821
0.618	2.770
1.000	2.738
1.618	2.687
2.618	2.604
4.250	2.468

Fisher Pivots for day following 30-Jul-2020
Pivot	1 day	3 day
R1	2.863	2.829
PP	2.850	2.828
S1	2.838	2.827

Download as Excel Spreadsheet

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

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