NYMEX Natural Gas Future January 2021


Trading Metrics calculated at close of trading on 28-Jul-2020
Day Change Summary
Previous Current
27-Jul-2020 28-Jul-2020 Change Change % Previous Week
Open 2.884 2.877 -0.007 -0.2% 2.865
High 2.919 2.946 0.027 0.9% 2.899
Low 2.865 2.877 0.012 0.4% 2.785
Close 2.888 2.944 0.056 1.9% 2.898
Range 0.054 0.069 0.015 27.8% 0.114
ATR 0.055 0.056 0.001 1.8% 0.000
Volume 16,194 14,455 -1,739 -10.7% 89,568
Daily Pivots for day following 28-Jul-2020
Classic Woodie Camarilla DeMark
R4 3.129 3.106 2.982
R3 3.060 3.037 2.963
R2 2.991 2.991 2.957
R1 2.968 2.968 2.950 2.980
PP 2.922 2.922 2.922 2.928
S1 2.899 2.899 2.938 2.911
S2 2.853 2.853 2.931
S3 2.784 2.830 2.925
S4 2.715 2.761 2.906
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 3.203 3.164 2.961
R3 3.089 3.050 2.929
R2 2.975 2.975 2.919
R1 2.936 2.936 2.908 2.956
PP 2.861 2.861 2.861 2.870
S1 2.822 2.822 2.888 2.842
S2 2.747 2.747 2.877
S3 2.633 2.708 2.867
S4 2.519 2.594 2.835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.946 2.797 0.149 5.1% 0.061 2.1% 99% True False 16,090
10 2.946 2.785 0.161 5.5% 0.055 1.9% 99% True False 16,147
20 2.946 2.785 0.161 5.5% 0.056 1.9% 99% True False 21,762
40 3.044 2.778 0.266 9.0% 0.052 1.8% 62% False False 19,872
60 3.208 2.778 0.430 14.6% 0.056 1.9% 39% False False 19,423
80 3.208 2.749 0.459 15.6% 0.059 2.0% 42% False False 18,907
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 0.012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.239
2.618 3.127
1.618 3.058
1.000 3.015
0.618 2.989
HIGH 2.946
0.618 2.920
0.500 2.912
0.382 2.903
LOW 2.877
0.618 2.834
1.000 2.808
1.618 2.765
2.618 2.696
4.250 2.584
Fisher Pivots for day following 28-Jul-2020
Pivot 1 day 3 day
R1 2.933 2.926
PP 2.922 2.908
S1 2.912 2.891

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

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