NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 20-Jul-2020

Day Change Summary
	Previous	Current
	17-Jul-2020	20-Jul-2020	Change	Change %	Previous Week
Open	2.875	2.865	-0.010	-0.3%	2.834
High	2.893	2.871	-0.022	-0.8%	2.900
Low	2.861	2.785	-0.076	-2.7%	2.829
Close	2.874	2.827	-0.047	-1.6%	2.874
Range	0.032	0.086	0.054	168.8%	0.071
ATR	0.052	0.054	0.003	5.2%	0.000
Volume	9,032	26,231	17,199	190.4%	87,618

Daily Pivots for day following 20-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.086	3.042	2.874
R3	3.000	2.956	2.851
R2	2.914	2.914	2.843
R1	2.870	2.870	2.835	2.849
PP	2.828	2.828	2.828	2.817
S1	2.784	2.784	2.819	2.763
S2	2.742	2.742	2.811
S3	2.656	2.698	2.803
S4	2.570	2.612	2.780

Weekly Pivots for week ending 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.081	3.048	2.913
R3	3.010	2.977	2.894
R2	2.939	2.939	2.887
R1	2.906	2.906	2.881	2.923
PP	2.868	2.868	2.868	2.876
S1	2.835	2.835	2.867	2.852
S2	2.797	2.797	2.861
S3	2.726	2.764	2.854
S4	2.655	2.693	2.835

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.900	2.785	0.115	4.1%	0.049	1.7%	37%	False	True	17,610
10	2.920	2.785	0.135	4.8%	0.051	1.8%	31%	False	True	21,697
20	2.964	2.778	0.186	6.6%	0.054	1.9%	26%	False	False	23,752
40	3.044	2.778	0.266	9.4%	0.052	1.8%	18%	False	False	19,992
60	3.208	2.778	0.430	15.2%	0.056	2.0%	11%	False	False	19,196

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	3.237
2.618	3.096
1.618	3.010
1.000	2.957
0.618	2.924
HIGH	2.871
0.618	2.838
0.500	2.828
0.382	2.818
LOW	2.785
0.618	2.732
1.000	2.699
1.618	2.646
2.618	2.560
4.250	2.420

Fisher Pivots for day following 20-Jul-2020
Pivot	1 day	3 day
R1	2.828	2.842
PP	2.828	2.837
S1	2.827	2.832

Download as Excel Spreadsheet

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

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