NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 16-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.360 |
2.303 |
-0.057 |
-2.4% |
2.379 |
| High |
2.360 |
2.323 |
-0.037 |
-1.6% |
2.422 |
| Low |
2.300 |
2.269 |
-0.031 |
-1.3% |
2.293 |
| Close |
2.313 |
2.286 |
-0.027 |
-1.2% |
2.346 |
| Range |
0.060 |
0.054 |
-0.006 |
-10.0% |
0.129 |
| ATR |
0.067 |
0.066 |
-0.001 |
-1.4% |
0.000 |
| Volume |
11,449 |
14,795 |
3,346 |
29.2% |
78,013 |
|
| Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.455 |
2.424 |
2.316 |
|
| R3 |
2.401 |
2.370 |
2.301 |
|
| R2 |
2.347 |
2.347 |
2.296 |
|
| R1 |
2.316 |
2.316 |
2.291 |
2.305 |
| PP |
2.293 |
2.293 |
2.293 |
2.287 |
| S1 |
2.262 |
2.262 |
2.281 |
2.251 |
| S2 |
2.239 |
2.239 |
2.276 |
|
| S3 |
2.185 |
2.208 |
2.271 |
|
| S4 |
2.131 |
2.154 |
2.256 |
|
|
| 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 |
2.269 |
0.153 |
6.7% |
0.069 |
3.0% |
11% |
False |
True |
16,005 |
| 10 |
2.422 |
2.269 |
0.153 |
6.7% |
0.058 |
2.6% |
11% |
False |
True |
15,011 |
| 20 |
2.519 |
2.269 |
0.250 |
10.9% |
0.062 |
2.7% |
7% |
False |
True |
13,359 |
| 40 |
2.794 |
2.269 |
0.525 |
23.0% |
0.071 |
3.1% |
3% |
False |
True |
13,530 |
| 60 |
2.794 |
2.195 |
0.599 |
26.2% |
0.070 |
3.1% |
15% |
False |
False |
12,209 |
| 80 |
2.794 |
2.072 |
0.722 |
31.6% |
0.072 |
3.1% |
30% |
False |
False |
11,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.553 |
|
2.618 |
2.464 |
|
1.618 |
2.410 |
|
1.000 |
2.377 |
|
0.618 |
2.356 |
|
HIGH |
2.323 |
|
0.618 |
2.302 |
|
0.500 |
2.296 |
|
0.382 |
2.290 |
|
LOW |
2.269 |
|
0.618 |
2.236 |
|
1.000 |
2.215 |
|
1.618 |
2.182 |
|
2.618 |
2.128 |
|
4.250 |
2.040 |
|
|
| Fisher Pivots for day following 16-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.296 |
2.345 |
| PP |
2.293 |
2.325 |
| S1 |
2.289 |
2.306 |
|