NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 01-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2020 |
01-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.798 |
2.785 |
-0.013 |
-0.5% |
2.821 |
| High |
2.822 |
2.809 |
-0.013 |
-0.5% |
2.882 |
| Low |
2.765 |
2.766 |
0.001 |
0.0% |
2.765 |
| Close |
2.811 |
2.784 |
-0.027 |
-1.0% |
2.811 |
| Range |
0.057 |
0.043 |
-0.014 |
-24.6% |
0.117 |
| ATR |
0.067 |
0.066 |
-0.002 |
-2.4% |
0.000 |
| Volume |
13,404 |
18,059 |
4,655 |
34.7% |
47,129 |
|
| Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.915 |
2.893 |
2.808 |
|
| R3 |
2.872 |
2.850 |
2.796 |
|
| R2 |
2.829 |
2.829 |
2.792 |
|
| R1 |
2.807 |
2.807 |
2.788 |
2.797 |
| PP |
2.786 |
2.786 |
2.786 |
2.781 |
| S1 |
2.764 |
2.764 |
2.780 |
2.754 |
| S2 |
2.743 |
2.743 |
2.776 |
|
| S3 |
2.700 |
2.721 |
2.772 |
|
| S4 |
2.657 |
2.678 |
2.760 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.170 |
3.108 |
2.875 |
|
| R3 |
3.053 |
2.991 |
2.843 |
|
| R2 |
2.936 |
2.936 |
2.832 |
|
| R1 |
2.874 |
2.874 |
2.822 |
2.847 |
| PP |
2.819 |
2.819 |
2.819 |
2.806 |
| S1 |
2.757 |
2.757 |
2.800 |
2.730 |
| S2 |
2.702 |
2.702 |
2.790 |
|
| S3 |
2.585 |
2.640 |
2.779 |
|
| S4 |
2.468 |
2.523 |
2.747 |
|
|
| 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% |
0.059 |
2.1% |
16% |
False |
False |
13,037 |
| 10 |
2.889 |
2.765 |
0.124 |
4.5% |
0.062 |
2.2% |
15% |
False |
False |
12,093 |
| 20 |
3.074 |
2.765 |
0.309 |
11.1% |
0.064 |
2.3% |
6% |
False |
False |
11,893 |
| 40 |
3.074 |
2.621 |
0.453 |
16.3% |
0.066 |
2.4% |
36% |
False |
False |
10,966 |
| 60 |
3.074 |
2.305 |
0.769 |
27.6% |
0.069 |
2.5% |
62% |
False |
False |
9,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.992 |
|
2.618 |
2.922 |
|
1.618 |
2.879 |
|
1.000 |
2.852 |
|
0.618 |
2.836 |
|
HIGH |
2.809 |
|
0.618 |
2.793 |
|
0.500 |
2.788 |
|
0.382 |
2.782 |
|
LOW |
2.766 |
|
0.618 |
2.739 |
|
1.000 |
2.723 |
|
1.618 |
2.696 |
|
2.618 |
2.653 |
|
4.250 |
2.583 |
|
|
| Fisher Pivots for day following 01-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.788 |
2.794 |
| PP |
2.786 |
2.790 |
| S1 |
2.785 |
2.787 |
|