NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.739 |
2.708 |
-0.031 |
-1.1% |
2.710 |
| High |
2.748 |
2.718 |
-0.030 |
-1.1% |
2.772 |
| Low |
2.657 |
2.672 |
0.015 |
0.6% |
2.700 |
| Close |
2.699 |
2.703 |
0.004 |
0.1% |
2.749 |
| Range |
0.091 |
0.046 |
-0.045 |
-49.5% |
0.072 |
| ATR |
0.056 |
0.055 |
-0.001 |
-1.3% |
0.000 |
| Volume |
12,817 |
10,449 |
-2,368 |
-18.5% |
65,327 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.836 |
2.815 |
2.728 |
|
| R3 |
2.790 |
2.769 |
2.716 |
|
| R2 |
2.744 |
2.744 |
2.711 |
|
| R1 |
2.723 |
2.723 |
2.707 |
2.711 |
| PP |
2.698 |
2.698 |
2.698 |
2.691 |
| S1 |
2.677 |
2.677 |
2.699 |
2.665 |
| S2 |
2.652 |
2.652 |
2.695 |
|
| S3 |
2.606 |
2.631 |
2.690 |
|
| S4 |
2.560 |
2.585 |
2.678 |
|
|
| 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 |
2.770 |
2.657 |
0.113 |
4.2% |
0.050 |
1.9% |
41% |
False |
False |
11,205 |
| 10 |
2.805 |
2.657 |
0.148 |
5.5% |
0.050 |
1.9% |
31% |
False |
False |
15,395 |
| 20 |
2.808 |
2.637 |
0.171 |
6.3% |
0.054 |
2.0% |
39% |
False |
False |
17,594 |
| 40 |
2.908 |
2.637 |
0.271 |
10.0% |
0.053 |
2.0% |
24% |
False |
False |
15,710 |
| 60 |
3.074 |
2.637 |
0.437 |
16.2% |
0.058 |
2.1% |
15% |
False |
False |
14,069 |
| 80 |
3.074 |
2.546 |
0.528 |
19.5% |
0.059 |
2.2% |
30% |
False |
False |
13,020 |
| 100 |
3.074 |
2.305 |
0.769 |
28.4% |
0.062 |
2.3% |
52% |
False |
False |
11,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.914 |
|
2.618 |
2.838 |
|
1.618 |
2.792 |
|
1.000 |
2.764 |
|
0.618 |
2.746 |
|
HIGH |
2.718 |
|
0.618 |
2.700 |
|
0.500 |
2.695 |
|
0.382 |
2.690 |
|
LOW |
2.672 |
|
0.618 |
2.644 |
|
1.000 |
2.626 |
|
1.618 |
2.598 |
|
2.618 |
2.552 |
|
4.250 |
2.477 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.700 |
2.711 |
| PP |
2.698 |
2.708 |
| S1 |
2.695 |
2.706 |
|