NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 24-Jul-2020
Day Change Summary
Previous Current
23-Jul-2020 24-Jul-2020 Change Change % Previous Week
Open 2.690 2.728 0.038 1.4% 2.732
High 2.747 2.765 0.018 0.7% 2.765
Low 2.681 2.707 0.026 1.0% 2.660
Close 2.733 2.764 0.031 1.1% 2.764
Range 0.066 0.058 -0.008 -12.1% 0.105
ATR 0.048 0.049 0.001 1.5% 0.000
Volume 10,203 7,268 -2,935 -28.8% 45,738
Daily Pivots for day following 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 2.919 2.900 2.796
R3 2.861 2.842 2.780
R2 2.803 2.803 2.775
R1 2.784 2.784 2.769 2.794
PP 2.745 2.745 2.745 2.750
S1 2.726 2.726 2.759 2.736
S2 2.687 2.687 2.753
S3 2.629 2.668 2.748
S4 2.571 2.610 2.732
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 3.045 3.009 2.822
R3 2.940 2.904 2.793
R2 2.835 2.835 2.783
R1 2.799 2.799 2.774 2.817
PP 2.730 2.730 2.730 2.739
S1 2.694 2.694 2.754 2.712
S2 2.625 2.625 2.745
S3 2.520 2.589 2.735
S4 2.415 2.484 2.706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.765 2.660 0.105 3.8% 0.055 2.0% 99% True False 9,147
10 2.767 2.660 0.107 3.9% 0.047 1.7% 97% False False 8,817
20 2.801 2.660 0.141 5.1% 0.049 1.8% 74% False False 10,200
40 2.894 2.653 0.241 8.7% 0.046 1.7% 46% False False 10,687
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 0.009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.012
2.618 2.917
1.618 2.859
1.000 2.823
0.618 2.801
HIGH 2.765
0.618 2.743
0.500 2.736
0.382 2.729
LOW 2.707
0.618 2.671
1.000 2.649
1.618 2.613
2.618 2.555
4.250 2.461
Fisher Pivots for day following 24-Jul-2020
Pivot 1 day 3 day
R1 2.755 2.749
PP 2.745 2.734
S1 2.736 2.720

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

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