NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 07-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.300 |
2.328 |
0.028 |
1.2% |
2.180 |
| High |
2.368 |
2.401 |
0.033 |
1.4% |
2.308 |
| Low |
2.274 |
2.324 |
0.050 |
2.2% |
2.176 |
| Close |
2.335 |
2.381 |
0.046 |
2.0% |
2.297 |
| Range |
0.094 |
0.077 |
-0.017 |
-18.1% |
0.132 |
| ATR |
0.066 |
0.066 |
0.001 |
1.3% |
0.000 |
| Volume |
37,592 |
34,130 |
-3,462 |
-9.2% |
108,159 |
|
| Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.600 |
2.567 |
2.423 |
|
| R3 |
2.523 |
2.490 |
2.402 |
|
| R2 |
2.446 |
2.446 |
2.395 |
|
| R1 |
2.413 |
2.413 |
2.388 |
2.430 |
| PP |
2.369 |
2.369 |
2.369 |
2.377 |
| S1 |
2.336 |
2.336 |
2.374 |
2.353 |
| S2 |
2.292 |
2.292 |
2.367 |
|
| S3 |
2.215 |
2.259 |
2.360 |
|
| S4 |
2.138 |
2.182 |
2.339 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.656 |
2.609 |
2.370 |
|
| R3 |
2.524 |
2.477 |
2.333 |
|
| R2 |
2.392 |
2.392 |
2.321 |
|
| R1 |
2.345 |
2.345 |
2.309 |
2.369 |
| PP |
2.260 |
2.260 |
2.260 |
2.272 |
| S1 |
2.213 |
2.213 |
2.285 |
2.237 |
| S2 |
2.128 |
2.128 |
2.273 |
|
| S3 |
1.996 |
2.081 |
2.261 |
|
| S4 |
1.864 |
1.949 |
2.224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.401 |
2.219 |
0.182 |
7.6% |
0.069 |
2.9% |
89% |
True |
False |
30,463 |
| 10 |
2.401 |
2.133 |
0.268 |
11.3% |
0.066 |
2.8% |
93% |
True |
False |
25,233 |
| 20 |
2.422 |
2.133 |
0.289 |
12.1% |
0.061 |
2.6% |
86% |
False |
False |
20,321 |
| 40 |
2.573 |
2.133 |
0.440 |
18.5% |
0.064 |
2.7% |
56% |
False |
False |
17,025 |
| 60 |
2.794 |
2.133 |
0.661 |
27.8% |
0.070 |
2.9% |
38% |
False |
False |
15,226 |
| 80 |
2.794 |
2.133 |
0.661 |
27.8% |
0.069 |
2.9% |
38% |
False |
False |
13,870 |
| 100 |
2.794 |
2.072 |
0.722 |
30.3% |
0.068 |
2.9% |
43% |
False |
False |
12,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.728 |
|
2.618 |
2.603 |
|
1.618 |
2.526 |
|
1.000 |
2.478 |
|
0.618 |
2.449 |
|
HIGH |
2.401 |
|
0.618 |
2.372 |
|
0.500 |
2.363 |
|
0.382 |
2.353 |
|
LOW |
2.324 |
|
0.618 |
2.276 |
|
1.000 |
2.247 |
|
1.618 |
2.199 |
|
2.618 |
2.122 |
|
4.250 |
1.997 |
|
|
| Fisher Pivots for day following 07-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.375 |
2.364 |
| PP |
2.369 |
2.347 |
| S1 |
2.363 |
2.330 |
|