NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 16-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.754 |
2.760 |
0.006 |
0.2% |
2.750 |
| High |
2.767 |
2.770 |
0.003 |
0.1% |
2.808 |
| Low |
2.725 |
2.728 |
0.003 |
0.1% |
2.713 |
| Close |
2.760 |
2.747 |
-0.013 |
-0.5% |
2.741 |
| Range |
0.042 |
0.042 |
0.000 |
0.0% |
0.095 |
| ATR |
0.056 |
0.055 |
-0.001 |
-1.8% |
0.000 |
| Volume |
8,089 |
13,359 |
5,270 |
65.2% |
121,967 |
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.874 |
2.853 |
2.770 |
|
| R3 |
2.832 |
2.811 |
2.759 |
|
| R2 |
2.790 |
2.790 |
2.755 |
|
| R1 |
2.769 |
2.769 |
2.751 |
2.759 |
| PP |
2.748 |
2.748 |
2.748 |
2.743 |
| S1 |
2.727 |
2.727 |
2.743 |
2.717 |
| S2 |
2.706 |
2.706 |
2.739 |
|
| S3 |
2.664 |
2.685 |
2.735 |
|
| S4 |
2.622 |
2.643 |
2.724 |
|
|
| 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 |
2.772 |
2.700 |
0.072 |
2.6% |
0.044 |
1.6% |
65% |
False |
False |
15,083 |
| 10 |
2.808 |
2.700 |
0.108 |
3.9% |
0.056 |
2.0% |
44% |
False |
False |
19,424 |
| 20 |
2.823 |
2.637 |
0.186 |
6.8% |
0.052 |
1.9% |
59% |
False |
False |
18,323 |
| 40 |
2.908 |
2.637 |
0.271 |
9.9% |
0.053 |
1.9% |
41% |
False |
False |
15,641 |
| 60 |
3.074 |
2.637 |
0.437 |
15.9% |
0.058 |
2.1% |
25% |
False |
False |
13,878 |
| 80 |
3.074 |
2.541 |
0.533 |
19.4% |
0.059 |
2.2% |
39% |
False |
False |
12,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.949 |
|
2.618 |
2.880 |
|
1.618 |
2.838 |
|
1.000 |
2.812 |
|
0.618 |
2.796 |
|
HIGH |
2.770 |
|
0.618 |
2.754 |
|
0.500 |
2.749 |
|
0.382 |
2.744 |
|
LOW |
2.728 |
|
0.618 |
2.702 |
|
1.000 |
2.686 |
|
1.618 |
2.660 |
|
2.618 |
2.618 |
|
4.250 |
2.550 |
|
|
| Fisher Pivots for day following 16-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.749 |
2.749 |
| PP |
2.748 |
2.748 |
| S1 |
2.748 |
2.748 |
|