NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 03-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.351 |
2.368 |
0.017 |
0.7% |
2.408 |
| High |
2.385 |
2.420 |
0.035 |
1.5% |
2.465 |
| Low |
2.340 |
2.367 |
0.027 |
1.2% |
2.337 |
| Close |
2.369 |
2.396 |
0.027 |
1.1% |
2.389 |
| Range |
0.045 |
0.053 |
0.008 |
17.8% |
0.128 |
| ATR |
0.073 |
0.072 |
-0.001 |
-2.0% |
0.000 |
| Volume |
10,043 |
19,636 |
9,593 |
95.5% |
46,612 |
|
| Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.553 |
2.528 |
2.425 |
|
| R3 |
2.500 |
2.475 |
2.411 |
|
| R2 |
2.447 |
2.447 |
2.406 |
|
| R1 |
2.422 |
2.422 |
2.401 |
2.435 |
| PP |
2.394 |
2.394 |
2.394 |
2.401 |
| S1 |
2.369 |
2.369 |
2.391 |
2.382 |
| S2 |
2.341 |
2.341 |
2.386 |
|
| S3 |
2.288 |
2.316 |
2.381 |
|
| S4 |
2.235 |
2.263 |
2.367 |
|
|
| 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 |
2.420 |
2.327 |
0.093 |
3.9% |
0.056 |
2.3% |
74% |
True |
False |
13,168 |
| 10 |
2.504 |
2.327 |
0.177 |
7.4% |
0.063 |
2.6% |
39% |
False |
False |
12,473 |
| 20 |
2.661 |
2.327 |
0.334 |
13.9% |
0.069 |
2.9% |
21% |
False |
False |
14,197 |
| 40 |
2.794 |
2.327 |
0.467 |
19.5% |
0.075 |
3.1% |
15% |
False |
False |
12,633 |
| 60 |
2.794 |
2.166 |
0.628 |
26.2% |
0.075 |
3.1% |
37% |
False |
False |
11,953 |
| 80 |
2.794 |
2.072 |
0.722 |
30.1% |
0.069 |
2.9% |
45% |
False |
False |
10,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.645 |
|
2.618 |
2.559 |
|
1.618 |
2.506 |
|
1.000 |
2.473 |
|
0.618 |
2.453 |
|
HIGH |
2.420 |
|
0.618 |
2.400 |
|
0.500 |
2.394 |
|
0.382 |
2.387 |
|
LOW |
2.367 |
|
0.618 |
2.334 |
|
1.000 |
2.314 |
|
1.618 |
2.281 |
|
2.618 |
2.228 |
|
4.250 |
2.142 |
|
|
| Fisher Pivots for day following 03-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.395 |
2.389 |
| PP |
2.394 |
2.381 |
| S1 |
2.394 |
2.374 |
|