NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 09-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.382 |
2.349 |
-0.033 |
-1.4% |
2.180 |
| High |
2.382 |
2.562 |
0.180 |
7.6% |
2.308 |
| Low |
2.340 |
2.333 |
-0.007 |
-0.3% |
2.176 |
| Close |
2.355 |
2.344 |
-0.011 |
-0.5% |
2.297 |
| Range |
0.042 |
0.229 |
0.187 |
445.2% |
0.132 |
| ATR |
0.065 |
0.076 |
0.012 |
18.2% |
0.000 |
| Volume |
32,657 |
51,897 |
19,240 |
58.9% |
108,159 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.100 |
2.951 |
2.470 |
|
| R3 |
2.871 |
2.722 |
2.407 |
|
| R2 |
2.642 |
2.642 |
2.386 |
|
| R1 |
2.493 |
2.493 |
2.365 |
2.453 |
| PP |
2.413 |
2.413 |
2.413 |
2.393 |
| S1 |
2.264 |
2.264 |
2.323 |
2.224 |
| S2 |
2.184 |
2.184 |
2.302 |
|
| S3 |
1.955 |
2.035 |
2.281 |
|
| S4 |
1.726 |
1.806 |
2.218 |
|
|
| 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 |
2.562 |
2.259 |
0.303 |
12.9% |
0.098 |
4.2% |
28% |
True |
False |
34,966 |
| 10 |
2.562 |
2.133 |
0.429 |
18.3% |
0.086 |
3.7% |
49% |
True |
False |
30,427 |
| 20 |
2.562 |
2.133 |
0.429 |
18.3% |
0.068 |
2.9% |
49% |
True |
False |
23,144 |
| 40 |
2.562 |
2.133 |
0.429 |
18.3% |
0.068 |
2.9% |
49% |
True |
False |
18,385 |
| 60 |
2.794 |
2.133 |
0.661 |
28.2% |
0.073 |
3.1% |
32% |
False |
False |
16,339 |
| 80 |
2.794 |
2.133 |
0.661 |
28.2% |
0.071 |
3.0% |
32% |
False |
False |
14,696 |
| 100 |
2.794 |
2.072 |
0.722 |
30.8% |
0.070 |
3.0% |
38% |
False |
False |
13,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.535 |
|
2.618 |
3.162 |
|
1.618 |
2.933 |
|
1.000 |
2.791 |
|
0.618 |
2.704 |
|
HIGH |
2.562 |
|
0.618 |
2.475 |
|
0.500 |
2.448 |
|
0.382 |
2.420 |
|
LOW |
2.333 |
|
0.618 |
2.191 |
|
1.000 |
2.104 |
|
1.618 |
1.962 |
|
2.618 |
1.733 |
|
4.250 |
1.360 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.448 |
2.443 |
| PP |
2.413 |
2.410 |
| S1 |
2.379 |
2.377 |
|