NYMEX Natural Gas Future February 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	2.969	2.918	-0.051	-1.7%	2.856
High	2.983	2.939	-0.044	-1.5%	2.983
Low	2.905	2.874	-0.031	-1.1%	2.835
Close	2.910	2.884	-0.026	-0.9%	2.884
Range	0.078	0.065	-0.013	-16.7%	0.148
ATR	0.057	0.057	0.001	1.0%	0.000
Volume	5,734	5,183	-551	-9.6%	30,515

Daily Pivots for day following 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.094	3.054	2.920
R3	3.029	2.989	2.902
R2	2.964	2.964	2.896
R1	2.924	2.924	2.890	2.912
PP	2.899	2.899	2.899	2.893
S1	2.859	2.859	2.878	2.847
S2	2.834	2.834	2.872
S3	2.769	2.794	2.866
S4	2.704	2.729	2.848

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.345	3.262	2.965
R3	3.197	3.114	2.925
R2	3.049	3.049	2.911
R1	2.966	2.966	2.898	3.008
PP	2.901	2.901	2.901	2.921
S1	2.818	2.818	2.870	2.860
S2	2.753	2.753	2.857
S3	2.605	2.670	2.843
S4	2.457	2.522	2.803

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.983	2.835	0.148	5.1%	0.068	2.4%	33%	False	False	6,103
10	2.983	2.756	0.227	7.9%	0.064	2.2%	56%	False	False	5,135
20	2.983	2.756	0.227	7.9%	0.056	2.0%	56%	False	False	5,454
40	3.009	2.750	0.259	9.0%	0.053	1.8%	52%	False	False	5,630
60	3.030	2.750	0.280	9.7%	0.053	1.8%	48%	False	False	5,312

Crabel Price Patterns
NR	True
NR4	True
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	0.010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.215
2.618	3.109
1.618	3.044
1.000	3.004
0.618	2.979
HIGH	2.939
0.618	2.914
0.500	2.907
0.382	2.899
LOW	2.874
0.618	2.834
1.000	2.809
1.618	2.769
2.618	2.704
4.250	2.598

Fisher Pivots for day following 31-Jul-2020
Pivot	1 day	3 day
R1	2.907	2.929
PP	2.899	2.914
S1	2.892	2.899

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols