NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 08-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.820 |
2.814 |
-0.006 |
-0.2% |
2.785 |
| High |
2.842 |
2.830 |
-0.012 |
-0.4% |
2.853 |
| Low |
2.794 |
2.782 |
-0.012 |
-0.4% |
2.766 |
| Close |
2.811 |
2.824 |
0.013 |
0.5% |
2.811 |
| Range |
0.048 |
0.048 |
0.000 |
0.0% |
0.087 |
| ATR |
0.059 |
0.058 |
-0.001 |
-1.4% |
0.000 |
| Volume |
16,313 |
10,153 |
-6,160 |
-37.8% |
82,698 |
|
| Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.956 |
2.938 |
2.850 |
|
| R3 |
2.908 |
2.890 |
2.837 |
|
| R2 |
2.860 |
2.860 |
2.833 |
|
| R1 |
2.842 |
2.842 |
2.828 |
2.851 |
| PP |
2.812 |
2.812 |
2.812 |
2.817 |
| S1 |
2.794 |
2.794 |
2.820 |
2.803 |
| S2 |
2.764 |
2.764 |
2.815 |
|
| S3 |
2.716 |
2.746 |
2.811 |
|
| S4 |
2.668 |
2.698 |
2.798 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.071 |
3.028 |
2.859 |
|
| R3 |
2.984 |
2.941 |
2.835 |
|
| R2 |
2.897 |
2.897 |
2.827 |
|
| R1 |
2.854 |
2.854 |
2.819 |
2.876 |
| PP |
2.810 |
2.810 |
2.810 |
2.821 |
| S1 |
2.767 |
2.767 |
2.803 |
2.789 |
| S2 |
2.723 |
2.723 |
2.795 |
|
| S3 |
2.636 |
2.680 |
2.787 |
|
| S4 |
2.549 |
2.593 |
2.763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.853 |
2.782 |
0.071 |
2.5% |
0.042 |
1.5% |
59% |
False |
True |
14,958 |
| 10 |
2.882 |
2.765 |
0.117 |
4.1% |
0.051 |
1.8% |
50% |
False |
False |
13,998 |
| 20 |
2.913 |
2.765 |
0.148 |
5.2% |
0.058 |
2.1% |
40% |
False |
False |
12,723 |
| 40 |
3.074 |
2.714 |
0.360 |
12.7% |
0.065 |
2.3% |
31% |
False |
False |
11,507 |
| 60 |
3.074 |
2.459 |
0.615 |
21.8% |
0.064 |
2.3% |
59% |
False |
False |
10,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.034 |
|
2.618 |
2.956 |
|
1.618 |
2.908 |
|
1.000 |
2.878 |
|
0.618 |
2.860 |
|
HIGH |
2.830 |
|
0.618 |
2.812 |
|
0.500 |
2.806 |
|
0.382 |
2.800 |
|
LOW |
2.782 |
|
0.618 |
2.752 |
|
1.000 |
2.734 |
|
1.618 |
2.704 |
|
2.618 |
2.656 |
|
4.250 |
2.578 |
|
|
| Fisher Pivots for day following 08-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.818 |
2.820 |
| PP |
2.812 |
2.817 |
| S1 |
2.806 |
2.813 |
|