NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 06-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.753 |
2.750 |
-0.003 |
-0.1% |
2.694 |
| High |
2.781 |
2.808 |
0.027 |
1.0% |
2.781 |
| Low |
2.731 |
2.719 |
-0.012 |
-0.4% |
2.689 |
| Close |
2.773 |
2.741 |
-0.032 |
-1.2% |
2.773 |
| Range |
0.050 |
0.089 |
0.039 |
78.0% |
0.092 |
| ATR |
0.056 |
0.058 |
0.002 |
4.2% |
0.000 |
| Volume |
18,267 |
31,011 |
12,744 |
69.8% |
80,890 |
|
| Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.023 |
2.971 |
2.790 |
|
| R3 |
2.934 |
2.882 |
2.765 |
|
| R2 |
2.845 |
2.845 |
2.757 |
|
| R1 |
2.793 |
2.793 |
2.749 |
2.775 |
| PP |
2.756 |
2.756 |
2.756 |
2.747 |
| S1 |
2.704 |
2.704 |
2.733 |
2.686 |
| S2 |
2.667 |
2.667 |
2.725 |
|
| S3 |
2.578 |
2.615 |
2.717 |
|
| S4 |
2.489 |
2.526 |
2.692 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.024 |
2.990 |
2.824 |
|
| R3 |
2.932 |
2.898 |
2.798 |
|
| R2 |
2.840 |
2.840 |
2.790 |
|
| R1 |
2.806 |
2.806 |
2.781 |
2.823 |
| PP |
2.748 |
2.748 |
2.748 |
2.756 |
| S1 |
2.714 |
2.714 |
2.765 |
2.731 |
| S2 |
2.656 |
2.656 |
2.756 |
|
| S3 |
2.564 |
2.622 |
2.748 |
|
| S4 |
2.472 |
2.530 |
2.722 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.808 |
2.689 |
0.119 |
4.3% |
0.065 |
2.4% |
44% |
True |
False |
22,380 |
| 10 |
2.823 |
2.637 |
0.186 |
6.8% |
0.057 |
2.1% |
56% |
False |
False |
18,667 |
| 20 |
2.908 |
2.637 |
0.271 |
9.9% |
0.054 |
2.0% |
38% |
False |
False |
15,953 |
| 40 |
2.913 |
2.637 |
0.276 |
10.1% |
0.056 |
2.0% |
38% |
False |
False |
14,280 |
| 60 |
3.074 |
2.637 |
0.437 |
15.9% |
0.062 |
2.2% |
24% |
False |
False |
12,959 |
| 80 |
3.074 |
2.455 |
0.619 |
22.6% |
0.062 |
2.3% |
46% |
False |
False |
11,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.186 |
|
2.618 |
3.041 |
|
1.618 |
2.952 |
|
1.000 |
2.897 |
|
0.618 |
2.863 |
|
HIGH |
2.808 |
|
0.618 |
2.774 |
|
0.500 |
2.764 |
|
0.382 |
2.753 |
|
LOW |
2.719 |
|
0.618 |
2.664 |
|
1.000 |
2.630 |
|
1.618 |
2.575 |
|
2.618 |
2.486 |
|
4.250 |
2.341 |
|
|
| Fisher Pivots for day following 06-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.764 |
2.758 |
| PP |
2.756 |
2.752 |
| S1 |
2.749 |
2.747 |
|