NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 22-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.800 |
2.802 |
0.002 |
0.1% |
2.835 |
| High |
2.814 |
2.823 |
0.009 |
0.3% |
2.839 |
| Low |
2.786 |
2.754 |
-0.032 |
-1.1% |
2.766 |
| Close |
2.810 |
2.771 |
-0.039 |
-1.4% |
2.810 |
| Range |
0.028 |
0.069 |
0.041 |
146.4% |
0.073 |
| ATR |
0.054 |
0.055 |
0.001 |
1.9% |
0.000 |
| Volume |
18,138 |
14,332 |
-3,806 |
-21.0% |
66,748 |
|
| Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.990 |
2.949 |
2.809 |
|
| R3 |
2.921 |
2.880 |
2.790 |
|
| R2 |
2.852 |
2.852 |
2.784 |
|
| R1 |
2.811 |
2.811 |
2.777 |
2.797 |
| PP |
2.783 |
2.783 |
2.783 |
2.776 |
| S1 |
2.742 |
2.742 |
2.765 |
2.728 |
| S2 |
2.714 |
2.714 |
2.758 |
|
| S3 |
2.645 |
2.673 |
2.752 |
|
| S4 |
2.576 |
2.604 |
2.733 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.024 |
2.990 |
2.850 |
|
| R3 |
2.951 |
2.917 |
2.830 |
|
| R2 |
2.878 |
2.878 |
2.823 |
|
| R1 |
2.844 |
2.844 |
2.817 |
2.825 |
| PP |
2.805 |
2.805 |
2.805 |
2.795 |
| S1 |
2.771 |
2.771 |
2.803 |
2.752 |
| S2 |
2.732 |
2.732 |
2.797 |
|
| S3 |
2.659 |
2.698 |
2.790 |
|
| S4 |
2.586 |
2.625 |
2.770 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.823 |
2.754 |
0.069 |
2.5% |
0.042 |
1.5% |
25% |
True |
True |
13,996 |
| 10 |
2.908 |
2.754 |
0.154 |
5.6% |
0.054 |
2.0% |
11% |
False |
True |
13,656 |
| 20 |
2.908 |
2.754 |
0.154 |
5.6% |
0.052 |
1.9% |
11% |
False |
True |
13,827 |
| 40 |
3.074 |
2.754 |
0.320 |
11.5% |
0.059 |
2.1% |
5% |
False |
True |
12,307 |
| 60 |
3.074 |
2.546 |
0.528 |
19.1% |
0.061 |
2.2% |
43% |
False |
False |
11,495 |
| 80 |
3.074 |
2.305 |
0.769 |
27.8% |
0.064 |
2.3% |
61% |
False |
False |
10,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.116 |
|
2.618 |
3.004 |
|
1.618 |
2.935 |
|
1.000 |
2.892 |
|
0.618 |
2.866 |
|
HIGH |
2.823 |
|
0.618 |
2.797 |
|
0.500 |
2.789 |
|
0.382 |
2.780 |
|
LOW |
2.754 |
|
0.618 |
2.711 |
|
1.000 |
2.685 |
|
1.618 |
2.642 |
|
2.618 |
2.573 |
|
4.250 |
2.461 |
|
|
| Fisher Pivots for day following 22-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.789 |
2.789 |
| PP |
2.783 |
2.783 |
| S1 |
2.777 |
2.777 |
|