NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 10-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2020 |
10-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.828 |
2.813 |
-0.015 |
-0.5% |
2.785 |
| High |
2.835 |
2.855 |
0.020 |
0.7% |
2.853 |
| Low |
2.801 |
2.755 |
-0.046 |
-1.6% |
2.766 |
| Close |
2.821 |
2.852 |
0.031 |
1.1% |
2.811 |
| Range |
0.034 |
0.100 |
0.066 |
194.1% |
0.087 |
| ATR |
0.057 |
0.060 |
0.003 |
5.5% |
0.000 |
| Volume |
10,970 |
12,937 |
1,967 |
17.9% |
82,698 |
|
| Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.121 |
3.086 |
2.907 |
|
| R3 |
3.021 |
2.986 |
2.880 |
|
| R2 |
2.921 |
2.921 |
2.870 |
|
| R1 |
2.886 |
2.886 |
2.861 |
2.904 |
| PP |
2.821 |
2.821 |
2.821 |
2.829 |
| S1 |
2.786 |
2.786 |
2.843 |
2.804 |
| S2 |
2.721 |
2.721 |
2.834 |
|
| S3 |
2.621 |
2.686 |
2.825 |
|
| S4 |
2.521 |
2.586 |
2.797 |
|
|
| 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 |
2.855 |
2.755 |
0.100 |
3.5% |
0.051 |
1.8% |
97% |
True |
True |
12,688 |
| 10 |
2.855 |
2.755 |
0.100 |
3.5% |
0.050 |
1.8% |
97% |
True |
True |
14,249 |
| 20 |
2.889 |
2.755 |
0.134 |
4.7% |
0.059 |
2.1% |
72% |
False |
True |
12,860 |
| 40 |
3.074 |
2.714 |
0.360 |
12.6% |
0.065 |
2.3% |
38% |
False |
False |
11,693 |
| 60 |
3.074 |
2.459 |
0.615 |
21.6% |
0.063 |
2.2% |
64% |
False |
False |
10,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.280 |
|
2.618 |
3.117 |
|
1.618 |
3.017 |
|
1.000 |
2.955 |
|
0.618 |
2.917 |
|
HIGH |
2.855 |
|
0.618 |
2.817 |
|
0.500 |
2.805 |
|
0.382 |
2.793 |
|
LOW |
2.755 |
|
0.618 |
2.693 |
|
1.000 |
2.655 |
|
1.618 |
2.593 |
|
2.618 |
2.493 |
|
4.250 |
2.330 |
|
|
| Fisher Pivots for day following 10-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.836 |
2.836 |
| PP |
2.821 |
2.821 |
| S1 |
2.805 |
2.805 |
|