NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 29-Jul-2020
Day Change Summary
Previous Current
28-Jul-2020 29-Jul-2020 Change Change % Previous Week
Open 2.762 2.807 0.045 1.6% 2.732
High 2.813 2.875 0.062 2.2% 2.765
Low 2.756 2.805 0.049 1.8% 2.660
Close 2.812 2.871 0.059 2.1% 2.764
Range 0.057 0.070 0.013 22.8% 0.105
ATR 0.049 0.050 0.002 3.1% 0.000
Volume 9,086 17,428 8,342 91.8% 45,738
Daily Pivots for day following 29-Jul-2020
Classic Woodie Camarilla DeMark
R4 3.060 3.036 2.910
R3 2.990 2.966 2.890
R2 2.920 2.920 2.884
R1 2.896 2.896 2.877 2.908
PP 2.850 2.850 2.850 2.857
S1 2.826 2.826 2.865 2.838
S2 2.780 2.780 2.858
S3 2.710 2.756 2.852
S4 2.640 2.686 2.833
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 2.875 2.681 0.194 6.8% 0.059 2.0% 98% True False 10,699
10 2.875 2.660 0.215 7.5% 0.051 1.8% 98% True False 9,449
20 2.875 2.660 0.215 7.5% 0.050 1.8% 98% True False 10,366
40 2.894 2.653 0.241 8.4% 0.047 1.6% 90% False False 10,901
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3.173
2.618 3.058
1.618 2.988
1.000 2.945
0.618 2.918
HIGH 2.875
0.618 2.848
0.500 2.840
0.382 2.832
LOW 2.805
0.618 2.762
1.000 2.735
1.618 2.692
2.618 2.622
4.250 2.508
Fisher Pivots for day following 29-Jul-2020
Pivot 1 day 3 day
R1 2.861 2.850
PP 2.850 2.828
S1 2.840 2.807

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

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