NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 29-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.649 |
2.694 |
0.045 |
1.7% |
2.802 |
| High |
2.688 |
2.758 |
0.070 |
2.6% |
2.823 |
| Low |
2.645 |
2.689 |
0.044 |
1.7% |
2.637 |
| Close |
2.676 |
2.720 |
0.044 |
1.6% |
2.676 |
| Range |
0.043 |
0.069 |
0.026 |
60.5% |
0.186 |
| ATR |
0.054 |
0.056 |
0.002 |
3.7% |
0.000 |
| Volume |
10,955 |
20,667 |
9,712 |
88.7% |
74,773 |
|
| Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.929 |
2.894 |
2.758 |
|
| R3 |
2.860 |
2.825 |
2.739 |
|
| R2 |
2.791 |
2.791 |
2.733 |
|
| R1 |
2.756 |
2.756 |
2.726 |
2.774 |
| PP |
2.722 |
2.722 |
2.722 |
2.731 |
| S1 |
2.687 |
2.687 |
2.714 |
2.705 |
| S2 |
2.653 |
2.653 |
2.707 |
|
| S3 |
2.584 |
2.618 |
2.701 |
|
| S4 |
2.515 |
2.549 |
2.682 |
|
|
| 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 |
2.758 |
2.637 |
0.121 |
4.4% |
0.048 |
1.8% |
69% |
True |
False |
16,221 |
| 10 |
2.823 |
2.637 |
0.186 |
6.8% |
0.045 |
1.7% |
45% |
False |
False |
15,109 |
| 20 |
2.908 |
2.637 |
0.271 |
10.0% |
0.050 |
1.8% |
31% |
False |
False |
14,623 |
| 40 |
3.074 |
2.637 |
0.437 |
16.1% |
0.057 |
2.1% |
19% |
False |
False |
13,258 |
| 60 |
3.074 |
2.621 |
0.453 |
16.7% |
0.061 |
2.2% |
22% |
False |
False |
12,185 |
| 80 |
3.074 |
2.305 |
0.769 |
28.3% |
0.064 |
2.4% |
54% |
False |
False |
11,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.051 |
|
2.618 |
2.939 |
|
1.618 |
2.870 |
|
1.000 |
2.827 |
|
0.618 |
2.801 |
|
HIGH |
2.758 |
|
0.618 |
2.732 |
|
0.500 |
2.724 |
|
0.382 |
2.715 |
|
LOW |
2.689 |
|
0.618 |
2.646 |
|
1.000 |
2.620 |
|
1.618 |
2.577 |
|
2.618 |
2.508 |
|
4.250 |
2.396 |
|
|
| Fisher Pivots for day following 29-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.724 |
2.713 |
| PP |
2.722 |
2.705 |
| S1 |
2.721 |
2.698 |
|