NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.453 |
2.530 |
0.077 |
3.1% |
2.332 |
| High |
2.544 |
2.541 |
-0.003 |
-0.1% |
2.414 |
| Low |
2.434 |
2.459 |
0.025 |
1.0% |
2.253 |
| Close |
2.538 |
2.465 |
-0.073 |
-2.9% |
2.410 |
| Range |
0.110 |
0.082 |
-0.028 |
-25.5% |
0.161 |
| ATR |
0.073 |
0.074 |
0.001 |
0.9% |
0.000 |
| Volume |
39,087 |
34,295 |
-4,792 |
-12.3% |
127,078 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.734 |
2.682 |
2.510 |
|
| R3 |
2.652 |
2.600 |
2.488 |
|
| R2 |
2.570 |
2.570 |
2.480 |
|
| R1 |
2.518 |
2.518 |
2.473 |
2.503 |
| PP |
2.488 |
2.488 |
2.488 |
2.481 |
| S1 |
2.436 |
2.436 |
2.457 |
2.421 |
| S2 |
2.406 |
2.406 |
2.450 |
|
| S3 |
2.324 |
2.354 |
2.442 |
|
| S4 |
2.242 |
2.272 |
2.420 |
|
|
| 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 |
2.332 |
0.212 |
8.6% |
0.086 |
3.5% |
63% |
False |
False |
31,435 |
| 10 |
2.544 |
2.253 |
0.291 |
11.8% |
0.074 |
3.0% |
73% |
False |
False |
27,398 |
| 20 |
2.562 |
2.253 |
0.309 |
12.5% |
0.074 |
3.0% |
69% |
False |
False |
29,019 |
| 40 |
2.562 |
2.133 |
0.429 |
17.4% |
0.066 |
2.7% |
77% |
False |
False |
23,349 |
| 60 |
2.661 |
2.133 |
0.528 |
21.4% |
0.067 |
2.7% |
63% |
False |
False |
20,298 |
| 80 |
2.794 |
2.133 |
0.661 |
26.8% |
0.070 |
2.8% |
50% |
False |
False |
17,991 |
| 100 |
2.794 |
2.133 |
0.661 |
26.8% |
0.071 |
2.9% |
50% |
False |
False |
16,512 |
| 120 |
2.794 |
2.072 |
0.722 |
29.3% |
0.068 |
2.8% |
54% |
False |
False |
14,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.890 |
|
2.618 |
2.756 |
|
1.618 |
2.674 |
|
1.000 |
2.623 |
|
0.618 |
2.592 |
|
HIGH |
2.541 |
|
0.618 |
2.510 |
|
0.500 |
2.500 |
|
0.382 |
2.490 |
|
LOW |
2.459 |
|
0.618 |
2.408 |
|
1.000 |
2.377 |
|
1.618 |
2.326 |
|
2.618 |
2.244 |
|
4.250 |
2.111 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.500 |
2.463 |
| PP |
2.488 |
2.460 |
| S1 |
2.477 |
2.458 |
|