NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 24-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.266 |
2.229 |
-0.037 |
-1.6% |
2.360 |
| High |
2.270 |
2.241 |
-0.029 |
-1.3% |
2.360 |
| Low |
2.222 |
2.212 |
-0.010 |
-0.5% |
2.269 |
| Close |
2.234 |
2.221 |
-0.013 |
-0.6% |
2.312 |
| Range |
0.048 |
0.029 |
-0.019 |
-39.6% |
0.091 |
| ATR |
0.060 |
0.058 |
-0.002 |
-3.7% |
0.000 |
| Volume |
15,377 |
17,232 |
1,855 |
12.1% |
73,774 |
|
| Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.312 |
2.295 |
2.237 |
|
| R3 |
2.283 |
2.266 |
2.229 |
|
| R2 |
2.254 |
2.254 |
2.226 |
|
| R1 |
2.237 |
2.237 |
2.224 |
2.231 |
| PP |
2.225 |
2.225 |
2.225 |
2.222 |
| S1 |
2.208 |
2.208 |
2.218 |
2.202 |
| S2 |
2.196 |
2.196 |
2.216 |
|
| S3 |
2.167 |
2.179 |
2.213 |
|
| S4 |
2.138 |
2.150 |
2.205 |
|
|
| 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 |
2.212 |
0.123 |
5.5% |
0.042 |
1.9% |
7% |
False |
True |
16,112 |
| 10 |
2.422 |
2.212 |
0.210 |
9.5% |
0.050 |
2.3% |
4% |
False |
True |
15,861 |
| 20 |
2.422 |
2.212 |
0.210 |
9.5% |
0.053 |
2.4% |
4% |
False |
True |
14,499 |
| 40 |
2.794 |
2.212 |
0.582 |
26.2% |
0.065 |
2.9% |
2% |
False |
True |
14,365 |
| 60 |
2.794 |
2.212 |
0.582 |
26.2% |
0.068 |
3.1% |
2% |
False |
True |
13,061 |
| 80 |
2.794 |
2.072 |
0.722 |
32.5% |
0.071 |
3.2% |
21% |
False |
False |
12,333 |
| 100 |
2.794 |
2.072 |
0.722 |
32.5% |
0.065 |
2.9% |
21% |
False |
False |
11,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.364 |
|
2.618 |
2.317 |
|
1.618 |
2.288 |
|
1.000 |
2.270 |
|
0.618 |
2.259 |
|
HIGH |
2.241 |
|
0.618 |
2.230 |
|
0.500 |
2.227 |
|
0.382 |
2.223 |
|
LOW |
2.212 |
|
0.618 |
2.194 |
|
1.000 |
2.183 |
|
1.618 |
2.165 |
|
2.618 |
2.136 |
|
4.250 |
2.089 |
|
|
| Fisher Pivots for day following 24-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.227 |
2.274 |
| PP |
2.225 |
2.256 |
| S1 |
2.223 |
2.239 |
|