NYMEX Natural Gas Future March 2021

Trading Metrics calculated at close of trading on 30-Jul-2020

Day Change Summary
	Previous	Current
	29-Jul-2020	30-Jul-2020	Change	Change %	Previous Week
Open	2.807	2.860	0.053	1.9%	2.732
High	2.875	2.877	0.002	0.1%	2.765
Low	2.805	2.805	0.000	0.0%	2.660
Close	2.871	2.811	-0.060	-2.1%	2.764
Range	0.070	0.072	0.002	2.9%	0.105
ATR	0.050	0.052	0.002	3.1%	0.000
Volume	17,428	12,804	-4,624	-26.5%	45,738

Daily Pivots for day following 30-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.047	3.001	2.851
R3	2.975	2.929	2.831
R2	2.903	2.903	2.824
R1	2.857	2.857	2.818	2.844
PP	2.831	2.831	2.831	2.825
S1	2.785	2.785	2.804	2.772
S2	2.759	2.759	2.798
S3	2.687	2.713	2.791
S4	2.615	2.641	2.771

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	2.877	2.707	0.170	6.0%	0.060	2.1%	61%	True	False	11,219
10	2.877	2.660	0.217	7.7%	0.055	2.0%	70%	True	False	9,839
20	2.877	2.660	0.217	7.7%	0.052	1.8%	70%	True	False	10,505
40	2.894	2.653	0.241	8.6%	0.048	1.7%	66%	False	False	10,972

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	0.009
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.183
2.618	3.065
1.618	2.993
1.000	2.949
0.618	2.921
HIGH	2.877
0.618	2.849
0.500	2.841
0.382	2.833
LOW	2.805
0.618	2.761
1.000	2.733
1.618	2.689
2.618	2.617
4.250	2.499

Fisher Pivots for day following 30-Jul-2020
Pivot	1 day	3 day
R1	2.841	2.817
PP	2.831	2.815
S1	2.821	2.813

Download as Excel Spreadsheet

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

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