NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.679 |
2.742 |
0.063 |
2.4% |
2.739 |
| High |
2.752 |
2.774 |
0.022 |
0.8% |
2.774 |
| Low |
2.667 |
2.709 |
0.042 |
1.6% |
2.657 |
| Close |
2.739 |
2.773 |
0.034 |
1.2% |
2.773 |
| Range |
0.085 |
0.065 |
-0.020 |
-23.5% |
0.117 |
| ATR |
0.056 |
0.057 |
0.001 |
1.1% |
0.000 |
| Volume |
21,632 |
11,633 |
-9,999 |
-46.2% |
68,145 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.947 |
2.925 |
2.809 |
|
| R3 |
2.882 |
2.860 |
2.791 |
|
| R2 |
2.817 |
2.817 |
2.785 |
|
| R1 |
2.795 |
2.795 |
2.779 |
2.806 |
| PP |
2.752 |
2.752 |
2.752 |
2.758 |
| S1 |
2.730 |
2.730 |
2.767 |
2.741 |
| S2 |
2.687 |
2.687 |
2.761 |
|
| S3 |
2.622 |
2.665 |
2.755 |
|
| S4 |
2.557 |
2.600 |
2.737 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.086 |
3.046 |
2.837 |
|
| R3 |
2.969 |
2.929 |
2.805 |
|
| R2 |
2.852 |
2.852 |
2.794 |
|
| R1 |
2.812 |
2.812 |
2.784 |
2.832 |
| PP |
2.735 |
2.735 |
2.735 |
2.745 |
| S1 |
2.695 |
2.695 |
2.762 |
2.715 |
| S2 |
2.618 |
2.618 |
2.752 |
|
| S3 |
2.501 |
2.578 |
2.741 |
|
| S4 |
2.384 |
2.461 |
2.709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.774 |
2.657 |
0.117 |
4.2% |
0.066 |
2.4% |
99% |
True |
False |
13,629 |
| 10 |
2.774 |
2.657 |
0.117 |
4.2% |
0.054 |
2.0% |
99% |
True |
False |
13,347 |
| 20 |
2.808 |
2.645 |
0.163 |
5.9% |
0.057 |
2.1% |
79% |
False |
False |
17,364 |
| 40 |
2.908 |
2.637 |
0.271 |
9.8% |
0.053 |
1.9% |
50% |
False |
False |
15,989 |
| 60 |
3.074 |
2.637 |
0.437 |
15.8% |
0.057 |
2.1% |
31% |
False |
False |
14,404 |
| 80 |
3.074 |
2.592 |
0.482 |
17.4% |
0.060 |
2.2% |
38% |
False |
False |
13,324 |
| 100 |
3.074 |
2.305 |
0.769 |
27.7% |
0.062 |
2.3% |
61% |
False |
False |
12,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.050 |
|
2.618 |
2.944 |
|
1.618 |
2.879 |
|
1.000 |
2.839 |
|
0.618 |
2.814 |
|
HIGH |
2.774 |
|
0.618 |
2.749 |
|
0.500 |
2.742 |
|
0.382 |
2.734 |
|
LOW |
2.709 |
|
0.618 |
2.669 |
|
1.000 |
2.644 |
|
1.618 |
2.604 |
|
2.618 |
2.539 |
|
4.250 |
2.433 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.763 |
2.755 |
| PP |
2.752 |
2.737 |
| S1 |
2.742 |
2.720 |
|