NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 26-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.213 |
2.144 |
-0.069 |
-3.1% |
2.310 |
| High |
2.213 |
2.180 |
-0.033 |
-1.5% |
2.335 |
| Low |
2.133 |
2.136 |
0.003 |
0.1% |
2.133 |
| Close |
2.154 |
2.162 |
0.008 |
0.4% |
2.162 |
| Range |
0.080 |
0.044 |
-0.036 |
-45.0% |
0.202 |
| ATR |
0.060 |
0.059 |
-0.001 |
-1.9% |
0.000 |
| Volume |
25,522 |
14,321 |
-11,201 |
-43.9% |
85,983 |
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.291 |
2.271 |
2.186 |
|
| R3 |
2.247 |
2.227 |
2.174 |
|
| R2 |
2.203 |
2.203 |
2.170 |
|
| R1 |
2.183 |
2.183 |
2.166 |
2.193 |
| PP |
2.159 |
2.159 |
2.159 |
2.165 |
| S1 |
2.139 |
2.139 |
2.158 |
2.149 |
| S2 |
2.115 |
2.115 |
2.154 |
|
| S3 |
2.071 |
2.095 |
2.150 |
|
| S4 |
2.027 |
2.051 |
2.138 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.816 |
2.691 |
2.273 |
|
| R3 |
2.614 |
2.489 |
2.218 |
|
| R2 |
2.412 |
2.412 |
2.199 |
|
| R1 |
2.287 |
2.287 |
2.181 |
2.249 |
| PP |
2.210 |
2.210 |
2.210 |
2.191 |
| S1 |
2.085 |
2.085 |
2.143 |
2.047 |
| S2 |
2.008 |
2.008 |
2.125 |
|
| S3 |
1.806 |
1.883 |
2.106 |
|
| S4 |
1.604 |
1.681 |
2.051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.335 |
2.133 |
0.202 |
9.3% |
0.055 |
2.5% |
14% |
False |
False |
17,196 |
| 10 |
2.360 |
2.133 |
0.227 |
10.5% |
0.049 |
2.3% |
13% |
False |
False |
15,975 |
| 20 |
2.422 |
2.133 |
0.289 |
13.4% |
0.053 |
2.5% |
10% |
False |
False |
15,246 |
| 40 |
2.794 |
2.133 |
0.661 |
30.6% |
0.064 |
2.9% |
4% |
False |
False |
14,831 |
| 60 |
2.794 |
2.133 |
0.661 |
30.6% |
0.068 |
3.2% |
4% |
False |
False |
13,370 |
| 80 |
2.794 |
2.072 |
0.722 |
33.4% |
0.071 |
3.3% |
12% |
False |
False |
12,622 |
| 100 |
2.794 |
2.072 |
0.722 |
33.4% |
0.066 |
3.0% |
12% |
False |
False |
11,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.367 |
|
2.618 |
2.295 |
|
1.618 |
2.251 |
|
1.000 |
2.224 |
|
0.618 |
2.207 |
|
HIGH |
2.180 |
|
0.618 |
2.163 |
|
0.500 |
2.158 |
|
0.382 |
2.153 |
|
LOW |
2.136 |
|
0.618 |
2.109 |
|
1.000 |
2.092 |
|
1.618 |
2.065 |
|
2.618 |
2.021 |
|
4.250 |
1.949 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.161 |
2.187 |
| PP |
2.159 |
2.179 |
| S1 |
2.158 |
2.170 |
|