NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 13-Jul-2020

Day Change Summary
	Previous	Current
	10-Jul-2020	13-Jul-2020	Change	Change %	Previous Week
Open	2.864	2.834	-0.030	-1.0%	2.896
High	2.882	2.881	-0.001	0.0%	2.941
Low	2.844	2.829	-0.015	-0.5%	2.843
Close	2.869	2.866	-0.003	-0.1%	2.869
Range	0.038	0.052	0.014	36.8%	0.098
ATR	0.056	0.056	0.000	-0.5%	0.000
Volume	26,778	25,798	-980	-3.7%	146,563

Daily Pivots for day following 13-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.015	2.992	2.895
R3	2.963	2.940	2.880
R2	2.911	2.911	2.876
R1	2.888	2.888	2.871	2.900
PP	2.859	2.859	2.859	2.864
S1	2.836	2.836	2.861	2.848
S2	2.807	2.807	2.856
S3	2.755	2.784	2.852
S4	2.703	2.732	2.837

Weekly Pivots for week ending 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.178	3.122	2.923
R3	3.080	3.024	2.896
R2	2.982	2.982	2.887
R1	2.926	2.926	2.878	2.905
PP	2.884	2.884	2.884	2.874
S1	2.828	2.828	2.860	2.807
S2	2.786	2.786	2.851
S3	2.688	2.730	2.842
S4	2.590	2.632	2.815

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.920	2.829	0.091	3.2%	0.053	1.8%	41%	False	True	25,784
10	2.941	2.827	0.114	4.0%	0.059	2.1%	34%	False	False	28,466
20	2.979	2.778	0.201	7.0%	0.051	1.8%	44%	False	False	22,597
40	3.044	2.778	0.266	9.3%	0.054	1.9%	33%	False	False	20,356
60	3.208	2.778	0.430	15.0%	0.060	2.1%	20%	False	False	19,444

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.102
2.618	3.017
1.618	2.965
1.000	2.933
0.618	2.913
HIGH	2.881
0.618	2.861
0.500	2.855
0.382	2.849
LOW	2.829
0.618	2.797
1.000	2.777
1.618	2.745
2.618	2.693
4.250	2.608

Fisher Pivots for day following 13-Jul-2020
Pivot	1 day	3 day
R1	2.862	2.875
PP	2.859	2.872
S1	2.855	2.869

Download as Excel Spreadsheet

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

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