NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 13-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.741 |
2.710 |
-0.031 |
-1.1% |
2.750 |
| High |
2.754 |
2.753 |
-0.001 |
0.0% |
2.808 |
| Low |
2.718 |
2.700 |
-0.018 |
-0.7% |
2.713 |
| Close |
2.741 |
2.739 |
-0.002 |
-0.1% |
2.741 |
| Range |
0.036 |
0.053 |
0.017 |
47.2% |
0.095 |
| ATR |
0.058 |
0.058 |
0.000 |
-0.6% |
0.000 |
| Volume |
21,403 |
19,677 |
-1,726 |
-8.1% |
121,967 |
|
| Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.890 |
2.867 |
2.768 |
|
| R3 |
2.837 |
2.814 |
2.754 |
|
| R2 |
2.784 |
2.784 |
2.749 |
|
| R1 |
2.761 |
2.761 |
2.744 |
2.773 |
| PP |
2.731 |
2.731 |
2.731 |
2.736 |
| S1 |
2.708 |
2.708 |
2.734 |
2.720 |
| S2 |
2.678 |
2.678 |
2.729 |
|
| S3 |
2.625 |
2.655 |
2.724 |
|
| S4 |
2.572 |
2.602 |
2.710 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.039 |
2.985 |
2.793 |
|
| R3 |
2.944 |
2.890 |
2.767 |
|
| R2 |
2.849 |
2.849 |
2.758 |
|
| R1 |
2.795 |
2.795 |
2.750 |
2.775 |
| PP |
2.754 |
2.754 |
2.754 |
2.744 |
| S1 |
2.700 |
2.700 |
2.732 |
2.680 |
| S2 |
2.659 |
2.659 |
2.724 |
|
| S3 |
2.564 |
2.605 |
2.715 |
|
| S4 |
2.469 |
2.510 |
2.689 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.805 |
2.700 |
0.105 |
3.8% |
0.057 |
2.1% |
37% |
False |
True |
22,126 |
| 10 |
2.808 |
2.689 |
0.119 |
4.3% |
0.061 |
2.2% |
42% |
False |
False |
22,253 |
| 20 |
2.839 |
2.637 |
0.202 |
7.4% |
0.052 |
1.9% |
50% |
False |
False |
18,202 |
| 40 |
2.908 |
2.637 |
0.271 |
9.9% |
0.056 |
2.0% |
38% |
False |
False |
15,656 |
| 60 |
3.074 |
2.637 |
0.437 |
16.0% |
0.061 |
2.2% |
23% |
False |
False |
14,052 |
| 80 |
3.074 |
2.474 |
0.600 |
21.9% |
0.060 |
2.2% |
44% |
False |
False |
12,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.978 |
|
2.618 |
2.892 |
|
1.618 |
2.839 |
|
1.000 |
2.806 |
|
0.618 |
2.786 |
|
HIGH |
2.753 |
|
0.618 |
2.733 |
|
0.500 |
2.727 |
|
0.382 |
2.720 |
|
LOW |
2.700 |
|
0.618 |
2.667 |
|
1.000 |
2.647 |
|
1.618 |
2.614 |
|
2.618 |
2.561 |
|
4.250 |
2.475 |
|
|
| Fisher Pivots for day following 13-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.735 |
2.753 |
| PP |
2.731 |
2.748 |
| S1 |
2.727 |
2.744 |
|