NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 29-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.372 |
2.453 |
0.081 |
3.4% |
2.332 |
| High |
2.461 |
2.544 |
0.083 |
3.4% |
2.414 |
| Low |
2.371 |
2.434 |
0.063 |
2.7% |
2.253 |
| Close |
2.458 |
2.538 |
0.080 |
3.3% |
2.410 |
| Range |
0.090 |
0.110 |
0.020 |
22.2% |
0.161 |
| ATR |
0.070 |
0.073 |
0.003 |
4.1% |
0.000 |
| Volume |
31,132 |
39,087 |
7,955 |
25.6% |
127,078 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.835 |
2.797 |
2.599 |
|
| R3 |
2.725 |
2.687 |
2.568 |
|
| R2 |
2.615 |
2.615 |
2.558 |
|
| R1 |
2.577 |
2.577 |
2.548 |
2.596 |
| PP |
2.505 |
2.505 |
2.505 |
2.515 |
| S1 |
2.467 |
2.467 |
2.528 |
2.486 |
| S2 |
2.395 |
2.395 |
2.518 |
|
| S3 |
2.285 |
2.357 |
2.508 |
|
| S4 |
2.175 |
2.247 |
2.478 |
|
|
| 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 |
2.544 |
2.283 |
0.261 |
10.3% |
0.091 |
3.6% |
98% |
True |
False |
31,765 |
| 10 |
2.544 |
2.253 |
0.291 |
11.5% |
0.071 |
2.8% |
98% |
True |
False |
26,176 |
| 20 |
2.562 |
2.219 |
0.343 |
13.5% |
0.073 |
2.9% |
93% |
False |
False |
28,748 |
| 40 |
2.562 |
2.133 |
0.429 |
16.9% |
0.065 |
2.6% |
94% |
False |
False |
22,982 |
| 60 |
2.794 |
2.133 |
0.661 |
26.0% |
0.068 |
2.7% |
61% |
False |
False |
20,108 |
| 80 |
2.794 |
2.133 |
0.661 |
26.0% |
0.070 |
2.8% |
61% |
False |
False |
17,683 |
| 100 |
2.794 |
2.072 |
0.722 |
28.4% |
0.073 |
2.9% |
65% |
False |
False |
16,309 |
| 120 |
2.794 |
2.072 |
0.722 |
28.4% |
0.068 |
2.7% |
65% |
False |
False |
14,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.012 |
|
2.618 |
2.832 |
|
1.618 |
2.722 |
|
1.000 |
2.654 |
|
0.618 |
2.612 |
|
HIGH |
2.544 |
|
0.618 |
2.502 |
|
0.500 |
2.489 |
|
0.382 |
2.476 |
|
LOW |
2.434 |
|
0.618 |
2.366 |
|
1.000 |
2.324 |
|
1.618 |
2.256 |
|
2.618 |
2.146 |
|
4.250 |
1.967 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.522 |
2.509 |
| PP |
2.505 |
2.481 |
| S1 |
2.489 |
2.452 |
|