NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 02-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.742 |
2.753 |
0.011 |
0.4% |
2.802 |
| High |
2.761 |
2.781 |
0.020 |
0.7% |
2.823 |
| Low |
2.708 |
2.731 |
0.023 |
0.8% |
2.637 |
| Close |
2.760 |
2.773 |
0.013 |
0.5% |
2.676 |
| Range |
0.053 |
0.050 |
-0.003 |
-5.7% |
0.186 |
| ATR |
0.056 |
0.056 |
0.000 |
-0.8% |
0.000 |
| Volume |
20,237 |
18,267 |
-1,970 |
-9.7% |
74,773 |
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.912 |
2.892 |
2.801 |
|
| R3 |
2.862 |
2.842 |
2.787 |
|
| R2 |
2.812 |
2.812 |
2.782 |
|
| R1 |
2.792 |
2.792 |
2.778 |
2.802 |
| PP |
2.762 |
2.762 |
2.762 |
2.767 |
| S1 |
2.742 |
2.742 |
2.768 |
2.752 |
| S2 |
2.712 |
2.712 |
2.764 |
|
| S3 |
2.662 |
2.692 |
2.759 |
|
| S4 |
2.612 |
2.642 |
2.746 |
|
|
| 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 |
2.781 |
2.645 |
0.136 |
4.9% |
0.056 |
2.0% |
94% |
True |
False |
18,369 |
| 10 |
2.823 |
2.637 |
0.186 |
6.7% |
0.051 |
1.8% |
73% |
False |
False |
17,380 |
| 20 |
2.908 |
2.637 |
0.271 |
9.8% |
0.052 |
1.9% |
50% |
False |
False |
15,218 |
| 40 |
2.935 |
2.637 |
0.298 |
10.7% |
0.055 |
2.0% |
46% |
False |
False |
13,726 |
| 60 |
3.074 |
2.637 |
0.437 |
15.8% |
0.061 |
2.2% |
31% |
False |
False |
12,592 |
| 80 |
3.074 |
2.455 |
0.619 |
22.3% |
0.062 |
2.2% |
51% |
False |
False |
11,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.994 |
|
2.618 |
2.912 |
|
1.618 |
2.862 |
|
1.000 |
2.831 |
|
0.618 |
2.812 |
|
HIGH |
2.781 |
|
0.618 |
2.762 |
|
0.500 |
2.756 |
|
0.382 |
2.750 |
|
LOW |
2.731 |
|
0.618 |
2.700 |
|
1.000 |
2.681 |
|
1.618 |
2.650 |
|
2.618 |
2.600 |
|
4.250 |
2.519 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.767 |
2.761 |
| PP |
2.762 |
2.748 |
| S1 |
2.756 |
2.736 |
|