NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 22-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.304 |
2.310 |
0.006 |
0.3% |
2.360 |
| High |
2.323 |
2.335 |
0.012 |
0.5% |
2.360 |
| Low |
2.297 |
2.262 |
-0.035 |
-1.5% |
2.269 |
| Close |
2.312 |
2.280 |
-0.032 |
-1.4% |
2.312 |
| Range |
0.026 |
0.073 |
0.047 |
180.8% |
0.091 |
| ATR |
0.060 |
0.061 |
0.001 |
1.6% |
0.000 |
| Volume |
17,449 |
13,531 |
-3,918 |
-22.5% |
73,774 |
|
| Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.511 |
2.469 |
2.320 |
|
| R3 |
2.438 |
2.396 |
2.300 |
|
| R2 |
2.365 |
2.365 |
2.293 |
|
| R1 |
2.323 |
2.323 |
2.287 |
2.308 |
| PP |
2.292 |
2.292 |
2.292 |
2.285 |
| S1 |
2.250 |
2.250 |
2.273 |
2.235 |
| S2 |
2.219 |
2.219 |
2.267 |
|
| S3 |
2.146 |
2.177 |
2.260 |
|
| S4 |
2.073 |
2.104 |
2.240 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.587 |
2.540 |
2.362 |
|
| R3 |
2.496 |
2.449 |
2.337 |
|
| R2 |
2.405 |
2.405 |
2.329 |
|
| R1 |
2.358 |
2.358 |
2.320 |
2.336 |
| PP |
2.314 |
2.314 |
2.314 |
2.303 |
| S1 |
2.267 |
2.267 |
2.304 |
2.245 |
| S2 |
2.223 |
2.223 |
2.295 |
|
| S3 |
2.132 |
2.176 |
2.287 |
|
| S4 |
2.041 |
2.085 |
2.262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.335 |
2.262 |
0.073 |
3.2% |
0.046 |
2.0% |
25% |
True |
True |
15,171 |
| 10 |
2.422 |
2.262 |
0.160 |
7.0% |
0.057 |
2.5% |
11% |
False |
True |
15,408 |
| 20 |
2.465 |
2.262 |
0.203 |
8.9% |
0.057 |
2.5% |
9% |
False |
True |
13,954 |
| 40 |
2.794 |
2.262 |
0.532 |
23.3% |
0.067 |
2.9% |
3% |
False |
True |
14,055 |
| 60 |
2.794 |
2.236 |
0.558 |
24.5% |
0.069 |
3.0% |
8% |
False |
False |
12,797 |
| 80 |
2.794 |
2.072 |
0.722 |
31.7% |
0.072 |
3.2% |
29% |
False |
False |
12,131 |
| 100 |
2.794 |
2.072 |
0.722 |
31.7% |
0.065 |
2.9% |
29% |
False |
False |
10,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.645 |
|
2.618 |
2.526 |
|
1.618 |
2.453 |
|
1.000 |
2.408 |
|
0.618 |
2.380 |
|
HIGH |
2.335 |
|
0.618 |
2.307 |
|
0.500 |
2.299 |
|
0.382 |
2.290 |
|
LOW |
2.262 |
|
0.618 |
2.217 |
|
1.000 |
2.189 |
|
1.618 |
2.144 |
|
2.618 |
2.071 |
|
4.250 |
1.952 |
|
|
| Fisher Pivots for day following 22-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.299 |
2.299 |
| PP |
2.292 |
2.292 |
| S1 |
2.286 |
2.286 |
|