NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.733 |
2.754 |
0.021 |
0.8% |
2.750 |
| High |
2.772 |
2.767 |
-0.005 |
-0.2% |
2.808 |
| Low |
2.725 |
2.725 |
0.000 |
0.0% |
2.713 |
| Close |
2.754 |
2.760 |
0.006 |
0.2% |
2.741 |
| Range |
0.047 |
0.042 |
-0.005 |
-10.6% |
0.095 |
| ATR |
0.057 |
0.056 |
-0.001 |
-1.9% |
0.000 |
| Volume |
12,888 |
8,089 |
-4,799 |
-37.2% |
121,967 |
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.877 |
2.860 |
2.783 |
|
| R3 |
2.835 |
2.818 |
2.772 |
|
| R2 |
2.793 |
2.793 |
2.768 |
|
| R1 |
2.776 |
2.776 |
2.764 |
2.785 |
| PP |
2.751 |
2.751 |
2.751 |
2.755 |
| S1 |
2.734 |
2.734 |
2.756 |
2.743 |
| S2 |
2.709 |
2.709 |
2.752 |
|
| S3 |
2.667 |
2.692 |
2.748 |
|
| S4 |
2.625 |
2.650 |
2.737 |
|
|
| 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% |
0.051 |
1.8% |
57% |
False |
False |
18,168 |
| 10 |
2.808 |
2.700 |
0.108 |
3.9% |
0.057 |
2.1% |
56% |
False |
False |
20,112 |
| 20 |
2.823 |
2.637 |
0.186 |
6.7% |
0.052 |
1.9% |
66% |
False |
False |
18,225 |
| 40 |
2.908 |
2.637 |
0.271 |
9.8% |
0.055 |
2.0% |
45% |
False |
False |
15,607 |
| 60 |
3.074 |
2.637 |
0.437 |
15.8% |
0.059 |
2.2% |
28% |
False |
False |
14,040 |
| 80 |
3.074 |
2.474 |
0.600 |
21.7% |
0.060 |
2.2% |
48% |
False |
False |
12,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.946 |
|
2.618 |
2.877 |
|
1.618 |
2.835 |
|
1.000 |
2.809 |
|
0.618 |
2.793 |
|
HIGH |
2.767 |
|
0.618 |
2.751 |
|
0.500 |
2.746 |
|
0.382 |
2.741 |
|
LOW |
2.725 |
|
0.618 |
2.699 |
|
1.000 |
2.683 |
|
1.618 |
2.657 |
|
2.618 |
2.615 |
|
4.250 |
2.547 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.755 |
2.752 |
| PP |
2.751 |
2.744 |
| S1 |
2.746 |
2.736 |
|