NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 18-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.293 |
2.304 |
0.011 |
0.5% |
2.379 |
| High |
2.317 |
2.324 |
0.007 |
0.3% |
2.422 |
| Low |
2.273 |
2.292 |
0.019 |
0.8% |
2.293 |
| Close |
2.312 |
2.309 |
-0.003 |
-0.1% |
2.346 |
| Range |
0.044 |
0.032 |
-0.012 |
-27.3% |
0.129 |
| ATR |
0.065 |
0.062 |
-0.002 |
-3.6% |
0.000 |
| Volume |
13,110 |
16,971 |
3,861 |
29.5% |
78,013 |
|
| Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.404 |
2.389 |
2.327 |
|
| R3 |
2.372 |
2.357 |
2.318 |
|
| R2 |
2.340 |
2.340 |
2.315 |
|
| R1 |
2.325 |
2.325 |
2.312 |
2.333 |
| PP |
2.308 |
2.308 |
2.308 |
2.312 |
| S1 |
2.293 |
2.293 |
2.306 |
2.301 |
| S2 |
2.276 |
2.276 |
2.303 |
|
| S3 |
2.244 |
2.261 |
2.300 |
|
| S4 |
2.212 |
2.229 |
2.291 |
|
|
| 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 |
2.420 |
2.269 |
0.151 |
6.5% |
0.054 |
2.3% |
26% |
False |
False |
14,261 |
| 10 |
2.422 |
2.269 |
0.153 |
6.6% |
0.057 |
2.5% |
26% |
False |
False |
15,018 |
| 20 |
2.465 |
2.269 |
0.196 |
8.5% |
0.058 |
2.5% |
20% |
False |
False |
13,502 |
| 40 |
2.794 |
2.269 |
0.525 |
22.7% |
0.068 |
2.9% |
8% |
False |
False |
13,599 |
| 60 |
2.794 |
2.236 |
0.558 |
24.2% |
0.069 |
3.0% |
13% |
False |
False |
12,465 |
| 80 |
2.794 |
2.072 |
0.722 |
31.3% |
0.072 |
3.1% |
33% |
False |
False |
11,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.460 |
|
2.618 |
2.408 |
|
1.618 |
2.376 |
|
1.000 |
2.356 |
|
0.618 |
2.344 |
|
HIGH |
2.324 |
|
0.618 |
2.312 |
|
0.500 |
2.308 |
|
0.382 |
2.304 |
|
LOW |
2.292 |
|
0.618 |
2.272 |
|
1.000 |
2.260 |
|
1.618 |
2.240 |
|
2.618 |
2.208 |
|
4.250 |
2.156 |
|
|
| Fisher Pivots for day following 18-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.309 |
2.305 |
| PP |
2.308 |
2.301 |
| S1 |
2.308 |
2.297 |
|