NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.802 |
2.752 |
-0.050 |
-1.8% |
2.835 |
| High |
2.823 |
2.753 |
-0.070 |
-2.5% |
2.839 |
| Low |
2.754 |
2.714 |
-0.040 |
-1.5% |
2.766 |
| Close |
2.771 |
2.725 |
-0.046 |
-1.7% |
2.810 |
| Range |
0.069 |
0.039 |
-0.030 |
-43.5% |
0.073 |
| ATR |
0.055 |
0.055 |
0.000 |
0.2% |
0.000 |
| Volume |
14,332 |
15,175 |
843 |
5.9% |
66,748 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.848 |
2.825 |
2.746 |
|
| R3 |
2.809 |
2.786 |
2.736 |
|
| R2 |
2.770 |
2.770 |
2.732 |
|
| R1 |
2.747 |
2.747 |
2.729 |
2.739 |
| PP |
2.731 |
2.731 |
2.731 |
2.727 |
| S1 |
2.708 |
2.708 |
2.721 |
2.700 |
| S2 |
2.692 |
2.692 |
2.718 |
|
| S3 |
2.653 |
2.669 |
2.714 |
|
| S4 |
2.614 |
2.630 |
2.704 |
|
|
| 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 |
2.714 |
0.109 |
4.0% |
0.041 |
1.5% |
10% |
False |
True |
15,145 |
| 10 |
2.908 |
2.714 |
0.194 |
7.1% |
0.055 |
2.0% |
6% |
False |
True |
14,077 |
| 20 |
2.908 |
2.714 |
0.194 |
7.1% |
0.050 |
1.8% |
6% |
False |
True |
14,036 |
| 40 |
3.074 |
2.714 |
0.360 |
13.2% |
0.058 |
2.1% |
3% |
False |
True |
12,490 |
| 60 |
3.074 |
2.546 |
0.528 |
19.4% |
0.061 |
2.2% |
34% |
False |
False |
11,646 |
| 80 |
3.074 |
2.305 |
0.769 |
28.2% |
0.064 |
2.3% |
55% |
False |
False |
10,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.919 |
|
2.618 |
2.855 |
|
1.618 |
2.816 |
|
1.000 |
2.792 |
|
0.618 |
2.777 |
|
HIGH |
2.753 |
|
0.618 |
2.738 |
|
0.500 |
2.734 |
|
0.382 |
2.729 |
|
LOW |
2.714 |
|
0.618 |
2.690 |
|
1.000 |
2.675 |
|
1.618 |
2.651 |
|
2.618 |
2.612 |
|
4.250 |
2.548 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.734 |
2.769 |
| PP |
2.731 |
2.754 |
| S1 |
2.728 |
2.740 |
|