NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.405 |
2.372 |
-0.033 |
-1.4% |
2.332 |
| High |
2.427 |
2.461 |
0.034 |
1.4% |
2.414 |
| Low |
2.360 |
2.371 |
0.011 |
0.5% |
2.253 |
| Close |
2.385 |
2.458 |
0.073 |
3.1% |
2.410 |
| Range |
0.067 |
0.090 |
0.023 |
34.3% |
0.161 |
| ATR |
0.069 |
0.070 |
0.002 |
2.2% |
0.000 |
| Volume |
26,145 |
31,132 |
4,987 |
19.1% |
127,078 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.700 |
2.669 |
2.508 |
|
| R3 |
2.610 |
2.579 |
2.483 |
|
| R2 |
2.520 |
2.520 |
2.475 |
|
| R1 |
2.489 |
2.489 |
2.466 |
2.505 |
| PP |
2.430 |
2.430 |
2.430 |
2.438 |
| S1 |
2.399 |
2.399 |
2.450 |
2.415 |
| S2 |
2.340 |
2.340 |
2.442 |
|
| S3 |
2.250 |
2.309 |
2.433 |
|
| S4 |
2.160 |
2.219 |
2.409 |
|
|
| 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 |
2.461 |
2.273 |
0.188 |
7.6% |
0.077 |
3.1% |
98% |
True |
False |
29,520 |
| 10 |
2.461 |
2.253 |
0.208 |
8.5% |
0.066 |
2.7% |
99% |
True |
False |
23,909 |
| 20 |
2.562 |
2.219 |
0.343 |
14.0% |
0.071 |
2.9% |
70% |
False |
False |
28,452 |
| 40 |
2.562 |
2.133 |
0.429 |
17.5% |
0.064 |
2.6% |
76% |
False |
False |
22,256 |
| 60 |
2.794 |
2.133 |
0.661 |
26.9% |
0.067 |
2.7% |
49% |
False |
False |
19,629 |
| 80 |
2.794 |
2.133 |
0.661 |
26.9% |
0.070 |
2.8% |
49% |
False |
False |
17,346 |
| 100 |
2.794 |
2.072 |
0.722 |
29.4% |
0.072 |
2.9% |
53% |
False |
False |
16,000 |
| 120 |
2.794 |
2.072 |
0.722 |
29.4% |
0.067 |
2.7% |
53% |
False |
False |
14,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.844 |
|
2.618 |
2.697 |
|
1.618 |
2.607 |
|
1.000 |
2.551 |
|
0.618 |
2.517 |
|
HIGH |
2.461 |
|
0.618 |
2.427 |
|
0.500 |
2.416 |
|
0.382 |
2.405 |
|
LOW |
2.371 |
|
0.618 |
2.315 |
|
1.000 |
2.281 |
|
1.618 |
2.225 |
|
2.618 |
2.135 |
|
4.250 |
1.989 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.444 |
2.438 |
| PP |
2.430 |
2.417 |
| S1 |
2.416 |
2.397 |
|