NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 04-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2020 |
04-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.368 |
2.384 |
0.016 |
0.7% |
2.408 |
| High |
2.420 |
2.411 |
-0.009 |
-0.4% |
2.465 |
| Low |
2.367 |
2.378 |
0.011 |
0.5% |
2.337 |
| Close |
2.396 |
2.391 |
-0.005 |
-0.2% |
2.389 |
| Range |
0.053 |
0.033 |
-0.020 |
-37.7% |
0.128 |
| ATR |
0.072 |
0.069 |
-0.003 |
-3.9% |
0.000 |
| Volume |
19,636 |
10,368 |
-9,268 |
-47.2% |
46,612 |
|
| Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.492 |
2.475 |
2.409 |
|
| R3 |
2.459 |
2.442 |
2.400 |
|
| R2 |
2.426 |
2.426 |
2.397 |
|
| R1 |
2.409 |
2.409 |
2.394 |
2.418 |
| PP |
2.393 |
2.393 |
2.393 |
2.398 |
| S1 |
2.376 |
2.376 |
2.388 |
2.385 |
| S2 |
2.360 |
2.360 |
2.385 |
|
| S3 |
2.327 |
2.343 |
2.382 |
|
| S4 |
2.294 |
2.310 |
2.373 |
|
|
| 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% |
0.050 |
2.1% |
69% |
False |
False |
12,693 |
| 10 |
2.465 |
2.327 |
0.138 |
5.8% |
0.058 |
2.4% |
46% |
False |
False |
11,987 |
| 20 |
2.622 |
2.327 |
0.295 |
12.3% |
0.067 |
2.8% |
22% |
False |
False |
13,967 |
| 40 |
2.794 |
2.327 |
0.467 |
19.5% |
0.074 |
3.1% |
14% |
False |
False |
12,485 |
| 60 |
2.794 |
2.166 |
0.628 |
26.3% |
0.074 |
3.1% |
36% |
False |
False |
11,836 |
| 80 |
2.794 |
2.072 |
0.722 |
30.2% |
0.069 |
2.9% |
44% |
False |
False |
10,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.551 |
|
2.618 |
2.497 |
|
1.618 |
2.464 |
|
1.000 |
2.444 |
|
0.618 |
2.431 |
|
HIGH |
2.411 |
|
0.618 |
2.398 |
|
0.500 |
2.395 |
|
0.382 |
2.391 |
|
LOW |
2.378 |
|
0.618 |
2.358 |
|
1.000 |
2.345 |
|
1.618 |
2.325 |
|
2.618 |
2.292 |
|
4.250 |
2.238 |
|
|
| Fisher Pivots for day following 04-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.395 |
2.387 |
| PP |
2.393 |
2.384 |
| S1 |
2.392 |
2.380 |
|