NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 29-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.144 |
2.180 |
0.036 |
1.7% |
2.310 |
| High |
2.180 |
2.293 |
0.113 |
5.2% |
2.335 |
| Low |
2.136 |
2.176 |
0.040 |
1.9% |
2.133 |
| Close |
2.162 |
2.255 |
0.093 |
4.3% |
2.162 |
| Range |
0.044 |
0.117 |
0.073 |
165.9% |
0.202 |
| ATR |
0.059 |
0.064 |
0.005 |
8.7% |
0.000 |
| Volume |
14,321 |
27,565 |
13,244 |
92.5% |
85,983 |
|
| Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.592 |
2.541 |
2.319 |
|
| R3 |
2.475 |
2.424 |
2.287 |
|
| R2 |
2.358 |
2.358 |
2.276 |
|
| R1 |
2.307 |
2.307 |
2.266 |
2.333 |
| PP |
2.241 |
2.241 |
2.241 |
2.254 |
| S1 |
2.190 |
2.190 |
2.244 |
2.216 |
| S2 |
2.124 |
2.124 |
2.234 |
|
| S3 |
2.007 |
2.073 |
2.223 |
|
| S4 |
1.890 |
1.956 |
2.191 |
|
|
| 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 |
2.293 |
2.133 |
0.160 |
7.1% |
0.064 |
2.8% |
76% |
True |
False |
20,003 |
| 10 |
2.335 |
2.133 |
0.202 |
9.0% |
0.055 |
2.4% |
60% |
False |
False |
17,587 |
| 20 |
2.422 |
2.133 |
0.289 |
12.8% |
0.056 |
2.5% |
42% |
False |
False |
16,061 |
| 40 |
2.794 |
2.133 |
0.661 |
29.3% |
0.065 |
2.9% |
18% |
False |
False |
15,218 |
| 60 |
2.794 |
2.133 |
0.661 |
29.3% |
0.069 |
3.1% |
18% |
False |
False |
13,644 |
| 80 |
2.794 |
2.072 |
0.722 |
32.0% |
0.072 |
3.2% |
25% |
False |
False |
12,887 |
| 100 |
2.794 |
2.072 |
0.722 |
32.0% |
0.067 |
3.0% |
25% |
False |
False |
11,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.790 |
|
2.618 |
2.599 |
|
1.618 |
2.482 |
|
1.000 |
2.410 |
|
0.618 |
2.365 |
|
HIGH |
2.293 |
|
0.618 |
2.248 |
|
0.500 |
2.235 |
|
0.382 |
2.221 |
|
LOW |
2.176 |
|
0.618 |
2.104 |
|
1.000 |
2.059 |
|
1.618 |
1.987 |
|
2.618 |
1.870 |
|
4.250 |
1.679 |
|
|
| Fisher Pivots for day following 29-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.248 |
2.241 |
| PP |
2.241 |
2.227 |
| S1 |
2.235 |
2.213 |
|