NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 03-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.795 |
2.813 |
0.018 |
0.6% |
2.821 |
| High |
2.830 |
2.853 |
0.023 |
0.8% |
2.882 |
| Low |
2.782 |
2.812 |
0.030 |
1.1% |
2.765 |
| Close |
2.815 |
2.840 |
0.025 |
0.9% |
2.811 |
| Range |
0.048 |
0.041 |
-0.007 |
-14.6% |
0.117 |
| ATR |
0.064 |
0.063 |
-0.002 |
-2.6% |
0.000 |
| Volume |
11,220 |
24,038 |
12,818 |
114.2% |
47,129 |
|
| Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.958 |
2.940 |
2.863 |
|
| R3 |
2.917 |
2.899 |
2.851 |
|
| R2 |
2.876 |
2.876 |
2.848 |
|
| R1 |
2.858 |
2.858 |
2.844 |
2.867 |
| PP |
2.835 |
2.835 |
2.835 |
2.840 |
| S1 |
2.817 |
2.817 |
2.836 |
2.826 |
| S2 |
2.794 |
2.794 |
2.832 |
|
| S3 |
2.753 |
2.776 |
2.829 |
|
| S4 |
2.712 |
2.735 |
2.817 |
|
|
| 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 |
2.853 |
2.765 |
0.088 |
3.1% |
0.049 |
1.7% |
85% |
True |
False |
15,809 |
| 10 |
2.882 |
2.765 |
0.117 |
4.1% |
0.056 |
2.0% |
64% |
False |
False |
13,223 |
| 20 |
2.951 |
2.765 |
0.186 |
6.5% |
0.059 |
2.1% |
40% |
False |
False |
12,083 |
| 40 |
3.074 |
2.678 |
0.396 |
13.9% |
0.066 |
2.3% |
41% |
False |
False |
11,294 |
| 60 |
3.074 |
2.455 |
0.619 |
21.8% |
0.066 |
2.3% |
62% |
False |
False |
10,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.027 |
|
2.618 |
2.960 |
|
1.618 |
2.919 |
|
1.000 |
2.894 |
|
0.618 |
2.878 |
|
HIGH |
2.853 |
|
0.618 |
2.837 |
|
0.500 |
2.833 |
|
0.382 |
2.828 |
|
LOW |
2.812 |
|
0.618 |
2.787 |
|
1.000 |
2.771 |
|
1.618 |
2.746 |
|
2.618 |
2.705 |
|
4.250 |
2.638 |
|
|
| Fisher Pivots for day following 03-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.838 |
2.830 |
| PP |
2.835 |
2.820 |
| S1 |
2.833 |
2.810 |
|