NYMEX Natural Gas Future March 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 2.743 2.762 0.019 0.7% 2.732
High 2.782 2.813 0.031 1.1% 2.765
Low 2.739 2.756 0.017 0.6% 2.660
Close 2.761 2.812 0.051 1.8% 2.764
Range 0.043 0.057 0.014 32.6% 0.105
ATR 0.048 0.049 0.001 1.3% 0.000
Volume 9,511 9,086 -425 -4.5% 45,738
Daily Pivots for day following 28-Jul-2020
Classic Woodie Camarilla DeMark
R4 2.965 2.945 2.843
R3 2.908 2.888 2.828
R2 2.851 2.851 2.822
R1 2.831 2.831 2.817 2.841
PP 2.794 2.794 2.794 2.799
S1 2.774 2.774 2.807 2.784
S2 2.737 2.737 2.802
S3 2.680 2.717 2.796
S4 2.623 2.660 2.781
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 2.813 2.674 0.139 4.9% 0.052 1.8% 99% True False 8,590
10 2.813 2.660 0.153 5.4% 0.048 1.7% 99% True False 8,409
20 2.813 2.660 0.153 5.4% 0.050 1.8% 99% True False 10,037
40 2.894 2.653 0.241 8.6% 0.047 1.7% 66% False False 10,661
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 0.009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.055
2.618 2.962
1.618 2.905
1.000 2.870
0.618 2.848
HIGH 2.813
0.618 2.791
0.500 2.785
0.382 2.778
LOW 2.756
0.618 2.721
1.000 2.699
1.618 2.664
2.618 2.607
4.250 2.514
Fisher Pivots for day following 28-Jul-2020
Pivot 1 day 3 day
R1 2.803 2.795
PP 2.794 2.777
S1 2.785 2.760

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

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