NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 16-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.348 |
2.373 |
0.025 |
1.1% |
2.300 |
| High |
2.378 |
2.385 |
0.007 |
0.3% |
2.562 |
| Low |
2.316 |
2.329 |
0.013 |
0.6% |
2.274 |
| Close |
2.366 |
2.350 |
-0.016 |
-0.7% |
2.355 |
| Range |
0.062 |
0.056 |
-0.006 |
-9.7% |
0.288 |
| ATR |
0.070 |
0.069 |
-0.001 |
-1.4% |
0.000 |
| Volume |
16,423 |
22,071 |
5,648 |
34.4% |
191,431 |
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.523 |
2.492 |
2.381 |
|
| R3 |
2.467 |
2.436 |
2.365 |
|
| R2 |
2.411 |
2.411 |
2.360 |
|
| R1 |
2.380 |
2.380 |
2.355 |
2.368 |
| PP |
2.355 |
2.355 |
2.355 |
2.348 |
| S1 |
2.324 |
2.324 |
2.345 |
2.312 |
| S2 |
2.299 |
2.299 |
2.340 |
|
| S3 |
2.243 |
2.268 |
2.335 |
|
| S4 |
2.187 |
2.212 |
2.319 |
|
|
| 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 |
2.385 |
2.306 |
0.079 |
3.4% |
0.052 |
2.2% |
56% |
True |
False |
26,313 |
| 10 |
2.562 |
2.259 |
0.303 |
12.9% |
0.075 |
3.2% |
30% |
False |
False |
30,639 |
| 20 |
2.562 |
2.133 |
0.429 |
18.3% |
0.066 |
2.8% |
51% |
False |
False |
25,820 |
| 40 |
2.562 |
2.133 |
0.429 |
18.3% |
0.063 |
2.7% |
51% |
False |
False |
19,618 |
| 60 |
2.794 |
2.133 |
0.661 |
28.1% |
0.068 |
2.9% |
33% |
False |
False |
17,566 |
| 80 |
2.794 |
2.133 |
0.661 |
28.1% |
0.069 |
2.9% |
33% |
False |
False |
15,690 |
| 100 |
2.794 |
2.072 |
0.722 |
30.7% |
0.071 |
3.0% |
39% |
False |
False |
14,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.623 |
|
2.618 |
2.532 |
|
1.618 |
2.476 |
|
1.000 |
2.441 |
|
0.618 |
2.420 |
|
HIGH |
2.385 |
|
0.618 |
2.364 |
|
0.500 |
2.357 |
|
0.382 |
2.350 |
|
LOW |
2.329 |
|
0.618 |
2.294 |
|
1.000 |
2.273 |
|
1.618 |
2.238 |
|
2.618 |
2.182 |
|
4.250 |
2.091 |
|
|
| Fisher Pivots for day following 16-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.357 |
2.351 |
| PP |
2.355 |
2.350 |
| S1 |
2.352 |
2.350 |
|