NYMEX Natural Gas Future February 2021

Trading Metrics calculated at close of trading on 15-Jul-2020

Day Change Summary
	Previous	Current
	14-Jul-2020	15-Jul-2020	Change	Change %	Previous Week
Open	2.831	2.852	0.021	0.7%	2.854
High	2.866	2.865	-0.001	0.0%	2.906
Low	2.825	2.823	-0.002	-0.1%	2.812
Close	2.850	2.852	0.002	0.1%	2.836
Range	0.041	0.042	0.001	2.4%	0.094
ATR	0.052	0.051	-0.001	-1.4%	0.000
Volume	4,598	4,011	-587	-12.8%	38,243

Daily Pivots for day following 15-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	2.973	2.954	2.875
R3	2.931	2.912	2.864
R2	2.889	2.889	2.860
R1	2.870	2.870	2.856	2.873
PP	2.847	2.847	2.847	2.848
S1	2.828	2.828	2.848	2.831
S2	2.805	2.805	2.844
S3	2.763	2.786	2.840
S4	2.721	2.744	2.829

Weekly Pivots for week ending 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.133	3.079	2.888
R3	3.039	2.985	2.862
R2	2.945	2.945	2.853
R1	2.891	2.891	2.845	2.871
PP	2.851	2.851	2.851	2.842
S1	2.797	2.797	2.827	2.777
S2	2.757	2.757	2.819
S3	2.663	2.703	2.810
S4	2.569	2.609	2.784

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.884	2.799	0.085	3.0%	0.046	1.6%	62%	False	False	5,322
10	2.906	2.799	0.107	3.8%	0.052	1.8%	50%	False	False	6,672
20	2.932	2.750	0.182	6.4%	0.048	1.7%	56%	False	False	6,247
40	3.009	2.750	0.259	9.1%	0.050	1.8%	39%	False	False	5,643

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	0.016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.044
2.618	2.975
1.618	2.933
1.000	2.907
0.618	2.891
HIGH	2.865
0.618	2.849
0.500	2.844
0.382	2.839
LOW	2.823
0.618	2.797
1.000	2.781
1.618	2.755
2.618	2.713
4.250	2.645

Fisher Pivots for day following 15-Jul-2020
Pivot	1 day	3 day
R1	2.849	2.846
PP	2.847	2.839
S1	2.844	2.833

Download as Excel Spreadsheet

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

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