NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 31-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.530 |
2.472 |
-0.058 |
-2.3% |
2.405 |
| High |
2.541 |
2.497 |
-0.044 |
-1.7% |
2.544 |
| Low |
2.459 |
2.404 |
-0.055 |
-2.2% |
2.360 |
| Close |
2.465 |
2.418 |
-0.047 |
-1.9% |
2.418 |
| Range |
0.082 |
0.093 |
0.011 |
13.4% |
0.184 |
| ATR |
0.074 |
0.075 |
0.001 |
1.9% |
0.000 |
| Volume |
34,295 |
35,859 |
1,564 |
4.6% |
166,518 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.719 |
2.661 |
2.469 |
|
| R3 |
2.626 |
2.568 |
2.444 |
|
| R2 |
2.533 |
2.533 |
2.435 |
|
| R1 |
2.475 |
2.475 |
2.427 |
2.458 |
| PP |
2.440 |
2.440 |
2.440 |
2.431 |
| S1 |
2.382 |
2.382 |
2.409 |
2.365 |
| S2 |
2.347 |
2.347 |
2.401 |
|
| S3 |
2.254 |
2.289 |
2.392 |
|
| S4 |
2.161 |
2.196 |
2.367 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.993 |
2.889 |
2.519 |
|
| R3 |
2.809 |
2.705 |
2.469 |
|
| R2 |
2.625 |
2.625 |
2.452 |
|
| R1 |
2.521 |
2.521 |
2.435 |
2.573 |
| PP |
2.441 |
2.441 |
2.441 |
2.467 |
| S1 |
2.337 |
2.337 |
2.401 |
2.389 |
| S2 |
2.257 |
2.257 |
2.384 |
|
| S3 |
2.073 |
2.153 |
2.367 |
|
| S4 |
1.889 |
1.969 |
2.317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.544 |
2.360 |
0.184 |
7.6% |
0.088 |
3.7% |
32% |
False |
False |
33,303 |
| 10 |
2.544 |
2.253 |
0.291 |
12.0% |
0.079 |
3.3% |
57% |
False |
False |
29,359 |
| 20 |
2.562 |
2.253 |
0.309 |
12.8% |
0.077 |
3.2% |
53% |
False |
False |
29,884 |
| 40 |
2.562 |
2.133 |
0.429 |
17.7% |
0.067 |
2.8% |
66% |
False |
False |
23,986 |
| 60 |
2.622 |
2.133 |
0.489 |
20.2% |
0.067 |
2.8% |
58% |
False |
False |
20,646 |
| 80 |
2.794 |
2.133 |
0.661 |
27.3% |
0.071 |
2.9% |
43% |
False |
False |
18,236 |
| 100 |
2.794 |
2.133 |
0.661 |
27.3% |
0.071 |
2.9% |
43% |
False |
False |
16,696 |
| 120 |
2.794 |
2.072 |
0.722 |
29.9% |
0.069 |
2.8% |
48% |
False |
False |
15,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.892 |
|
2.618 |
2.740 |
|
1.618 |
2.647 |
|
1.000 |
2.590 |
|
0.618 |
2.554 |
|
HIGH |
2.497 |
|
0.618 |
2.461 |
|
0.500 |
2.451 |
|
0.382 |
2.440 |
|
LOW |
2.404 |
|
0.618 |
2.347 |
|
1.000 |
2.311 |
|
1.618 |
2.254 |
|
2.618 |
2.161 |
|
4.250 |
2.009 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.451 |
2.474 |
| PP |
2.440 |
2.455 |
| S1 |
2.429 |
2.437 |
|