NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 08-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.723 |
2.778 |
0.055 |
2.0% |
2.694 |
| High |
2.795 |
2.788 |
-0.007 |
-0.3% |
2.781 |
| Low |
2.713 |
2.748 |
0.035 |
1.3% |
2.689 |
| Close |
2.782 |
2.767 |
-0.015 |
-0.5% |
2.773 |
| Range |
0.082 |
0.040 |
-0.042 |
-51.2% |
0.092 |
| ATR |
0.060 |
0.059 |
-0.001 |
-2.4% |
0.000 |
| Volume |
25,595 |
15,173 |
-10,422 |
-40.7% |
80,890 |
|
| Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.888 |
2.867 |
2.789 |
|
| R3 |
2.848 |
2.827 |
2.778 |
|
| R2 |
2.808 |
2.808 |
2.774 |
|
| R1 |
2.787 |
2.787 |
2.771 |
2.778 |
| PP |
2.768 |
2.768 |
2.768 |
2.763 |
| S1 |
2.747 |
2.747 |
2.763 |
2.738 |
| S2 |
2.728 |
2.728 |
2.760 |
|
| S3 |
2.688 |
2.707 |
2.756 |
|
| S4 |
2.648 |
2.667 |
2.745 |
|
|
| 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 |
2.708 |
0.100 |
3.6% |
0.063 |
2.3% |
59% |
False |
False |
22,056 |
| 10 |
2.808 |
2.637 |
0.171 |
6.2% |
0.058 |
2.1% |
76% |
False |
False |
19,793 |
| 20 |
2.908 |
2.637 |
0.271 |
9.8% |
0.056 |
2.0% |
48% |
False |
False |
16,935 |
| 40 |
2.908 |
2.637 |
0.271 |
9.8% |
0.057 |
2.1% |
48% |
False |
False |
14,929 |
| 60 |
3.074 |
2.637 |
0.437 |
15.8% |
0.062 |
2.2% |
30% |
False |
False |
13,320 |
| 80 |
3.074 |
2.459 |
0.615 |
22.2% |
0.061 |
2.2% |
50% |
False |
False |
11,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.958 |
|
2.618 |
2.893 |
|
1.618 |
2.853 |
|
1.000 |
2.828 |
|
0.618 |
2.813 |
|
HIGH |
2.788 |
|
0.618 |
2.773 |
|
0.500 |
2.768 |
|
0.382 |
2.763 |
|
LOW |
2.748 |
|
0.618 |
2.723 |
|
1.000 |
2.708 |
|
1.618 |
2.683 |
|
2.618 |
2.643 |
|
4.250 |
2.578 |
|
|
| Fisher Pivots for day following 08-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.768 |
2.765 |
| PP |
2.768 |
2.763 |
| S1 |
2.767 |
2.761 |
|