NYMEX Natural Gas Future January 2021

Trading Metrics calculated at close of trading on 31-Jul-2020

Day Change Summary
	Previous	Current
	30-Jul-2020	31-Jul-2020	Change	Change %	Previous Week
Open	3.001	2.953	-0.048	-1.6%	2.884
High	3.018	2.974	-0.044	-1.5%	3.019
Low	2.939	2.905	-0.034	-1.2%	2.865
Close	2.944	2.915	-0.029	-1.0%	2.915
Range	0.079	0.069	-0.010	-12.7%	0.154
ATR	0.059	0.060	0.001	1.1%	0.000
Volume	28,133	19,168	-8,965	-31.9%	109,200

Daily Pivots for day following 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.138	3.096	2.953
R3	3.069	3.027	2.934
R2	3.000	3.000	2.928
R1	2.958	2.958	2.921	2.945
PP	2.931	2.931	2.931	2.925
S1	2.889	2.889	2.909	2.876
S2	2.862	2.862	2.902
S3	2.793	2.820	2.896
S4	2.724	2.751	2.877

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.395	3.309	3.000
R3	3.241	3.155	2.957
R2	3.087	3.087	2.943
R1	3.001	3.001	2.929	3.044
PP	2.933	2.933	2.933	2.955
S1	2.847	2.847	2.901	2.890
S2	2.779	2.779	2.887
S3	2.625	2.693	2.873
S4	2.471	2.539	2.830

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.019	2.865	0.154	5.3%	0.071	2.4%	32%	False	False	21,840
10	3.019	2.785	0.234	8.0%	0.067	2.3%	56%	False	False	19,876
20	3.019	2.785	0.234	8.0%	0.059	2.0%	56%	False	False	21,647
40	3.044	2.778	0.266	9.1%	0.055	1.9%	52%	False	False	20,738
60	3.072	2.778	0.294	10.1%	0.056	1.9%	47%	False	False	19,597
80	3.208	2.778	0.430	14.8%	0.060	2.0%	32%	False	False	19,056

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.267
2.618	3.155
1.618	3.086
1.000	3.043
0.618	3.017
HIGH	2.974
0.618	2.948
0.500	2.940
0.382	2.931
LOW	2.905
0.618	2.862
1.000	2.836
1.618	2.793
2.618	2.724
4.250	2.612

Fisher Pivots for day following 31-Jul-2020
Pivot	1 day	3 day
R1	2.940	2.962
PP	2.931	2.946
S1	2.923	2.931

Download as Excel Spreadsheet

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

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