NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 01-Jul-2020
Day Change Summary
Previous Current
30-Jun-2020 01-Jul-2020 Change Change % Previous Week
Open 2.849 2.887 0.038 1.3% 2.939
High 2.894 2.897 0.003 0.1% 2.964
Low 2.832 2.845 0.013 0.5% 2.778
Close 2.883 2.895 0.012 0.4% 2.816
Range 0.062 0.052 -0.010 -16.1% 0.186
ATR 0.055 0.055 0.000 -0.4% 0.000
Volume 28,626 27,350 -1,276 -4.5% 102,332
Daily Pivots for day following 01-Jul-2020
Classic Woodie Camarilla DeMark
R4 3.035 3.017 2.924
R3 2.983 2.965 2.909
R2 2.931 2.931 2.905
R1 2.913 2.913 2.900 2.922
PP 2.879 2.879 2.879 2.884
S1 2.861 2.861 2.890 2.870
S2 2.827 2.827 2.885
S3 2.775 2.809 2.881
S4 2.723 2.757 2.866
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.411 3.299 2.918
R3 3.225 3.113 2.867
R2 3.039 3.039 2.850
R1 2.927 2.927 2.833 2.890
PP 2.853 2.853 2.853 2.834
S1 2.741 2.741 2.799 2.704
S2 2.667 2.667 2.782
S3 2.481 2.555 2.765
S4 2.295 2.369 2.714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.897 2.778 0.119 4.1% 0.057 2.0% 98% True False 26,359
10 2.964 2.778 0.186 6.4% 0.049 1.7% 63% False False 21,908
20 3.044 2.778 0.266 9.2% 0.050 1.7% 44% False False 19,173
40 3.086 2.778 0.308 10.6% 0.054 1.9% 38% False False 18,427
60 3.208 2.778 0.430 14.9% 0.060 2.1% 27% False False 18,232
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 0.010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.118
2.618 3.033
1.618 2.981
1.000 2.949
0.618 2.929
HIGH 2.897
0.618 2.877
0.500 2.871
0.382 2.865
LOW 2.845
0.618 2.813
1.000 2.793
1.618 2.761
2.618 2.709
4.250 2.624
Fisher Pivots for day following 01-Jul-2020
Pivot 1 day 3 day
R1 2.887 2.884
PP 2.879 2.873
S1 2.871 2.862

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

View Archives - Comment on this page... - Back to Index of Symbols