NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 09-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.778 |
2.756 |
-0.022 |
-0.8% |
2.694 |
| High |
2.788 |
2.805 |
0.017 |
0.6% |
2.781 |
| Low |
2.748 |
2.730 |
-0.018 |
-0.7% |
2.689 |
| Close |
2.767 |
2.737 |
-0.030 |
-1.1% |
2.773 |
| Range |
0.040 |
0.075 |
0.035 |
87.5% |
0.092 |
| ATR |
0.059 |
0.060 |
0.001 |
2.0% |
0.000 |
| Volume |
15,173 |
28,785 |
13,612 |
89.7% |
80,890 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.982 |
2.935 |
2.778 |
|
| R3 |
2.907 |
2.860 |
2.758 |
|
| R2 |
2.832 |
2.832 |
2.751 |
|
| R1 |
2.785 |
2.785 |
2.744 |
2.771 |
| PP |
2.757 |
2.757 |
2.757 |
2.751 |
| S1 |
2.710 |
2.710 |
2.730 |
2.696 |
| S2 |
2.682 |
2.682 |
2.723 |
|
| S3 |
2.607 |
2.635 |
2.716 |
|
| S4 |
2.532 |
2.560 |
2.696 |
|
|
| 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 |
2.713 |
0.095 |
3.5% |
0.067 |
2.5% |
25% |
False |
False |
23,766 |
| 10 |
2.808 |
2.637 |
0.171 |
6.2% |
0.063 |
2.3% |
58% |
False |
False |
21,275 |
| 20 |
2.908 |
2.637 |
0.271 |
9.9% |
0.055 |
2.0% |
37% |
False |
False |
17,727 |
| 40 |
2.908 |
2.637 |
0.271 |
9.9% |
0.057 |
2.1% |
37% |
False |
False |
15,294 |
| 60 |
3.074 |
2.637 |
0.437 |
16.0% |
0.062 |
2.3% |
23% |
False |
False |
13,705 |
| 80 |
3.074 |
2.459 |
0.615 |
22.5% |
0.061 |
2.2% |
45% |
False |
False |
12,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.124 |
|
2.618 |
3.001 |
|
1.618 |
2.926 |
|
1.000 |
2.880 |
|
0.618 |
2.851 |
|
HIGH |
2.805 |
|
0.618 |
2.776 |
|
0.500 |
2.768 |
|
0.382 |
2.759 |
|
LOW |
2.730 |
|
0.618 |
2.684 |
|
1.000 |
2.655 |
|
1.618 |
2.609 |
|
2.618 |
2.534 |
|
4.250 |
2.411 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.768 |
2.759 |
| PP |
2.757 |
2.752 |
| S1 |
2.747 |
2.744 |
|