NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 09-Jul-2020

Day Change Summary
	Previous	Current
	08-Jul-2020	09-Jul-2020	Change	Change %	Previous Week
Open	2.907	2.886	-0.021	-0.7%	2.833
High	2.914	2.920	0.006	0.2%	2.918
Low	2.879	2.858	-0.021	-0.7%	2.827
Close	2.895	2.865	-0.030	-1.0%	2.907
Range	0.035	0.062	0.027	77.1%	0.091
ATR	0.057	0.057	0.000	0.7%	0.000
Volume	20,087	25,136	5,049	25.1%	112,299

Daily Pivots for day following 09-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.067	3.028	2.899
R3	3.005	2.966	2.882
R2	2.943	2.943	2.876
R1	2.904	2.904	2.871	2.893
PP	2.881	2.881	2.881	2.875
S1	2.842	2.842	2.859	2.831
S2	2.819	2.819	2.854
S3	2.757	2.780	2.848
S4	2.695	2.718	2.831

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%	0.063	2.2%	22%	False	False	28,930
10	2.941	2.778	0.163	5.7%	0.060	2.1%	53%	False	False	27,644
20	3.044	2.778	0.266	9.3%	0.054	1.9%	33%	False	False	21,906
40	3.044	2.778	0.266	9.3%	0.055	1.9%	33%	False	False	20,077
60	3.208	2.778	0.430	15.0%	0.060	2.1%	20%	False	False	19,148

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.184
2.618	3.082
1.618	3.020
1.000	2.982
0.618	2.958
HIGH	2.920
0.618	2.896
0.500	2.889
0.382	2.882
LOW	2.858
0.618	2.820
1.000	2.796
1.618	2.758
2.618	2.696
4.250	2.595

Fisher Pivots for day following 09-Jul-2020
Pivot	1 day	3 day
R1	2.889	2.882
PP	2.881	2.876
S1	2.873	2.871

Download as Excel Spreadsheet

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

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