NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 11-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.813 |
2.852 |
0.039 |
1.4% |
2.785 |
| High |
2.855 |
2.894 |
0.039 |
1.4% |
2.853 |
| Low |
2.755 |
2.835 |
0.080 |
2.9% |
2.766 |
| Close |
2.852 |
2.891 |
0.039 |
1.4% |
2.811 |
| Range |
0.100 |
0.059 |
-0.041 |
-41.0% |
0.087 |
| ATR |
0.060 |
0.060 |
0.000 |
-0.1% |
0.000 |
| Volume |
12,937 |
18,920 |
5,983 |
46.2% |
82,698 |
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.050 |
3.030 |
2.923 |
|
| R3 |
2.991 |
2.971 |
2.907 |
|
| R2 |
2.932 |
2.932 |
2.902 |
|
| R1 |
2.912 |
2.912 |
2.896 |
2.922 |
| PP |
2.873 |
2.873 |
2.873 |
2.879 |
| S1 |
2.853 |
2.853 |
2.886 |
2.863 |
| S2 |
2.814 |
2.814 |
2.880 |
|
| S3 |
2.755 |
2.794 |
2.875 |
|
| S4 |
2.696 |
2.735 |
2.859 |
|
|
| 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 |
2.894 |
2.755 |
0.139 |
4.8% |
0.058 |
2.0% |
98% |
True |
False |
13,858 |
| 10 |
2.894 |
2.755 |
0.139 |
4.8% |
0.050 |
1.7% |
98% |
True |
False |
14,908 |
| 20 |
2.894 |
2.755 |
0.139 |
4.8% |
0.059 |
2.0% |
98% |
True |
False |
13,018 |
| 40 |
3.074 |
2.714 |
0.360 |
12.5% |
0.065 |
2.3% |
49% |
False |
False |
11,972 |
| 60 |
3.074 |
2.459 |
0.615 |
21.3% |
0.063 |
2.2% |
70% |
False |
False |
10,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.145 |
|
2.618 |
3.048 |
|
1.618 |
2.989 |
|
1.000 |
2.953 |
|
0.618 |
2.930 |
|
HIGH |
2.894 |
|
0.618 |
2.871 |
|
0.500 |
2.865 |
|
0.382 |
2.858 |
|
LOW |
2.835 |
|
0.618 |
2.799 |
|
1.000 |
2.776 |
|
1.618 |
2.740 |
|
2.618 |
2.681 |
|
4.250 |
2.584 |
|
|
| Fisher Pivots for day following 11-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.882 |
2.869 |
| PP |
2.873 |
2.847 |
| S1 |
2.865 |
2.825 |
|