NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 21-Jul-2020
Day Change Summary
Previous Current
20-Jul-2020 21-Jul-2020 Change Change % Previous Week
Open 2.865 2.837 -0.028 -1.0% 2.834
High 2.871 2.843 -0.028 -1.0% 2.900
Low 2.785 2.799 0.014 0.5% 2.829
Close 2.827 2.833 0.006 0.2% 2.874
Range 0.086 0.044 -0.042 -48.8% 0.071
ATR 0.054 0.053 -0.001 -1.3% 0.000
Volume 26,231 13,536 -12,695 -48.4% 87,618
Daily Pivots for day following 21-Jul-2020
Classic Woodie Camarilla DeMark
R4 2.957 2.939 2.857
R3 2.913 2.895 2.845
R2 2.869 2.869 2.841
R1 2.851 2.851 2.837 2.838
PP 2.825 2.825 2.825 2.819
S1 2.807 2.807 2.829 2.794
S2 2.781 2.781 2.825
S3 2.737 2.763 2.821
S4 2.693 2.719 2.809
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 2.899 2.785 0.114 4.0% 0.049 1.7% 42% False False 16,205
10 2.920 2.785 0.135 4.8% 0.048 1.7% 36% False False 19,938
20 2.941 2.778 0.163 5.8% 0.053 1.9% 34% False False 23,577
40 3.044 2.778 0.266 9.4% 0.052 1.8% 21% False False 20,010
60 3.208 2.778 0.430 15.2% 0.056 2.0% 13% False False 19,223
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.030
2.618 2.958
1.618 2.914
1.000 2.887
0.618 2.870
HIGH 2.843
0.618 2.826
0.500 2.821
0.382 2.816
LOW 2.799
0.618 2.772
1.000 2.755
1.618 2.728
2.618 2.684
4.250 2.612
Fisher Pivots for day following 21-Jul-2020
Pivot 1 day 3 day
R1 2.829 2.839
PP 2.825 2.837
S1 2.821 2.835

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

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