NYMEX Natural Gas Future July 2021

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

Day Change Summary
	Previous	Current
	29-Oct-2020	30-Oct-2020	Change	Change %	Previous Week
Open	2.990	3.000	0.010	0.3%	2.950
High	3.011	3.067	0.056	1.9%	3.067
Low	2.944	2.993	0.049	1.7%	2.944
Close	2.998	3.047	0.049	1.6%	3.047
Range	0.067	0.074	0.007	10.4%	0.123
ATR	0.045	0.047	0.002	4.6%	0.000
Volume	5,769	5,135	-634	-11.0%	22,290

Daily Pivots for day following 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.258	3.226	3.088
R3	3.184	3.152	3.067
R2	3.110	3.110	3.061
R1	3.078	3.078	3.054	3.094
PP	3.036	3.036	3.036	3.044
S1	3.004	3.004	3.040	3.020
S2	2.962	2.962	3.033
S3	2.888	2.930	3.027
S4	2.814	2.856	3.006

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.388	3.341	3.115
R3	3.265	3.218	3.081
R2	3.142	3.142	3.070
R1	3.095	3.095	3.058	3.119
PP	3.019	3.019	3.019	3.031
S1	2.972	2.972	3.036	2.996
S2	2.896	2.896	3.024
S3	2.773	2.849	3.013
S4	2.650	2.726	2.979

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.067	2.944	0.123	4.0%	0.051	1.7%	84%	True	False	4,458
10	3.067	2.937	0.130	4.3%	0.049	1.6%	85%	True	False	4,604
20	3.067	2.744	0.323	10.6%	0.045	1.5%	94%	True	False	5,063

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 19 trading days

Fibonacci Retracements and Extensions
4.250	3.382
2.618	3.261
1.618	3.187
1.000	3.141
0.618	3.113
HIGH	3.067
0.618	3.039
0.500	3.030
0.382	3.021
LOW	2.993
0.618	2.947
1.000	2.919
1.618	2.873
2.618	2.799
4.250	2.679

Fisher Pivots for day following 30-Oct-2020
Pivot	1 day	3 day
R1	3.041	3.033
PP	3.036	3.019
S1	3.030	3.006

Download as Excel Spreadsheet

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

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