NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 01-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.247 |
2.276 |
0.029 |
1.3% |
2.310 |
| High |
2.308 |
2.277 |
-0.031 |
-1.3% |
2.335 |
| Low |
2.237 |
2.219 |
-0.018 |
-0.8% |
2.133 |
| Close |
2.282 |
2.265 |
-0.017 |
-0.7% |
2.162 |
| Range |
0.071 |
0.058 |
-0.013 |
-18.3% |
0.202 |
| ATR |
0.065 |
0.065 |
0.000 |
-0.2% |
0.000 |
| Volume |
33,156 |
28,884 |
-4,272 |
-12.9% |
85,983 |
|
| Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.428 |
2.404 |
2.297 |
|
| R3 |
2.370 |
2.346 |
2.281 |
|
| R2 |
2.312 |
2.312 |
2.276 |
|
| R1 |
2.288 |
2.288 |
2.270 |
2.271 |
| PP |
2.254 |
2.254 |
2.254 |
2.245 |
| S1 |
2.230 |
2.230 |
2.260 |
2.213 |
| S2 |
2.196 |
2.196 |
2.254 |
|
| S3 |
2.138 |
2.172 |
2.249 |
|
| S4 |
2.080 |
2.114 |
2.233 |
|
|
| 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 |
2.308 |
2.133 |
0.175 |
7.7% |
0.074 |
3.3% |
75% |
False |
False |
25,889 |
| 10 |
2.335 |
2.133 |
0.202 |
8.9% |
0.058 |
2.6% |
65% |
False |
False |
21,000 |
| 20 |
2.422 |
2.133 |
0.289 |
12.8% |
0.058 |
2.5% |
46% |
False |
False |
17,679 |
| 40 |
2.661 |
2.133 |
0.528 |
23.3% |
0.063 |
2.8% |
25% |
False |
False |
15,938 |
| 60 |
2.794 |
2.133 |
0.661 |
29.2% |
0.069 |
3.0% |
20% |
False |
False |
14,315 |
| 80 |
2.794 |
2.133 |
0.661 |
29.2% |
0.071 |
3.1% |
20% |
False |
False |
13,385 |
| 100 |
2.794 |
2.072 |
0.722 |
31.9% |
0.067 |
3.0% |
27% |
False |
False |
12,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.524 |
|
2.618 |
2.429 |
|
1.618 |
2.371 |
|
1.000 |
2.335 |
|
0.618 |
2.313 |
|
HIGH |
2.277 |
|
0.618 |
2.255 |
|
0.500 |
2.248 |
|
0.382 |
2.241 |
|
LOW |
2.219 |
|
0.618 |
2.183 |
|
1.000 |
2.161 |
|
1.618 |
2.125 |
|
2.618 |
2.067 |
|
4.250 |
1.973 |
|
|
| Fisher Pivots for day following 01-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.259 |
2.257 |
| PP |
2.254 |
2.250 |
| S1 |
2.248 |
2.242 |
|