NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 23-Jul-2020
Day Change Summary
Previous Current
22-Jul-2020 23-Jul-2020 Change Change % Previous Week
Open 2.829 2.810 -0.019 -0.7% 2.834
High 2.836 2.879 0.043 1.5% 2.900
Low 2.797 2.800 0.003 0.1% 2.829
Close 2.826 2.864 0.038 1.3% 2.874
Range 0.039 0.079 0.040 102.6% 0.071
ATR 0.052 0.054 0.002 3.6% 0.000
Volume 14,134 19,978 5,844 41.3% 87,618
Daily Pivots for day following 23-Jul-2020
Classic Woodie Camarilla DeMark
R4 3.085 3.053 2.907
R3 3.006 2.974 2.886
R2 2.927 2.927 2.878
R1 2.895 2.895 2.871 2.911
PP 2.848 2.848 2.848 2.856
S1 2.816 2.816 2.857 2.832
S2 2.769 2.769 2.850
S3 2.690 2.737 2.842
S4 2.611 2.658 2.821
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 2.893 2.785 0.108 3.8% 0.056 2.0% 73% False False 16,582
10 2.900 2.785 0.115 4.0% 0.050 1.7% 69% False False 18,827
20 2.941 2.778 0.163 5.7% 0.055 1.9% 53% False False 23,236
40 3.044 2.778 0.266 9.3% 0.051 1.8% 32% False False 20,304
60 3.208 2.778 0.430 15.0% 0.056 1.9% 20% False False 19,360
80 3.208 2.713 0.495 17.3% 0.058 2.0% 31% False False 18,916
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 0.010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.215
2.618 3.086
1.618 3.007
1.000 2.958
0.618 2.928
HIGH 2.879
0.618 2.849
0.500 2.840
0.382 2.830
LOW 2.800
0.618 2.751
1.000 2.721
1.618 2.672
2.618 2.593
4.250 2.464
Fisher Pivots for day following 23-Jul-2020
Pivot 1 day 3 day
R1 2.856 2.855
PP 2.848 2.847
S1 2.840 2.838

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

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