NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 09-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2020 |
09-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.814 |
2.828 |
0.014 |
0.5% |
2.785 |
| High |
2.830 |
2.835 |
0.005 |
0.2% |
2.853 |
| Low |
2.782 |
2.801 |
0.019 |
0.7% |
2.766 |
| Close |
2.824 |
2.821 |
-0.003 |
-0.1% |
2.811 |
| Range |
0.048 |
0.034 |
-0.014 |
-29.2% |
0.087 |
| ATR |
0.058 |
0.057 |
-0.002 |
-3.0% |
0.000 |
| Volume |
10,153 |
10,970 |
817 |
8.0% |
82,698 |
|
| Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.921 |
2.905 |
2.840 |
|
| R3 |
2.887 |
2.871 |
2.830 |
|
| R2 |
2.853 |
2.853 |
2.827 |
|
| R1 |
2.837 |
2.837 |
2.824 |
2.828 |
| PP |
2.819 |
2.819 |
2.819 |
2.815 |
| S1 |
2.803 |
2.803 |
2.818 |
2.794 |
| S2 |
2.785 |
2.785 |
2.815 |
|
| S3 |
2.751 |
2.769 |
2.812 |
|
| S4 |
2.717 |
2.735 |
2.802 |
|
|
| 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% |
0.039 |
1.4% |
55% |
False |
False |
14,908 |
| 10 |
2.855 |
2.765 |
0.090 |
3.2% |
0.046 |
1.6% |
62% |
False |
False |
13,996 |
| 20 |
2.898 |
2.765 |
0.133 |
4.7% |
0.058 |
2.1% |
42% |
False |
False |
12,924 |
| 40 |
3.074 |
2.714 |
0.360 |
12.8% |
0.064 |
2.3% |
30% |
False |
False |
11,513 |
| 60 |
3.074 |
2.459 |
0.615 |
21.8% |
0.063 |
2.2% |
59% |
False |
False |
10,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.980 |
|
2.618 |
2.924 |
|
1.618 |
2.890 |
|
1.000 |
2.869 |
|
0.618 |
2.856 |
|
HIGH |
2.835 |
|
0.618 |
2.822 |
|
0.500 |
2.818 |
|
0.382 |
2.814 |
|
LOW |
2.801 |
|
0.618 |
2.780 |
|
1.000 |
2.767 |
|
1.618 |
2.746 |
|
2.618 |
2.712 |
|
4.250 |
2.657 |
|
|
| Fisher Pivots for day following 09-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.820 |
2.818 |
| PP |
2.819 |
2.815 |
| S1 |
2.818 |
2.812 |
|