NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 08-Jul-2020

Day Change Summary
	Previous	Current
	07-Jul-2020	08-Jul-2020	Change	Change %	Previous Week
Open	2.843	2.907	0.064	2.3%	2.833
High	2.920	2.914	-0.006	-0.2%	2.918
Low	2.843	2.879	0.036	1.3%	2.827
Close	2.908	2.895	-0.013	-0.4%	2.907
Range	0.077	0.035	-0.042	-54.5%	0.091
ATR	0.058	0.057	-0.002	-2.9%	0.000
Volume	31,121	20,087	-11,034	-35.5%	112,299

Daily Pivots for day following 08-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.001	2.983	2.914
R3	2.966	2.948	2.905
R2	2.931	2.931	2.901
R1	2.913	2.913	2.898	2.905
PP	2.896	2.896	2.896	2.892
S1	2.878	2.878	2.892	2.870
S2	2.861	2.861	2.889
S3	2.826	2.843	2.885
S4	2.791	2.808	2.876

Weekly Pivots for week ending 03-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.157	3.123	2.957
R3	3.066	3.032	2.932
R2	2.975	2.975	2.924
R1	2.941	2.941	2.915	2.958
PP	2.884	2.884	2.884	2.893
S1	2.850	2.850	2.899	2.867
S2	2.793	2.793	2.890
S3	2.702	2.759	2.882
S4	2.611	2.668	2.857

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.941	2.843	0.098	3.4%	0.061	2.1%	53%	False	False	29,373
10	2.941	2.778	0.163	5.6%	0.057	2.0%	72%	False	False	27,103
20	3.044	2.778	0.266	9.2%	0.055	1.9%	44%	False	False	21,627
40	3.044	2.778	0.266	9.2%	0.056	1.9%	44%	False	False	20,003
60	3.208	2.778	0.430	14.9%	0.060	2.1%	27%	False	False	18,955

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.063
2.618	3.006
1.618	2.971
1.000	2.949
0.618	2.936
HIGH	2.914
0.618	2.901
0.500	2.897
0.382	2.892
LOW	2.879
0.618	2.857
1.000	2.844
1.618	2.822
2.618	2.787
4.250	2.730

Fisher Pivots for day following 08-Jul-2020
Pivot	1 day	3 day
R1	2.897	2.894
PP	2.896	2.893
S1	2.896	2.892

Download as Excel Spreadsheet

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

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