NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 02-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.276 |
2.271 |
-0.005 |
-0.2% |
2.310 |
| High |
2.277 |
2.305 |
0.028 |
1.2% |
2.335 |
| Low |
2.219 |
2.259 |
0.040 |
1.8% |
2.133 |
| Close |
2.265 |
2.297 |
0.032 |
1.4% |
2.162 |
| Range |
0.058 |
0.046 |
-0.012 |
-20.7% |
0.202 |
| ATR |
0.065 |
0.063 |
-0.001 |
-2.1% |
0.000 |
| Volume |
28,884 |
18,554 |
-10,330 |
-35.8% |
85,983 |
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.425 |
2.407 |
2.322 |
|
| R3 |
2.379 |
2.361 |
2.310 |
|
| R2 |
2.333 |
2.333 |
2.305 |
|
| R1 |
2.315 |
2.315 |
2.301 |
2.324 |
| PP |
2.287 |
2.287 |
2.287 |
2.292 |
| S1 |
2.269 |
2.269 |
2.293 |
2.278 |
| S2 |
2.241 |
2.241 |
2.289 |
|
| S3 |
2.195 |
2.223 |
2.284 |
|
| S4 |
2.149 |
2.177 |
2.272 |
|
|
| 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 |
2.136 |
0.172 |
7.5% |
0.067 |
2.9% |
94% |
False |
False |
24,496 |
| 10 |
2.335 |
2.133 |
0.202 |
8.8% |
0.059 |
2.6% |
81% |
False |
False |
21,159 |
| 20 |
2.422 |
2.133 |
0.289 |
12.6% |
0.058 |
2.5% |
57% |
False |
False |
18,089 |
| 40 |
2.622 |
2.133 |
0.489 |
21.3% |
0.063 |
2.7% |
34% |
False |
False |
16,028 |
| 60 |
2.794 |
2.133 |
0.661 |
28.8% |
0.069 |
3.0% |
25% |
False |
False |
14,353 |
| 80 |
2.794 |
2.133 |
0.661 |
28.8% |
0.070 |
3.0% |
25% |
False |
False |
13,399 |
| 100 |
2.794 |
2.072 |
0.722 |
31.4% |
0.067 |
2.9% |
31% |
False |
False |
12,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.501 |
|
2.618 |
2.425 |
|
1.618 |
2.379 |
|
1.000 |
2.351 |
|
0.618 |
2.333 |
|
HIGH |
2.305 |
|
0.618 |
2.287 |
|
0.500 |
2.282 |
|
0.382 |
2.277 |
|
LOW |
2.259 |
|
0.618 |
2.231 |
|
1.000 |
2.213 |
|
1.618 |
2.185 |
|
2.618 |
2.139 |
|
4.250 |
2.064 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.292 |
2.286 |
| PP |
2.287 |
2.275 |
| S1 |
2.282 |
2.264 |
|