NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 17-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.303 |
2.293 |
-0.010 |
-0.4% |
2.379 |
| High |
2.323 |
2.317 |
-0.006 |
-0.3% |
2.422 |
| Low |
2.269 |
2.273 |
0.004 |
0.2% |
2.293 |
| Close |
2.286 |
2.312 |
0.026 |
1.1% |
2.346 |
| Range |
0.054 |
0.044 |
-0.010 |
-18.5% |
0.129 |
| ATR |
0.066 |
0.065 |
-0.002 |
-2.4% |
0.000 |
| Volume |
14,795 |
13,110 |
-1,685 |
-11.4% |
78,013 |
|
| Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.433 |
2.416 |
2.336 |
|
| R3 |
2.389 |
2.372 |
2.324 |
|
| R2 |
2.345 |
2.345 |
2.320 |
|
| R1 |
2.328 |
2.328 |
2.316 |
2.337 |
| PP |
2.301 |
2.301 |
2.301 |
2.305 |
| S1 |
2.284 |
2.284 |
2.308 |
2.293 |
| S2 |
2.257 |
2.257 |
2.304 |
|
| S3 |
2.213 |
2.240 |
2.300 |
|
| S4 |
2.169 |
2.196 |
2.288 |
|
|
| 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 |
6.6% |
0.059 |
2.5% |
28% |
False |
False |
15,611 |
| 10 |
2.422 |
2.269 |
0.153 |
6.6% |
0.058 |
2.5% |
28% |
False |
False |
14,358 |
| 20 |
2.504 |
2.269 |
0.235 |
10.2% |
0.060 |
2.6% |
18% |
False |
False |
13,415 |
| 40 |
2.794 |
2.269 |
0.525 |
22.7% |
0.069 |
3.0% |
8% |
False |
False |
13,439 |
| 60 |
2.794 |
2.236 |
0.558 |
24.1% |
0.070 |
3.0% |
14% |
False |
False |
12,314 |
| 80 |
2.794 |
2.072 |
0.722 |
31.2% |
0.072 |
3.1% |
33% |
False |
False |
11,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.504 |
|
2.618 |
2.432 |
|
1.618 |
2.388 |
|
1.000 |
2.361 |
|
0.618 |
2.344 |
|
HIGH |
2.317 |
|
0.618 |
2.300 |
|
0.500 |
2.295 |
|
0.382 |
2.290 |
|
LOW |
2.273 |
|
0.618 |
2.246 |
|
1.000 |
2.229 |
|
1.618 |
2.202 |
|
2.618 |
2.158 |
|
4.250 |
2.086 |
|
|
| Fisher Pivots for day following 17-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.306 |
2.315 |
| PP |
2.301 |
2.314 |
| S1 |
2.295 |
2.313 |
|