NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 26-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.698 |
2.649 |
-0.049 |
-1.8% |
2.802 |
| High |
2.698 |
2.688 |
-0.010 |
-0.4% |
2.823 |
| Low |
2.637 |
2.645 |
0.008 |
0.3% |
2.637 |
| Close |
2.654 |
2.676 |
0.022 |
0.8% |
2.676 |
| Range |
0.061 |
0.043 |
-0.018 |
-29.5% |
0.186 |
| ATR |
0.055 |
0.054 |
-0.001 |
-1.5% |
0.000 |
| Volume |
20,347 |
10,955 |
-9,392 |
-46.2% |
74,773 |
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.799 |
2.780 |
2.700 |
|
| R3 |
2.756 |
2.737 |
2.688 |
|
| R2 |
2.713 |
2.713 |
2.684 |
|
| R1 |
2.694 |
2.694 |
2.680 |
2.704 |
| PP |
2.670 |
2.670 |
2.670 |
2.674 |
| S1 |
2.651 |
2.651 |
2.672 |
2.661 |
| S2 |
2.627 |
2.627 |
2.668 |
|
| S3 |
2.584 |
2.608 |
2.664 |
|
| S4 |
2.541 |
2.565 |
2.652 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.270 |
3.159 |
2.778 |
|
| R3 |
3.084 |
2.973 |
2.727 |
|
| R2 |
2.898 |
2.898 |
2.710 |
|
| R1 |
2.787 |
2.787 |
2.693 |
2.750 |
| PP |
2.712 |
2.712 |
2.712 |
2.693 |
| S1 |
2.601 |
2.601 |
2.659 |
2.564 |
| S2 |
2.526 |
2.526 |
2.642 |
|
| S3 |
2.340 |
2.415 |
2.625 |
|
| S4 |
2.154 |
2.229 |
2.574 |
|
|
| 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% |
0.048 |
1.8% |
21% |
False |
False |
14,954 |
| 10 |
2.839 |
2.637 |
0.202 |
7.5% |
0.043 |
1.6% |
19% |
False |
False |
14,152 |
| 20 |
2.908 |
2.637 |
0.271 |
10.1% |
0.048 |
1.8% |
14% |
False |
False |
14,492 |
| 40 |
3.074 |
2.637 |
0.437 |
16.3% |
0.056 |
2.1% |
9% |
False |
False |
12,925 |
| 60 |
3.074 |
2.592 |
0.482 |
18.0% |
0.061 |
2.3% |
17% |
False |
False |
11,996 |
| 80 |
3.074 |
2.305 |
0.769 |
28.7% |
0.064 |
2.4% |
48% |
False |
False |
10,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.871 |
|
2.618 |
2.801 |
|
1.618 |
2.758 |
|
1.000 |
2.731 |
|
0.618 |
2.715 |
|
HIGH |
2.688 |
|
0.618 |
2.672 |
|
0.500 |
2.667 |
|
0.382 |
2.661 |
|
LOW |
2.645 |
|
0.618 |
2.618 |
|
1.000 |
2.602 |
|
1.618 |
2.575 |
|
2.618 |
2.532 |
|
4.250 |
2.462 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.673 |
2.680 |
| PP |
2.670 |
2.678 |
| S1 |
2.667 |
2.677 |
|