NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 02-Jul-2020
Day Change Summary
Previous Current
01-Jul-2020 02-Jul-2020 Change Change % Previous Week
Open 2.732 2.750 0.018 0.7% 2.799
High 2.756 2.778 0.022 0.8% 2.823
Low 2.708 2.731 0.023 0.8% 2.653
Close 2.756 2.768 0.012 0.4% 2.688
Range 0.048 0.047 -0.001 -2.1% 0.170
ATR 0.047 0.047 0.000 0.0% 0.000
Volume 10,027 11,541 1,514 15.1% 60,348
Daily Pivots for day following 02-Jul-2020
Classic Woodie Camarilla DeMark
R4 2.900 2.881 2.794
R3 2.853 2.834 2.781
R2 2.806 2.806 2.777
R1 2.787 2.787 2.772 2.797
PP 2.759 2.759 2.759 2.764
S1 2.740 2.740 2.764 2.750
S2 2.712 2.712 2.759
S3 2.665 2.693 2.755
S4 2.618 2.646 2.742
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 3.231 3.130 2.782
R3 3.061 2.960 2.735
R2 2.891 2.891 2.719
R1 2.790 2.790 2.704 2.756
PP 2.721 2.721 2.721 2.704
S1 2.620 2.620 2.672 2.586
S2 2.551 2.551 2.657
S3 2.381 2.450 2.641
S4 2.211 2.280 2.595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.778 2.660 0.118 4.3% 0.048 1.7% 92% True False 10,855
10 2.823 2.653 0.170 6.1% 0.045 1.6% 68% False False 11,326
20 2.894 2.653 0.241 8.7% 0.046 1.7% 48% False False 11,599
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 2.978
2.618 2.901
1.618 2.854
1.000 2.825
0.618 2.807
HIGH 2.778
0.618 2.760
0.500 2.755
0.382 2.749
LOW 2.731
0.618 2.702
1.000 2.684
1.618 2.655
2.618 2.608
4.250 2.531
Fisher Pivots for day following 02-Jul-2020
Pivot 1 day 3 day
R1 2.764 2.758
PP 2.759 2.748
S1 2.755 2.738

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

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