NYMEX Natural Gas Future February 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	2.856	2.845	-0.011	-0.4%	2.833
High	2.885	2.912	0.027	0.9%	2.865
Low	2.835	2.845	0.010	0.4%	2.756
Close	2.858	2.911	0.053	1.9%	2.865
Range	0.050	0.067	0.017	34.0%	0.109
ATR	0.052	0.053	0.001	2.0%	0.000
Volume	4,242	6,930	2,688	63.4%	20,841

Daily Pivots for day following 28-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.090	3.068	2.948
R3	3.023	3.001	2.929
R2	2.956	2.956	2.923
R1	2.934	2.934	2.917	2.945
PP	2.889	2.889	2.889	2.895
S1	2.867	2.867	2.905	2.878
S2	2.822	2.822	2.899
S3	2.755	2.800	2.893
S4	2.688	2.733	2.874

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.156	3.119	2.925
R3	3.047	3.010	2.895
R2	2.938	2.938	2.885
R1	2.901	2.901	2.875	2.920
PP	2.829	2.829	2.829	2.838
S1	2.792	2.792	2.855	2.811
S2	2.720	2.720	2.845
S3	2.611	2.683	2.835
S4	2.502	2.574	2.805

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.912	2.768	0.144	4.9%	0.058	2.0%	99%	True	False	4,656
10	2.912	2.756	0.156	5.4%	0.052	1.8%	99%	True	False	4,180
20	2.912	2.756	0.156	5.4%	0.053	1.8%	99%	True	False	5,677
40	3.009	2.750	0.259	8.9%	0.050	1.7%	62%	False	False	5,545
60	3.157	2.750	0.407	14.0%	0.053	1.8%	40%	False	False	5,184

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	3.197
2.618	3.087
1.618	3.020
1.000	2.979
0.618	2.953
HIGH	2.912
0.618	2.886
0.500	2.879
0.382	2.871
LOW	2.845
0.618	2.804
1.000	2.778
1.618	2.737
2.618	2.670
4.250	2.560

Fisher Pivots for day following 28-Jul-2020
Pivot	1 day	3 day
R1	2.900	2.893
PP	2.889	2.876
S1	2.879	2.858

Download as Excel Spreadsheet

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

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