NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 20-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.350 |
2.332 |
-0.018 |
-0.8% |
2.313 |
| High |
2.371 |
2.338 |
-0.033 |
-1.4% |
2.385 |
| Low |
2.336 |
2.253 |
-0.083 |
-3.6% |
2.306 |
| Close |
2.350 |
2.291 |
-0.059 |
-2.5% |
2.350 |
| Range |
0.035 |
0.085 |
0.050 |
142.9% |
0.079 |
| ATR |
0.067 |
0.069 |
0.002 |
3.2% |
0.000 |
| Volume |
16,250 |
20,975 |
4,725 |
29.1% |
112,660 |
|
| Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.549 |
2.505 |
2.338 |
|
| R3 |
2.464 |
2.420 |
2.314 |
|
| R2 |
2.379 |
2.379 |
2.307 |
|
| R1 |
2.335 |
2.335 |
2.299 |
2.315 |
| PP |
2.294 |
2.294 |
2.294 |
2.284 |
| S1 |
2.250 |
2.250 |
2.283 |
2.230 |
| S2 |
2.209 |
2.209 |
2.275 |
|
| S3 |
2.124 |
2.165 |
2.268 |
|
| S4 |
2.039 |
2.080 |
2.244 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.584 |
2.546 |
2.393 |
|
| R3 |
2.505 |
2.467 |
2.372 |
|
| R2 |
2.426 |
2.426 |
2.364 |
|
| R1 |
2.388 |
2.388 |
2.357 |
2.407 |
| PP |
2.347 |
2.347 |
2.347 |
2.357 |
| S1 |
2.309 |
2.309 |
2.343 |
2.328 |
| S2 |
2.268 |
2.268 |
2.336 |
|
| S3 |
2.189 |
2.230 |
2.328 |
|
| S4 |
2.110 |
2.151 |
2.307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.385 |
2.253 |
0.132 |
5.8% |
0.057 |
2.5% |
29% |
False |
True |
20,187 |
| 10 |
2.562 |
2.253 |
0.309 |
13.5% |
0.073 |
3.2% |
12% |
False |
True |
28,747 |
| 20 |
2.562 |
2.133 |
0.429 |
18.7% |
0.070 |
3.0% |
37% |
False |
False |
25,960 |
| 40 |
2.562 |
2.133 |
0.429 |
18.7% |
0.063 |
2.7% |
37% |
False |
False |
19,880 |
| 60 |
2.794 |
2.133 |
0.661 |
28.9% |
0.068 |
3.0% |
24% |
False |
False |
17,906 |
| 80 |
2.794 |
2.133 |
0.661 |
28.9% |
0.069 |
3.0% |
24% |
False |
False |
15,983 |
| 100 |
2.794 |
2.072 |
0.722 |
31.5% |
0.072 |
3.1% |
30% |
False |
False |
14,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.699 |
|
2.618 |
2.561 |
|
1.618 |
2.476 |
|
1.000 |
2.423 |
|
0.618 |
2.391 |
|
HIGH |
2.338 |
|
0.618 |
2.306 |
|
0.500 |
2.296 |
|
0.382 |
2.285 |
|
LOW |
2.253 |
|
0.618 |
2.200 |
|
1.000 |
2.168 |
|
1.618 |
2.115 |
|
2.618 |
2.030 |
|
4.250 |
1.892 |
|
|
| Fisher Pivots for day following 20-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.296 |
2.319 |
| PP |
2.294 |
2.310 |
| S1 |
2.293 |
2.300 |
|