NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 27-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2.821 |
2.834 |
0.013 |
0.5% |
2.835 |
| High |
2.882 |
2.855 |
-0.027 |
-0.9% |
2.889 |
| Low |
2.801 |
2.799 |
-0.002 |
-0.1% |
2.769 |
| Close |
2.848 |
2.814 |
-0.034 |
-1.2% |
2.817 |
| Range |
0.081 |
0.056 |
-0.025 |
-30.9% |
0.120 |
| ATR |
0.070 |
0.069 |
-0.001 |
-1.4% |
0.000 |
| Volume |
10,984 |
10,413 |
-571 |
-5.2% |
55,748 |
|
| Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.991 |
2.958 |
2.845 |
|
| R3 |
2.935 |
2.902 |
2.829 |
|
| R2 |
2.879 |
2.879 |
2.824 |
|
| R1 |
2.846 |
2.846 |
2.819 |
2.835 |
| PP |
2.823 |
2.823 |
2.823 |
2.817 |
| S1 |
2.790 |
2.790 |
2.809 |
2.779 |
| S2 |
2.767 |
2.767 |
2.804 |
|
| S3 |
2.711 |
2.734 |
2.799 |
|
| S4 |
2.655 |
2.678 |
2.783 |
|
|
| Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.185 |
3.121 |
2.883 |
|
| R3 |
3.065 |
3.001 |
2.850 |
|
| R2 |
2.945 |
2.945 |
2.839 |
|
| R1 |
2.881 |
2.881 |
2.828 |
2.853 |
| PP |
2.825 |
2.825 |
2.825 |
2.811 |
| S1 |
2.761 |
2.761 |
2.806 |
2.733 |
| S2 |
2.705 |
2.705 |
2.795 |
|
| S3 |
2.585 |
2.641 |
2.784 |
|
| S4 |
2.465 |
2.521 |
2.751 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.882 |
2.769 |
0.113 |
4.0% |
0.062 |
2.2% |
40% |
False |
False |
10,637 |
| 10 |
2.889 |
2.769 |
0.120 |
4.3% |
0.068 |
2.4% |
38% |
False |
False |
11,472 |
| 20 |
3.074 |
2.769 |
0.305 |
10.8% |
0.066 |
2.3% |
15% |
False |
False |
10,954 |
| 40 |
3.074 |
2.592 |
0.482 |
17.1% |
0.066 |
2.3% |
46% |
False |
False |
10,598 |
| 60 |
3.074 |
2.305 |
0.769 |
27.3% |
0.069 |
2.4% |
66% |
False |
False |
9,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.093 |
|
2.618 |
3.002 |
|
1.618 |
2.946 |
|
1.000 |
2.911 |
|
0.618 |
2.890 |
|
HIGH |
2.855 |
|
0.618 |
2.834 |
|
0.500 |
2.827 |
|
0.382 |
2.820 |
|
LOW |
2.799 |
|
0.618 |
2.764 |
|
1.000 |
2.743 |
|
1.618 |
2.708 |
|
2.618 |
2.652 |
|
4.250 |
2.561 |
|
|
| Fisher Pivots for day following 27-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.827 |
2.827 |
| PP |
2.823 |
2.823 |
| S1 |
2.818 |
2.818 |
|