NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 24-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.752 |
2.717 |
-0.035 |
-1.3% |
2.835 |
| High |
2.753 |
2.722 |
-0.031 |
-1.1% |
2.839 |
| Low |
2.714 |
2.694 |
-0.020 |
-0.7% |
2.766 |
| Close |
2.725 |
2.705 |
-0.020 |
-0.7% |
2.810 |
| Range |
0.039 |
0.028 |
-0.011 |
-28.2% |
0.073 |
| ATR |
0.055 |
0.054 |
-0.002 |
-3.2% |
0.000 |
| Volume |
15,175 |
13,964 |
-1,211 |
-8.0% |
66,748 |
|
| Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.791 |
2.776 |
2.720 |
|
| R3 |
2.763 |
2.748 |
2.713 |
|
| R2 |
2.735 |
2.735 |
2.710 |
|
| R1 |
2.720 |
2.720 |
2.708 |
2.714 |
| PP |
2.707 |
2.707 |
2.707 |
2.704 |
| S1 |
2.692 |
2.692 |
2.702 |
2.686 |
| S2 |
2.679 |
2.679 |
2.700 |
|
| S3 |
2.651 |
2.664 |
2.697 |
|
| S4 |
2.623 |
2.636 |
2.690 |
|
|
| 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 |
2.694 |
0.129 |
4.8% |
0.039 |
1.4% |
9% |
False |
True |
15,659 |
| 10 |
2.908 |
2.694 |
0.214 |
7.9% |
0.048 |
1.8% |
5% |
False |
True |
14,179 |
| 20 |
2.908 |
2.694 |
0.214 |
7.9% |
0.049 |
1.8% |
5% |
False |
True |
14,214 |
| 40 |
3.074 |
2.694 |
0.380 |
14.0% |
0.057 |
2.1% |
3% |
False |
True |
12,584 |
| 60 |
3.074 |
2.592 |
0.482 |
17.8% |
0.060 |
2.2% |
23% |
False |
False |
11,803 |
| 80 |
3.074 |
2.305 |
0.769 |
28.4% |
0.064 |
2.4% |
52% |
False |
False |
10,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.841 |
|
2.618 |
2.795 |
|
1.618 |
2.767 |
|
1.000 |
2.750 |
|
0.618 |
2.739 |
|
HIGH |
2.722 |
|
0.618 |
2.711 |
|
0.500 |
2.708 |
|
0.382 |
2.705 |
|
LOW |
2.694 |
|
0.618 |
2.677 |
|
1.000 |
2.666 |
|
1.618 |
2.649 |
|
2.618 |
2.621 |
|
4.250 |
2.575 |
|
|
| Fisher Pivots for day following 24-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.708 |
2.759 |
| PP |
2.707 |
2.741 |
| S1 |
2.706 |
2.723 |
|