NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.326 |
2.348 |
0.022 |
0.9% |
2.300 |
| High |
2.361 |
2.378 |
0.017 |
0.7% |
2.562 |
| Low |
2.316 |
2.316 |
0.000 |
0.0% |
2.274 |
| Close |
2.348 |
2.366 |
0.018 |
0.8% |
2.355 |
| Range |
0.045 |
0.062 |
0.017 |
37.8% |
0.288 |
| ATR |
0.071 |
0.070 |
-0.001 |
-0.9% |
0.000 |
| Volume |
25,219 |
16,423 |
-8,796 |
-34.9% |
191,431 |
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.539 |
2.515 |
2.400 |
|
| R3 |
2.477 |
2.453 |
2.383 |
|
| R2 |
2.415 |
2.415 |
2.377 |
|
| R1 |
2.391 |
2.391 |
2.372 |
2.403 |
| PP |
2.353 |
2.353 |
2.353 |
2.360 |
| S1 |
2.329 |
2.329 |
2.360 |
2.341 |
| S2 |
2.291 |
2.291 |
2.355 |
|
| S3 |
2.229 |
2.267 |
2.349 |
|
| S4 |
2.167 |
2.205 |
2.332 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.261 |
3.096 |
2.513 |
|
| R3 |
2.973 |
2.808 |
2.434 |
|
| R2 |
2.685 |
2.685 |
2.408 |
|
| R1 |
2.520 |
2.520 |
2.381 |
2.603 |
| PP |
2.397 |
2.397 |
2.397 |
2.438 |
| S1 |
2.232 |
2.232 |
2.329 |
2.315 |
| S2 |
2.109 |
2.109 |
2.302 |
|
| S3 |
1.821 |
1.944 |
2.276 |
|
| S4 |
1.533 |
1.656 |
2.197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.562 |
2.306 |
0.256 |
10.8% |
0.087 |
3.7% |
23% |
False |
False |
32,278 |
| 10 |
2.562 |
2.219 |
0.343 |
14.5% |
0.075 |
3.2% |
43% |
False |
False |
31,320 |
| 20 |
2.562 |
2.133 |
0.429 |
18.1% |
0.066 |
2.8% |
54% |
False |
False |
25,372 |
| 40 |
2.562 |
2.133 |
0.429 |
18.1% |
0.064 |
2.7% |
54% |
False |
False |
19,365 |
| 60 |
2.794 |
2.133 |
0.661 |
27.9% |
0.069 |
2.9% |
35% |
False |
False |
17,477 |
| 80 |
2.794 |
2.133 |
0.661 |
27.9% |
0.069 |
2.9% |
35% |
False |
False |
15,500 |
| 100 |
2.794 |
2.072 |
0.722 |
30.5% |
0.071 |
3.0% |
41% |
False |
False |
14,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.642 |
|
2.618 |
2.540 |
|
1.618 |
2.478 |
|
1.000 |
2.440 |
|
0.618 |
2.416 |
|
HIGH |
2.378 |
|
0.618 |
2.354 |
|
0.500 |
2.347 |
|
0.382 |
2.340 |
|
LOW |
2.316 |
|
0.618 |
2.278 |
|
1.000 |
2.254 |
|
1.618 |
2.216 |
|
2.618 |
2.154 |
|
4.250 |
2.053 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.360 |
2.358 |
| PP |
2.353 |
2.350 |
| S1 |
2.347 |
2.342 |
|