NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 01-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2020 |
01-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.385 |
2.362 |
-0.023 |
-1.0% |
2.408 |
| High |
2.401 |
2.383 |
-0.018 |
-0.7% |
2.465 |
| Low |
2.337 |
2.327 |
-0.010 |
-0.4% |
2.337 |
| Close |
2.389 |
2.345 |
-0.044 |
-1.8% |
2.389 |
| Range |
0.064 |
0.056 |
-0.008 |
-12.5% |
0.128 |
| ATR |
0.077 |
0.076 |
-0.001 |
-1.4% |
0.000 |
| Volume |
12,164 |
11,256 |
-908 |
-7.5% |
46,612 |
|
| Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.520 |
2.488 |
2.376 |
|
| R3 |
2.464 |
2.432 |
2.360 |
|
| R2 |
2.408 |
2.408 |
2.355 |
|
| R1 |
2.376 |
2.376 |
2.350 |
2.364 |
| PP |
2.352 |
2.352 |
2.352 |
2.346 |
| S1 |
2.320 |
2.320 |
2.340 |
2.308 |
| S2 |
2.296 |
2.296 |
2.335 |
|
| S3 |
2.240 |
2.264 |
2.330 |
|
| S4 |
2.184 |
2.208 |
2.314 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.781 |
2.713 |
2.459 |
|
| R3 |
2.653 |
2.585 |
2.424 |
|
| R2 |
2.525 |
2.525 |
2.412 |
|
| R1 |
2.457 |
2.457 |
2.401 |
2.427 |
| PP |
2.397 |
2.397 |
2.397 |
2.382 |
| S1 |
2.329 |
2.329 |
2.377 |
2.299 |
| S2 |
2.269 |
2.269 |
2.366 |
|
| S3 |
2.141 |
2.201 |
2.354 |
|
| S4 |
2.013 |
2.073 |
2.319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.465 |
2.327 |
0.138 |
5.9% |
0.066 |
2.8% |
13% |
False |
True |
11,573 |
| 10 |
2.519 |
2.327 |
0.192 |
8.2% |
0.071 |
3.0% |
9% |
False |
True |
12,491 |
| 20 |
2.794 |
2.327 |
0.467 |
19.9% |
0.074 |
3.1% |
4% |
False |
True |
14,376 |
| 40 |
2.794 |
2.268 |
0.526 |
22.4% |
0.076 |
3.2% |
15% |
False |
False |
12,436 |
| 60 |
2.794 |
2.072 |
0.722 |
30.8% |
0.077 |
3.3% |
38% |
False |
False |
11,830 |
| 80 |
2.794 |
2.072 |
0.722 |
30.8% |
0.069 |
3.0% |
38% |
False |
False |
10,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.621 |
|
2.618 |
2.530 |
|
1.618 |
2.474 |
|
1.000 |
2.439 |
|
0.618 |
2.418 |
|
HIGH |
2.383 |
|
0.618 |
2.362 |
|
0.500 |
2.355 |
|
0.382 |
2.348 |
|
LOW |
2.327 |
|
0.618 |
2.292 |
|
1.000 |
2.271 |
|
1.618 |
2.236 |
|
2.618 |
2.180 |
|
4.250 |
2.089 |
|
|
| Fisher Pivots for day following 01-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.355 |
2.371 |
| PP |
2.352 |
2.362 |
| S1 |
2.348 |
2.354 |
|