NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 04-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2020 |
04-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.813 |
2.830 |
0.017 |
0.6% |
2.821 |
| High |
2.853 |
2.844 |
-0.009 |
-0.3% |
2.882 |
| Low |
2.812 |
2.818 |
0.006 |
0.2% |
2.765 |
| Close |
2.840 |
2.831 |
-0.009 |
-0.3% |
2.811 |
| Range |
0.041 |
0.026 |
-0.015 |
-36.6% |
0.117 |
| ATR |
0.063 |
0.060 |
-0.003 |
-4.2% |
0.000 |
| Volume |
24,038 |
13,068 |
-10,970 |
-45.6% |
47,129 |
|
| Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.909 |
2.896 |
2.845 |
|
| R3 |
2.883 |
2.870 |
2.838 |
|
| R2 |
2.857 |
2.857 |
2.836 |
|
| R1 |
2.844 |
2.844 |
2.833 |
2.851 |
| PP |
2.831 |
2.831 |
2.831 |
2.834 |
| S1 |
2.818 |
2.818 |
2.829 |
2.825 |
| S2 |
2.805 |
2.805 |
2.826 |
|
| S3 |
2.779 |
2.792 |
2.824 |
|
| S4 |
2.753 |
2.766 |
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% |
0.043 |
1.5% |
75% |
False |
False |
15,957 |
| 10 |
2.882 |
2.765 |
0.117 |
4.1% |
0.051 |
1.8% |
56% |
False |
False |
13,210 |
| 20 |
2.935 |
2.765 |
0.170 |
6.0% |
0.058 |
2.0% |
39% |
False |
False |
12,235 |
| 40 |
3.074 |
2.695 |
0.379 |
13.4% |
0.065 |
2.3% |
36% |
False |
False |
11,279 |
| 60 |
3.074 |
2.455 |
0.619 |
21.9% |
0.065 |
2.3% |
61% |
False |
False |
10,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.955 |
|
2.618 |
2.912 |
|
1.618 |
2.886 |
|
1.000 |
2.870 |
|
0.618 |
2.860 |
|
HIGH |
2.844 |
|
0.618 |
2.834 |
|
0.500 |
2.831 |
|
0.382 |
2.828 |
|
LOW |
2.818 |
|
0.618 |
2.802 |
|
1.000 |
2.792 |
|
1.618 |
2.776 |
|
2.618 |
2.750 |
|
4.250 |
2.708 |
|
|
| Fisher Pivots for day following 04-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.831 |
2.827 |
| PP |
2.831 |
2.822 |
| S1 |
2.831 |
2.818 |
|