NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 15-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.886 |
2.835 |
-0.051 |
-1.8% |
2.814 |
| High |
2.908 |
2.839 |
-0.069 |
-2.4% |
2.908 |
| Low |
2.819 |
2.788 |
-0.031 |
-1.1% |
2.755 |
| Close |
2.831 |
2.801 |
-0.030 |
-1.1% |
2.831 |
| Range |
0.089 |
0.051 |
-0.038 |
-42.7% |
0.153 |
| ATR |
0.062 |
0.061 |
-0.001 |
-1.3% |
0.000 |
| Volume |
12,658 |
11,098 |
-1,560 |
-12.3% |
65,638 |
|
| Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.962 |
2.933 |
2.829 |
|
| R3 |
2.911 |
2.882 |
2.815 |
|
| R2 |
2.860 |
2.860 |
2.810 |
|
| R1 |
2.831 |
2.831 |
2.806 |
2.820 |
| PP |
2.809 |
2.809 |
2.809 |
2.804 |
| S1 |
2.780 |
2.780 |
2.796 |
2.769 |
| S2 |
2.758 |
2.758 |
2.792 |
|
| S3 |
2.707 |
2.729 |
2.787 |
|
| S4 |
2.656 |
2.678 |
2.773 |
|
|
| 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 |
5.5% |
0.067 |
2.4% |
30% |
False |
False |
13,316 |
| 10 |
2.908 |
2.755 |
0.153 |
5.5% |
0.054 |
1.9% |
30% |
False |
False |
14,137 |
| 20 |
2.908 |
2.755 |
0.153 |
5.5% |
0.058 |
2.1% |
30% |
False |
False |
13,115 |
| 40 |
3.074 |
2.755 |
0.319 |
11.4% |
0.066 |
2.3% |
14% |
False |
False |
12,046 |
| 60 |
3.074 |
2.474 |
0.600 |
21.4% |
0.063 |
2.2% |
55% |
False |
False |
10,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.056 |
|
2.618 |
2.973 |
|
1.618 |
2.922 |
|
1.000 |
2.890 |
|
0.618 |
2.871 |
|
HIGH |
2.839 |
|
0.618 |
2.820 |
|
0.500 |
2.814 |
|
0.382 |
2.807 |
|
LOW |
2.788 |
|
0.618 |
2.756 |
|
1.000 |
2.737 |
|
1.618 |
2.705 |
|
2.618 |
2.654 |
|
4.250 |
2.571 |
|
|
| Fisher Pivots for day following 15-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.814 |
2.848 |
| PP |
2.809 |
2.832 |
| S1 |
2.805 |
2.817 |
|