NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 01-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.709 |
2.742 |
0.033 |
1.2% |
2.802 |
| High |
2.756 |
2.761 |
0.005 |
0.2% |
2.823 |
| Low |
2.690 |
2.708 |
0.018 |
0.7% |
2.637 |
| Close |
2.747 |
2.760 |
0.013 |
0.5% |
2.676 |
| Range |
0.066 |
0.053 |
-0.013 |
-19.7% |
0.186 |
| ATR |
0.057 |
0.056 |
0.000 |
-0.5% |
0.000 |
| Volume |
21,719 |
20,237 |
-1,482 |
-6.8% |
74,773 |
|
| Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.902 |
2.884 |
2.789 |
|
| R3 |
2.849 |
2.831 |
2.775 |
|
| R2 |
2.796 |
2.796 |
2.770 |
|
| R1 |
2.778 |
2.778 |
2.765 |
2.787 |
| PP |
2.743 |
2.743 |
2.743 |
2.748 |
| S1 |
2.725 |
2.725 |
2.755 |
2.734 |
| S2 |
2.690 |
2.690 |
2.750 |
|
| S3 |
2.637 |
2.672 |
2.745 |
|
| S4 |
2.584 |
2.619 |
2.731 |
|
|
| 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 |
2.761 |
2.637 |
0.124 |
4.5% |
0.058 |
2.1% |
99% |
True |
False |
18,785 |
| 10 |
2.823 |
2.637 |
0.186 |
6.7% |
0.049 |
1.8% |
66% |
False |
False |
17,222 |
| 20 |
2.908 |
2.637 |
0.271 |
9.8% |
0.051 |
1.9% |
45% |
False |
False |
14,958 |
| 40 |
2.951 |
2.637 |
0.314 |
11.4% |
0.055 |
2.0% |
39% |
False |
False |
13,520 |
| 60 |
3.074 |
2.637 |
0.437 |
15.8% |
0.061 |
2.2% |
28% |
False |
False |
12,515 |
| 80 |
3.074 |
2.455 |
0.619 |
22.4% |
0.062 |
2.3% |
49% |
False |
False |
11,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.986 |
|
2.618 |
2.900 |
|
1.618 |
2.847 |
|
1.000 |
2.814 |
|
0.618 |
2.794 |
|
HIGH |
2.761 |
|
0.618 |
2.741 |
|
0.500 |
2.735 |
|
0.382 |
2.728 |
|
LOW |
2.708 |
|
0.618 |
2.675 |
|
1.000 |
2.655 |
|
1.618 |
2.622 |
|
2.618 |
2.569 |
|
4.250 |
2.483 |
|
|
| Fisher Pivots for day following 01-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.752 |
2.748 |
| PP |
2.743 |
2.737 |
| S1 |
2.735 |
2.725 |
|