NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.294 |
2.371 |
0.077 |
3.4% |
2.332 |
| High |
2.391 |
2.414 |
0.023 |
1.0% |
2.414 |
| Low |
2.283 |
2.332 |
0.049 |
2.1% |
2.253 |
| Close |
2.371 |
2.410 |
0.039 |
1.6% |
2.410 |
| Range |
0.108 |
0.082 |
-0.026 |
-24.1% |
0.161 |
| ATR |
0.068 |
0.069 |
0.001 |
1.5% |
0.000 |
| Volume |
35,946 |
26,519 |
-9,427 |
-26.2% |
127,078 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.631 |
2.603 |
2.455 |
|
| R3 |
2.549 |
2.521 |
2.433 |
|
| R2 |
2.467 |
2.467 |
2.425 |
|
| R1 |
2.439 |
2.439 |
2.418 |
2.453 |
| PP |
2.385 |
2.385 |
2.385 |
2.393 |
| S1 |
2.357 |
2.357 |
2.402 |
2.371 |
| S2 |
2.303 |
2.303 |
2.395 |
|
| S3 |
2.221 |
2.275 |
2.387 |
|
| S4 |
2.139 |
2.193 |
2.365 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.842 |
2.787 |
2.499 |
|
| R3 |
2.681 |
2.626 |
2.454 |
|
| R2 |
2.520 |
2.520 |
2.440 |
|
| R1 |
2.465 |
2.465 |
2.425 |
2.493 |
| PP |
2.359 |
2.359 |
2.359 |
2.373 |
| S1 |
2.304 |
2.304 |
2.395 |
2.332 |
| S2 |
2.198 |
2.198 |
2.380 |
|
| S3 |
2.037 |
2.143 |
2.366 |
|
| S4 |
1.876 |
1.982 |
2.321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.414 |
2.253 |
0.161 |
6.7% |
0.070 |
2.9% |
98% |
True |
False |
25,415 |
| 10 |
2.414 |
2.253 |
0.161 |
6.7% |
0.060 |
2.5% |
98% |
True |
False |
23,973 |
| 20 |
2.562 |
2.136 |
0.426 |
17.7% |
0.071 |
3.0% |
64% |
False |
False |
27,682 |
| 40 |
2.562 |
2.133 |
0.429 |
17.8% |
0.063 |
2.6% |
65% |
False |
False |
21,410 |
| 60 |
2.794 |
2.133 |
0.661 |
27.4% |
0.067 |
2.8% |
42% |
False |
False |
19,083 |
| 80 |
2.794 |
2.133 |
0.661 |
27.4% |
0.069 |
2.9% |
42% |
False |
False |
16,882 |
| 100 |
2.794 |
2.072 |
0.722 |
30.0% |
0.071 |
3.0% |
47% |
False |
False |
15,560 |
| 120 |
2.794 |
2.072 |
0.722 |
30.0% |
0.067 |
2.8% |
47% |
False |
False |
13,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.763 |
|
2.618 |
2.629 |
|
1.618 |
2.547 |
|
1.000 |
2.496 |
|
0.618 |
2.465 |
|
HIGH |
2.414 |
|
0.618 |
2.383 |
|
0.500 |
2.373 |
|
0.382 |
2.363 |
|
LOW |
2.332 |
|
0.618 |
2.281 |
|
1.000 |
2.250 |
|
1.618 |
2.199 |
|
2.618 |
2.117 |
|
4.250 |
1.984 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.398 |
2.388 |
| PP |
2.385 |
2.366 |
| S1 |
2.373 |
2.344 |
|