NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 02-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.362 |
2.351 |
-0.011 |
-0.5% |
2.408 |
| High |
2.383 |
2.385 |
0.002 |
0.1% |
2.465 |
| Low |
2.327 |
2.340 |
0.013 |
0.6% |
2.337 |
| Close |
2.345 |
2.369 |
0.024 |
1.0% |
2.389 |
| Range |
0.056 |
0.045 |
-0.011 |
-19.6% |
0.128 |
| ATR |
0.076 |
0.073 |
-0.002 |
-2.9% |
0.000 |
| Volume |
11,256 |
10,043 |
-1,213 |
-10.8% |
46,612 |
|
| Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.500 |
2.479 |
2.394 |
|
| R3 |
2.455 |
2.434 |
2.381 |
|
| R2 |
2.410 |
2.410 |
2.377 |
|
| R1 |
2.389 |
2.389 |
2.373 |
2.400 |
| PP |
2.365 |
2.365 |
2.365 |
2.370 |
| S1 |
2.344 |
2.344 |
2.365 |
2.355 |
| S2 |
2.320 |
2.320 |
2.361 |
|
| S3 |
2.275 |
2.299 |
2.357 |
|
| S4 |
2.230 |
2.254 |
2.344 |
|
|
| 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 |
2.461 |
2.327 |
0.134 |
5.7% |
0.059 |
2.5% |
31% |
False |
False |
11,415 |
| 10 |
2.519 |
2.327 |
0.192 |
8.1% |
0.067 |
2.8% |
22% |
False |
False |
11,707 |
| 20 |
2.794 |
2.327 |
0.467 |
19.7% |
0.073 |
3.1% |
9% |
False |
False |
14,358 |
| 40 |
2.794 |
2.327 |
0.467 |
19.7% |
0.075 |
3.2% |
9% |
False |
False |
12,384 |
| 60 |
2.794 |
2.072 |
0.722 |
30.5% |
0.078 |
3.3% |
41% |
False |
False |
11,861 |
| 80 |
2.794 |
2.072 |
0.722 |
30.5% |
0.069 |
2.9% |
41% |
False |
False |
10,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.576 |
|
2.618 |
2.503 |
|
1.618 |
2.458 |
|
1.000 |
2.430 |
|
0.618 |
2.413 |
|
HIGH |
2.385 |
|
0.618 |
2.368 |
|
0.500 |
2.363 |
|
0.382 |
2.357 |
|
LOW |
2.340 |
|
0.618 |
2.312 |
|
1.000 |
2.295 |
|
1.618 |
2.267 |
|
2.618 |
2.222 |
|
4.250 |
2.149 |
|
|
| Fisher Pivots for day following 02-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.367 |
2.367 |
| PP |
2.365 |
2.366 |
| S1 |
2.363 |
2.364 |
|