NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 28-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2020 |
28-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2.834 |
2.803 |
-0.031 |
-1.1% |
2.835 |
| High |
2.855 |
2.822 |
-0.033 |
-1.2% |
2.889 |
| Low |
2.799 |
2.765 |
-0.034 |
-1.2% |
2.769 |
| Close |
2.814 |
2.797 |
-0.017 |
-0.6% |
2.817 |
| Range |
0.056 |
0.057 |
0.001 |
1.8% |
0.120 |
| ATR |
0.069 |
0.068 |
-0.001 |
-1.2% |
0.000 |
| Volume |
10,413 |
12,328 |
1,915 |
18.4% |
55,748 |
|
| Daily Pivots for day following 28-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.966 |
2.938 |
2.828 |
|
| R3 |
2.909 |
2.881 |
2.813 |
|
| R2 |
2.852 |
2.852 |
2.807 |
|
| R1 |
2.824 |
2.824 |
2.802 |
2.810 |
| PP |
2.795 |
2.795 |
2.795 |
2.787 |
| S1 |
2.767 |
2.767 |
2.792 |
2.753 |
| S2 |
2.738 |
2.738 |
2.787 |
|
| S3 |
2.681 |
2.710 |
2.781 |
|
| S4 |
2.624 |
2.653 |
2.766 |
|
|
| 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 |
2.765 |
0.117 |
4.2% |
0.060 |
2.1% |
27% |
False |
True |
10,462 |
| 10 |
2.889 |
2.765 |
0.124 |
4.4% |
0.067 |
2.4% |
26% |
False |
True |
11,129 |
| 20 |
3.074 |
2.765 |
0.309 |
11.0% |
0.066 |
2.3% |
10% |
False |
True |
11,234 |
| 40 |
3.074 |
2.592 |
0.482 |
17.2% |
0.066 |
2.4% |
43% |
False |
False |
10,659 |
| 60 |
3.074 |
2.305 |
0.769 |
27.5% |
0.069 |
2.5% |
64% |
False |
False |
9,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.064 |
|
2.618 |
2.971 |
|
1.618 |
2.914 |
|
1.000 |
2.879 |
|
0.618 |
2.857 |
|
HIGH |
2.822 |
|
0.618 |
2.800 |
|
0.500 |
2.794 |
|
0.382 |
2.787 |
|
LOW |
2.765 |
|
0.618 |
2.730 |
|
1.000 |
2.708 |
|
1.618 |
2.673 |
|
2.618 |
2.616 |
|
4.250 |
2.523 |
|
|
| Fisher Pivots for day following 28-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.796 |
2.824 |
| PP |
2.795 |
2.815 |
| S1 |
2.794 |
2.806 |
|