NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 14-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.710 |
2.733 |
0.023 |
0.8% |
2.750 |
| High |
2.753 |
2.772 |
0.019 |
0.7% |
2.808 |
| Low |
2.700 |
2.725 |
0.025 |
0.9% |
2.713 |
| Close |
2.739 |
2.754 |
0.015 |
0.5% |
2.741 |
| Range |
0.053 |
0.047 |
-0.006 |
-11.3% |
0.095 |
| ATR |
0.058 |
0.057 |
-0.001 |
-1.3% |
0.000 |
| Volume |
19,677 |
12,888 |
-6,789 |
-34.5% |
121,967 |
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.891 |
2.870 |
2.780 |
|
| R3 |
2.844 |
2.823 |
2.767 |
|
| R2 |
2.797 |
2.797 |
2.763 |
|
| R1 |
2.776 |
2.776 |
2.758 |
2.787 |
| PP |
2.750 |
2.750 |
2.750 |
2.756 |
| S1 |
2.729 |
2.729 |
2.750 |
2.740 |
| S2 |
2.703 |
2.703 |
2.745 |
|
| S3 |
2.656 |
2.682 |
2.741 |
|
| S4 |
2.609 |
2.635 |
2.728 |
|
|
| 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% |
0.050 |
1.8% |
51% |
False |
False |
19,585 |
| 10 |
2.808 |
2.690 |
0.118 |
4.3% |
0.059 |
2.1% |
54% |
False |
False |
21,475 |
| 20 |
2.823 |
2.637 |
0.186 |
6.8% |
0.052 |
1.9% |
63% |
False |
False |
18,292 |
| 40 |
2.908 |
2.637 |
0.271 |
9.8% |
0.055 |
2.0% |
43% |
False |
False |
15,703 |
| 60 |
3.074 |
2.637 |
0.437 |
15.9% |
0.061 |
2.2% |
27% |
False |
False |
14,128 |
| 80 |
3.074 |
2.474 |
0.600 |
21.8% |
0.060 |
2.2% |
47% |
False |
False |
12,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.972 |
|
2.618 |
2.895 |
|
1.618 |
2.848 |
|
1.000 |
2.819 |
|
0.618 |
2.801 |
|
HIGH |
2.772 |
|
0.618 |
2.754 |
|
0.500 |
2.749 |
|
0.382 |
2.743 |
|
LOW |
2.725 |
|
0.618 |
2.696 |
|
1.000 |
2.678 |
|
1.618 |
2.649 |
|
2.618 |
2.602 |
|
4.250 |
2.525 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.752 |
2.748 |
| PP |
2.750 |
2.742 |
| S1 |
2.749 |
2.736 |
|