NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 08-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.387 |
2.379 |
-0.008 |
-0.3% |
2.362 |
| High |
2.417 |
2.384 |
-0.033 |
-1.4% |
2.420 |
| Low |
2.360 |
2.333 |
-0.027 |
-1.1% |
2.327 |
| Close |
2.367 |
2.376 |
0.009 |
0.4% |
2.367 |
| Range |
0.057 |
0.051 |
-0.006 |
-10.5% |
0.093 |
| ATR |
0.068 |
0.067 |
-0.001 |
-1.8% |
0.000 |
| Volume |
15,851 |
11,231 |
-4,620 |
-29.1% |
67,154 |
|
| Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.517 |
2.498 |
2.404 |
|
| R3 |
2.466 |
2.447 |
2.390 |
|
| R2 |
2.415 |
2.415 |
2.385 |
|
| R1 |
2.396 |
2.396 |
2.381 |
2.380 |
| PP |
2.364 |
2.364 |
2.364 |
2.357 |
| S1 |
2.345 |
2.345 |
2.371 |
2.329 |
| S2 |
2.313 |
2.313 |
2.367 |
|
| S3 |
2.262 |
2.294 |
2.362 |
|
| S4 |
2.211 |
2.243 |
2.348 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.650 |
2.602 |
2.418 |
|
| R3 |
2.557 |
2.509 |
2.393 |
|
| R2 |
2.464 |
2.464 |
2.384 |
|
| R1 |
2.416 |
2.416 |
2.376 |
2.440 |
| PP |
2.371 |
2.371 |
2.371 |
2.384 |
| S1 |
2.323 |
2.323 |
2.358 |
2.347 |
| S2 |
2.278 |
2.278 |
2.350 |
|
| S3 |
2.185 |
2.230 |
2.341 |
|
| S4 |
2.092 |
2.137 |
2.316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.420 |
2.333 |
0.087 |
3.7% |
0.048 |
2.0% |
49% |
False |
True |
13,425 |
| 10 |
2.465 |
2.327 |
0.138 |
5.8% |
0.057 |
2.4% |
36% |
False |
False |
12,499 |
| 20 |
2.573 |
2.327 |
0.246 |
10.4% |
0.068 |
2.8% |
20% |
False |
False |
13,729 |
| 40 |
2.794 |
2.327 |
0.467 |
19.7% |
0.074 |
3.1% |
10% |
False |
False |
12,679 |
| 60 |
2.794 |
2.166 |
0.628 |
26.4% |
0.072 |
3.0% |
33% |
False |
False |
11,720 |
| 80 |
2.794 |
2.072 |
0.722 |
30.4% |
0.070 |
2.9% |
42% |
False |
False |
10,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.601 |
|
2.618 |
2.518 |
|
1.618 |
2.467 |
|
1.000 |
2.435 |
|
0.618 |
2.416 |
|
HIGH |
2.384 |
|
0.618 |
2.365 |
|
0.500 |
2.359 |
|
0.382 |
2.352 |
|
LOW |
2.333 |
|
0.618 |
2.301 |
|
1.000 |
2.282 |
|
1.618 |
2.250 |
|
2.618 |
2.199 |
|
4.250 |
2.116 |
|
|
| Fisher Pivots for day following 08-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.370 |
2.376 |
| PP |
2.364 |
2.375 |
| S1 |
2.359 |
2.375 |
|