NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 25-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2020 |
25-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.717 |
2.698 |
-0.019 |
-0.7% |
2.835 |
| High |
2.722 |
2.698 |
-0.024 |
-0.9% |
2.839 |
| Low |
2.694 |
2.637 |
-0.057 |
-2.1% |
2.766 |
| Close |
2.705 |
2.654 |
-0.051 |
-1.9% |
2.810 |
| Range |
0.028 |
0.061 |
0.033 |
117.9% |
0.073 |
| ATR |
0.054 |
0.055 |
0.001 |
1.9% |
0.000 |
| Volume |
13,964 |
20,347 |
6,383 |
45.7% |
66,748 |
|
| Daily Pivots for day following 25-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.846 |
2.811 |
2.688 |
|
| R3 |
2.785 |
2.750 |
2.671 |
|
| R2 |
2.724 |
2.724 |
2.665 |
|
| R1 |
2.689 |
2.689 |
2.660 |
2.676 |
| PP |
2.663 |
2.663 |
2.663 |
2.657 |
| S1 |
2.628 |
2.628 |
2.648 |
2.615 |
| S2 |
2.602 |
2.602 |
2.643 |
|
| S3 |
2.541 |
2.567 |
2.637 |
|
| S4 |
2.480 |
2.506 |
2.620 |
|
|
| 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 |
2.637 |
0.186 |
7.0% |
0.045 |
1.7% |
9% |
False |
True |
16,391 |
| 10 |
2.908 |
2.637 |
0.271 |
10.2% |
0.048 |
1.8% |
6% |
False |
True |
14,322 |
| 20 |
2.908 |
2.637 |
0.271 |
10.2% |
0.049 |
1.9% |
6% |
False |
True |
14,615 |
| 40 |
3.074 |
2.637 |
0.437 |
16.5% |
0.057 |
2.2% |
4% |
False |
True |
12,924 |
| 60 |
3.074 |
2.592 |
0.482 |
18.2% |
0.061 |
2.3% |
13% |
False |
False |
11,977 |
| 80 |
3.074 |
2.305 |
0.769 |
29.0% |
0.064 |
2.4% |
45% |
False |
False |
10,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.957 |
|
2.618 |
2.858 |
|
1.618 |
2.797 |
|
1.000 |
2.759 |
|
0.618 |
2.736 |
|
HIGH |
2.698 |
|
0.618 |
2.675 |
|
0.500 |
2.668 |
|
0.382 |
2.660 |
|
LOW |
2.637 |
|
0.618 |
2.599 |
|
1.000 |
2.576 |
|
1.618 |
2.538 |
|
2.618 |
2.477 |
|
4.250 |
2.378 |
|
|
| Fisher Pivots for day following 25-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.668 |
2.695 |
| PP |
2.663 |
2.681 |
| S1 |
2.659 |
2.668 |
|