NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 15-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.416 |
2.360 |
-0.056 |
-2.3% |
2.379 |
| High |
2.420 |
2.360 |
-0.060 |
-2.5% |
2.422 |
| Low |
2.340 |
2.300 |
-0.040 |
-1.7% |
2.293 |
| Close |
2.346 |
2.313 |
-0.033 |
-1.4% |
2.346 |
| Range |
0.080 |
0.060 |
-0.020 |
-25.0% |
0.129 |
| ATR |
0.068 |
0.067 |
-0.001 |
-0.8% |
0.000 |
| Volume |
14,981 |
11,449 |
-3,532 |
-23.6% |
78,013 |
|
| Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.504 |
2.469 |
2.346 |
|
| R3 |
2.444 |
2.409 |
2.330 |
|
| R2 |
2.384 |
2.384 |
2.324 |
|
| R1 |
2.349 |
2.349 |
2.319 |
2.337 |
| PP |
2.324 |
2.324 |
2.324 |
2.318 |
| S1 |
2.289 |
2.289 |
2.308 |
2.277 |
| S2 |
2.264 |
2.264 |
2.302 |
|
| S3 |
2.204 |
2.229 |
2.297 |
|
| S4 |
2.144 |
2.169 |
2.280 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.741 |
2.672 |
2.417 |
|
| R3 |
2.612 |
2.543 |
2.381 |
|
| R2 |
2.483 |
2.483 |
2.370 |
|
| R1 |
2.414 |
2.414 |
2.358 |
2.384 |
| PP |
2.354 |
2.354 |
2.354 |
2.339 |
| S1 |
2.285 |
2.285 |
2.334 |
2.255 |
| S2 |
2.225 |
2.225 |
2.322 |
|
| S3 |
2.096 |
2.156 |
2.311 |
|
| S4 |
1.967 |
2.027 |
2.275 |
|
|
| 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 |
5.6% |
0.067 |
2.9% |
16% |
False |
False |
15,646 |
| 10 |
2.422 |
2.293 |
0.129 |
5.6% |
0.058 |
2.5% |
16% |
False |
False |
14,536 |
| 20 |
2.519 |
2.293 |
0.226 |
9.8% |
0.064 |
2.8% |
9% |
False |
False |
13,513 |
| 40 |
2.794 |
2.293 |
0.501 |
21.7% |
0.074 |
3.2% |
4% |
False |
False |
13,528 |
| 60 |
2.794 |
2.195 |
0.599 |
25.9% |
0.071 |
3.1% |
20% |
False |
False |
12,108 |
| 80 |
2.794 |
2.072 |
0.722 |
31.2% |
0.072 |
3.1% |
33% |
False |
False |
11,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.615 |
|
2.618 |
2.517 |
|
1.618 |
2.457 |
|
1.000 |
2.420 |
|
0.618 |
2.397 |
|
HIGH |
2.360 |
|
0.618 |
2.337 |
|
0.500 |
2.330 |
|
0.382 |
2.323 |
|
LOW |
2.300 |
|
0.618 |
2.263 |
|
1.000 |
2.240 |
|
1.618 |
2.203 |
|
2.618 |
2.143 |
|
4.250 |
2.045 |
|
|
| Fisher Pivots for day following 15-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.330 |
2.361 |
| PP |
2.324 |
2.345 |
| S1 |
2.319 |
2.329 |
|