NYMEX Natural Gas Future February 2021


Trading Metrics calculated at close of trading on 01-Jul-2020
Day Change Summary
Previous Current
30-Jun-2020 01-Jul-2020 Change Change % Previous Week
Open 2.821 2.843 0.022 0.8% 2.905
High 2.859 2.861 0.002 0.1% 2.932
Low 2.800 2.812 0.012 0.4% 2.750
Close 2.847 2.860 0.013 0.5% 2.787
Range 0.059 0.049 -0.010 -16.9% 0.182
ATR 0.053 0.052 0.000 -0.5% 0.000
Volume 9,035 6,646 -2,389 -26.4% 31,779
Daily Pivots for day following 01-Jul-2020
Classic Woodie Camarilla DeMark
R4 2.991 2.975 2.887
R3 2.942 2.926 2.873
R2 2.893 2.893 2.869
R1 2.877 2.877 2.864 2.885
PP 2.844 2.844 2.844 2.849
S1 2.828 2.828 2.856 2.836
S2 2.795 2.795 2.851
S3 2.746 2.779 2.847
S4 2.697 2.730 2.833
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.369 3.260 2.887
R3 3.187 3.078 2.837
R2 3.005 3.005 2.820
R1 2.896 2.896 2.804 2.860
PP 2.823 2.823 2.823 2.805
S1 2.714 2.714 2.770 2.678
S2 2.641 2.641 2.754
S3 2.459 2.532 2.737
S4 2.277 2.350 2.687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.861 2.750 0.111 3.9% 0.054 1.9% 99% True False 7,285
10 2.932 2.750 0.182 6.4% 0.046 1.6% 60% False False 6,201
20 3.009 2.750 0.259 9.1% 0.048 1.7% 42% False False 5,588
40 3.043 2.750 0.293 10.2% 0.052 1.8% 38% False False 5,124
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 0.011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.069
2.618 2.989
1.618 2.940
1.000 2.910
0.618 2.891
HIGH 2.861
0.618 2.842
0.500 2.837
0.382 2.831
LOW 2.812
0.618 2.782
1.000 2.763
1.618 2.733
2.618 2.684
4.250 2.604
Fisher Pivots for day following 01-Jul-2020
Pivot 1 day 3 day
R1 2.852 2.850
PP 2.844 2.839
S1 2.837 2.829

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

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