NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.332 |
2.300 |
-0.032 |
-1.4% |
2.313 |
| High |
2.338 |
2.316 |
-0.022 |
-0.9% |
2.385 |
| Low |
2.253 |
2.276 |
0.023 |
1.0% |
2.306 |
| Close |
2.291 |
2.310 |
0.019 |
0.8% |
2.350 |
| Range |
0.085 |
0.040 |
-0.045 |
-52.9% |
0.079 |
| ATR |
0.069 |
0.067 |
-0.002 |
-3.0% |
0.000 |
| Volume |
20,975 |
15,776 |
-5,199 |
-24.8% |
112,660 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.421 |
2.405 |
2.332 |
|
| R3 |
2.381 |
2.365 |
2.321 |
|
| R2 |
2.341 |
2.341 |
2.317 |
|
| R1 |
2.325 |
2.325 |
2.314 |
2.333 |
| PP |
2.301 |
2.301 |
2.301 |
2.305 |
| S1 |
2.285 |
2.285 |
2.306 |
2.293 |
| S2 |
2.261 |
2.261 |
2.303 |
|
| S3 |
2.221 |
2.245 |
2.299 |
|
| S4 |
2.181 |
2.205 |
2.288 |
|
|
| 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 |
5.7% |
0.056 |
2.4% |
43% |
False |
False |
18,299 |
| 10 |
2.562 |
2.253 |
0.309 |
13.4% |
0.069 |
3.0% |
18% |
False |
False |
26,912 |
| 20 |
2.562 |
2.133 |
0.429 |
18.6% |
0.068 |
2.9% |
41% |
False |
False |
26,072 |
| 40 |
2.562 |
2.133 |
0.429 |
18.6% |
0.062 |
2.7% |
41% |
False |
False |
20,013 |
| 60 |
2.794 |
2.133 |
0.661 |
28.6% |
0.067 |
2.9% |
27% |
False |
False |
18,061 |
| 80 |
2.794 |
2.133 |
0.661 |
28.6% |
0.068 |
3.0% |
27% |
False |
False |
16,116 |
| 100 |
2.794 |
2.072 |
0.722 |
31.3% |
0.071 |
3.1% |
33% |
False |
False |
14,919 |
| 120 |
2.794 |
2.072 |
0.722 |
31.3% |
0.066 |
2.8% |
33% |
False |
False |
13,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.486 |
|
2.618 |
2.421 |
|
1.618 |
2.381 |
|
1.000 |
2.356 |
|
0.618 |
2.341 |
|
HIGH |
2.316 |
|
0.618 |
2.301 |
|
0.500 |
2.296 |
|
0.382 |
2.291 |
|
LOW |
2.276 |
|
0.618 |
2.251 |
|
1.000 |
2.236 |
|
1.618 |
2.211 |
|
2.618 |
2.171 |
|
4.250 |
2.106 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.305 |
2.312 |
| PP |
2.301 |
2.311 |
| S1 |
2.296 |
2.311 |
|