NYMEX Natural Gas Future December 2020
Trading Metrics calculated at close of trading on 12-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
2.852 |
2.886 |
0.034 |
1.2% |
2.814 |
High |
2.894 |
2.908 |
0.014 |
0.5% |
2.908 |
Low |
2.835 |
2.819 |
-0.016 |
-0.6% |
2.755 |
Close |
2.891 |
2.831 |
-0.060 |
-2.1% |
2.831 |
Range |
0.059 |
0.089 |
0.030 |
50.8% |
0.153 |
ATR |
0.060 |
0.062 |
0.002 |
3.5% |
0.000 |
Volume |
18,920 |
12,658 |
-6,262 |
-33.1% |
65,638 |
|
Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.120 |
3.064 |
2.880 |
|
R3 |
3.031 |
2.975 |
2.855 |
|
R2 |
2.942 |
2.942 |
2.847 |
|
R1 |
2.886 |
2.886 |
2.839 |
2.870 |
PP |
2.853 |
2.853 |
2.853 |
2.844 |
S1 |
2.797 |
2.797 |
2.823 |
2.781 |
S2 |
2.764 |
2.764 |
2.815 |
|
S3 |
2.675 |
2.708 |
2.807 |
|
S4 |
2.586 |
2.619 |
2.782 |
|
|
Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.290 |
3.214 |
2.915 |
|
R3 |
3.137 |
3.061 |
2.873 |
|
R2 |
2.984 |
2.984 |
2.859 |
|
R1 |
2.908 |
2.908 |
2.845 |
2.946 |
PP |
2.831 |
2.831 |
2.831 |
2.851 |
S1 |
2.755 |
2.755 |
2.817 |
2.793 |
S2 |
2.678 |
2.678 |
2.803 |
|
S3 |
2.525 |
2.602 |
2.789 |
|
S4 |
2.372 |
2.449 |
2.747 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.908 |
2.755 |
0.153 |
5.4% |
0.066 |
2.3% |
50% |
True |
False |
13,127 |
10 |
2.908 |
2.755 |
0.153 |
5.4% |
0.054 |
1.9% |
50% |
True |
False |
14,833 |
20 |
2.908 |
2.755 |
0.153 |
5.4% |
0.060 |
2.1% |
50% |
True |
False |
13,110 |
40 |
3.074 |
2.732 |
0.342 |
12.1% |
0.066 |
2.3% |
29% |
False |
False |
11,977 |
60 |
3.074 |
2.474 |
0.600 |
21.2% |
0.063 |
2.2% |
60% |
False |
False |
10,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.286 |
2.618 |
3.141 |
1.618 |
3.052 |
1.000 |
2.997 |
0.618 |
2.963 |
HIGH |
2.908 |
0.618 |
2.874 |
0.500 |
2.864 |
0.382 |
2.853 |
LOW |
2.819 |
0.618 |
2.764 |
1.000 |
2.730 |
1.618 |
2.675 |
2.618 |
2.586 |
4.250 |
2.441 |
|
|
Fisher Pivots for day following 12-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
2.864 |
2.832 |
PP |
2.853 |
2.831 |
S1 |
2.842 |
2.831 |
|