NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 17-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.760 |
2.751 |
-0.009 |
-0.3% |
2.710 |
| High |
2.770 |
2.764 |
-0.006 |
-0.2% |
2.772 |
| Low |
2.728 |
2.734 |
0.006 |
0.2% |
2.700 |
| Close |
2.747 |
2.749 |
0.002 |
0.1% |
2.749 |
| Range |
0.042 |
0.030 |
-0.012 |
-28.6% |
0.072 |
| ATR |
0.055 |
0.053 |
-0.002 |
-3.2% |
0.000 |
| Volume |
13,359 |
11,314 |
-2,045 |
-15.3% |
65,327 |
|
| Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.839 |
2.824 |
2.766 |
|
| R3 |
2.809 |
2.794 |
2.757 |
|
| R2 |
2.779 |
2.779 |
2.755 |
|
| R1 |
2.764 |
2.764 |
2.752 |
2.757 |
| PP |
2.749 |
2.749 |
2.749 |
2.745 |
| S1 |
2.734 |
2.734 |
2.746 |
2.727 |
| S2 |
2.719 |
2.719 |
2.744 |
|
| S3 |
2.689 |
2.704 |
2.741 |
|
| S4 |
2.659 |
2.674 |
2.733 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.956 |
2.925 |
2.789 |
|
| R3 |
2.884 |
2.853 |
2.769 |
|
| R2 |
2.812 |
2.812 |
2.762 |
|
| R1 |
2.781 |
2.781 |
2.756 |
2.797 |
| PP |
2.740 |
2.740 |
2.740 |
2.748 |
| S1 |
2.709 |
2.709 |
2.742 |
2.725 |
| S2 |
2.668 |
2.668 |
2.736 |
|
| S3 |
2.596 |
2.637 |
2.729 |
|
| S4 |
2.524 |
2.565 |
2.709 |
|
|
| 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% |
0.043 |
1.6% |
68% |
False |
False |
13,065 |
| 10 |
2.808 |
2.700 |
0.108 |
3.9% |
0.054 |
1.9% |
45% |
False |
False |
18,729 |
| 20 |
2.823 |
2.637 |
0.186 |
6.8% |
0.052 |
1.9% |
60% |
False |
False |
18,054 |
| 40 |
2.908 |
2.637 |
0.271 |
9.9% |
0.052 |
1.9% |
41% |
False |
False |
15,593 |
| 60 |
3.074 |
2.637 |
0.437 |
15.9% |
0.058 |
2.1% |
26% |
False |
False |
13,870 |
| 80 |
3.074 |
2.546 |
0.528 |
19.2% |
0.059 |
2.1% |
38% |
False |
False |
12,851 |
| 100 |
3.074 |
2.305 |
0.769 |
28.0% |
0.062 |
2.3% |
58% |
False |
False |
11,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.892 |
|
2.618 |
2.843 |
|
1.618 |
2.813 |
|
1.000 |
2.794 |
|
0.618 |
2.783 |
|
HIGH |
2.764 |
|
0.618 |
2.753 |
|
0.500 |
2.749 |
|
0.382 |
2.745 |
|
LOW |
2.734 |
|
0.618 |
2.715 |
|
1.000 |
2.704 |
|
1.618 |
2.685 |
|
2.618 |
2.655 |
|
4.250 |
2.607 |
|
|
| Fisher Pivots for day following 17-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.749 |
2.749 |
| PP |
2.749 |
2.748 |
| S1 |
2.749 |
2.748 |
|