NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 11-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.356 |
2.381 |
0.025 |
1.1% |
2.362 |
| High |
2.391 |
2.422 |
0.031 |
1.3% |
2.420 |
| Low |
2.293 |
2.367 |
0.074 |
3.2% |
2.327 |
| Close |
2.382 |
2.416 |
0.034 |
1.4% |
2.367 |
| Range |
0.098 |
0.055 |
-0.043 |
-43.9% |
0.093 |
| ATR |
0.068 |
0.067 |
-0.001 |
-1.3% |
0.000 |
| Volume |
15,080 |
23,721 |
8,641 |
57.3% |
67,154 |
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.567 |
2.546 |
2.446 |
|
| R3 |
2.512 |
2.491 |
2.431 |
|
| R2 |
2.457 |
2.457 |
2.426 |
|
| R1 |
2.436 |
2.436 |
2.421 |
2.447 |
| PP |
2.402 |
2.402 |
2.402 |
2.407 |
| S1 |
2.381 |
2.381 |
2.411 |
2.392 |
| S2 |
2.347 |
2.347 |
2.406 |
|
| S3 |
2.292 |
2.326 |
2.401 |
|
| S4 |
2.237 |
2.271 |
2.386 |
|
|
| 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 |
2.422 |
2.293 |
0.129 |
5.3% |
0.061 |
2.5% |
95% |
True |
False |
15,776 |
| 10 |
2.422 |
2.293 |
0.129 |
5.3% |
0.056 |
2.3% |
95% |
True |
False |
14,235 |
| 20 |
2.519 |
2.293 |
0.226 |
9.4% |
0.065 |
2.7% |
54% |
False |
False |
13,632 |
| 40 |
2.794 |
2.293 |
0.501 |
20.7% |
0.075 |
3.1% |
25% |
False |
False |
13,359 |
| 60 |
2.794 |
2.166 |
0.628 |
26.0% |
0.071 |
3.0% |
40% |
False |
False |
12,137 |
| 80 |
2.794 |
2.072 |
0.722 |
29.9% |
0.071 |
2.9% |
48% |
False |
False |
11,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.656 |
|
2.618 |
2.566 |
|
1.618 |
2.511 |
|
1.000 |
2.477 |
|
0.618 |
2.456 |
|
HIGH |
2.422 |
|
0.618 |
2.401 |
|
0.500 |
2.395 |
|
0.382 |
2.388 |
|
LOW |
2.367 |
|
0.618 |
2.333 |
|
1.000 |
2.312 |
|
1.618 |
2.278 |
|
2.618 |
2.223 |
|
4.250 |
2.133 |
|
|
| Fisher Pivots for day following 11-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.409 |
2.397 |
| PP |
2.402 |
2.377 |
| S1 |
2.395 |
2.358 |
|