NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 20-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.751 |
2.739 |
-0.012 |
-0.4% |
2.710 |
| High |
2.764 |
2.748 |
-0.016 |
-0.6% |
2.772 |
| Low |
2.734 |
2.657 |
-0.077 |
-2.8% |
2.700 |
| Close |
2.749 |
2.699 |
-0.050 |
-1.8% |
2.749 |
| Range |
0.030 |
0.091 |
0.061 |
203.3% |
0.072 |
| ATR |
0.053 |
0.056 |
0.003 |
5.2% |
0.000 |
| Volume |
11,314 |
12,817 |
1,503 |
13.3% |
65,327 |
|
| Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.974 |
2.928 |
2.749 |
|
| R3 |
2.883 |
2.837 |
2.724 |
|
| R2 |
2.792 |
2.792 |
2.716 |
|
| R1 |
2.746 |
2.746 |
2.707 |
2.724 |
| PP |
2.701 |
2.701 |
2.701 |
2.690 |
| S1 |
2.655 |
2.655 |
2.691 |
2.633 |
| S2 |
2.610 |
2.610 |
2.682 |
|
| S3 |
2.519 |
2.564 |
2.674 |
|
| S4 |
2.428 |
2.473 |
2.649 |
|
|
| 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 |
2.657 |
0.115 |
4.3% |
0.050 |
1.9% |
37% |
False |
True |
11,693 |
| 10 |
2.805 |
2.657 |
0.148 |
5.5% |
0.054 |
2.0% |
28% |
False |
True |
16,910 |
| 20 |
2.823 |
2.637 |
0.186 |
6.9% |
0.055 |
2.0% |
33% |
False |
False |
17,788 |
| 40 |
2.908 |
2.637 |
0.271 |
10.0% |
0.054 |
2.0% |
23% |
False |
False |
15,690 |
| 60 |
3.074 |
2.637 |
0.437 |
16.2% |
0.058 |
2.1% |
14% |
False |
False |
13,996 |
| 80 |
3.074 |
2.546 |
0.528 |
19.6% |
0.059 |
2.2% |
29% |
False |
False |
12,945 |
| 100 |
3.074 |
2.305 |
0.769 |
28.5% |
0.063 |
2.3% |
51% |
False |
False |
11,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.135 |
|
2.618 |
2.986 |
|
1.618 |
2.895 |
|
1.000 |
2.839 |
|
0.618 |
2.804 |
|
HIGH |
2.748 |
|
0.618 |
2.713 |
|
0.500 |
2.703 |
|
0.382 |
2.692 |
|
LOW |
2.657 |
|
0.618 |
2.601 |
|
1.000 |
2.566 |
|
1.618 |
2.510 |
|
2.618 |
2.419 |
|
4.250 |
2.270 |
|
|
| Fisher Pivots for day following 20-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.703 |
2.714 |
| PP |
2.701 |
2.709 |
| S1 |
2.700 |
2.704 |
|