NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 08-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.328 |
2.382 |
0.054 |
2.3% |
2.180 |
| High |
2.401 |
2.382 |
-0.019 |
-0.8% |
2.308 |
| Low |
2.324 |
2.340 |
0.016 |
0.7% |
2.176 |
| Close |
2.381 |
2.355 |
-0.026 |
-1.1% |
2.297 |
| Range |
0.077 |
0.042 |
-0.035 |
-45.5% |
0.132 |
| ATR |
0.066 |
0.065 |
-0.002 |
-2.6% |
0.000 |
| Volume |
34,130 |
32,657 |
-1,473 |
-4.3% |
108,159 |
|
| Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.485 |
2.462 |
2.378 |
|
| R3 |
2.443 |
2.420 |
2.367 |
|
| R2 |
2.401 |
2.401 |
2.363 |
|
| R1 |
2.378 |
2.378 |
2.359 |
2.369 |
| PP |
2.359 |
2.359 |
2.359 |
2.354 |
| S1 |
2.336 |
2.336 |
2.351 |
2.327 |
| S2 |
2.317 |
2.317 |
2.347 |
|
| S3 |
2.275 |
2.294 |
2.343 |
|
| S4 |
2.233 |
2.252 |
2.332 |
|
|
| 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 |
7.7% |
0.063 |
2.7% |
75% |
False |
False |
30,363 |
| 10 |
2.401 |
2.133 |
0.268 |
11.4% |
0.066 |
2.8% |
83% |
False |
False |
26,961 |
| 20 |
2.422 |
2.133 |
0.289 |
12.3% |
0.061 |
2.6% |
77% |
False |
False |
21,303 |
| 40 |
2.559 |
2.133 |
0.426 |
18.1% |
0.064 |
2.7% |
52% |
False |
False |
17,472 |
| 60 |
2.794 |
2.133 |
0.661 |
28.1% |
0.070 |
3.0% |
34% |
False |
False |
15,605 |
| 80 |
2.794 |
2.133 |
0.661 |
28.1% |
0.069 |
2.9% |
34% |
False |
False |
14,150 |
| 100 |
2.794 |
2.072 |
0.722 |
30.7% |
0.068 |
2.9% |
39% |
False |
False |
13,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.561 |
|
2.618 |
2.492 |
|
1.618 |
2.450 |
|
1.000 |
2.424 |
|
0.618 |
2.408 |
|
HIGH |
2.382 |
|
0.618 |
2.366 |
|
0.500 |
2.361 |
|
0.382 |
2.356 |
|
LOW |
2.340 |
|
0.618 |
2.314 |
|
1.000 |
2.298 |
|
1.618 |
2.272 |
|
2.618 |
2.230 |
|
4.250 |
2.162 |
|
|
| Fisher Pivots for day following 08-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.361 |
2.349 |
| PP |
2.359 |
2.343 |
| S1 |
2.357 |
2.338 |
|