NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.742 |
2.758 |
0.016 |
0.6% |
2.739 |
| High |
2.774 |
2.795 |
0.021 |
0.8% |
2.774 |
| Low |
2.709 |
2.737 |
0.028 |
1.0% |
2.657 |
| Close |
2.773 |
2.763 |
-0.010 |
-0.4% |
2.773 |
| Range |
0.065 |
0.058 |
-0.007 |
-10.8% |
0.117 |
| ATR |
0.057 |
0.057 |
0.000 |
0.1% |
0.000 |
| Volume |
11,633 |
16,192 |
4,559 |
39.2% |
68,145 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.939 |
2.909 |
2.795 |
|
| R3 |
2.881 |
2.851 |
2.779 |
|
| R2 |
2.823 |
2.823 |
2.774 |
|
| R1 |
2.793 |
2.793 |
2.768 |
2.808 |
| PP |
2.765 |
2.765 |
2.765 |
2.773 |
| S1 |
2.735 |
2.735 |
2.758 |
2.750 |
| S2 |
2.707 |
2.707 |
2.752 |
|
| S3 |
2.649 |
2.677 |
2.747 |
|
| S4 |
2.591 |
2.619 |
2.731 |
|
|
| 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 |
2.795 |
2.665 |
0.130 |
4.7% |
0.059 |
2.1% |
75% |
True |
False |
14,304 |
| 10 |
2.795 |
2.657 |
0.138 |
5.0% |
0.055 |
2.0% |
77% |
True |
False |
12,998 |
| 20 |
2.808 |
2.657 |
0.151 |
5.5% |
0.058 |
2.1% |
70% |
False |
False |
17,626 |
| 40 |
2.908 |
2.637 |
0.271 |
9.8% |
0.053 |
1.9% |
46% |
False |
False |
16,059 |
| 60 |
3.074 |
2.637 |
0.437 |
15.8% |
0.057 |
2.1% |
29% |
False |
False |
14,492 |
| 80 |
3.074 |
2.592 |
0.482 |
17.4% |
0.060 |
2.2% |
35% |
False |
False |
13,403 |
| 100 |
3.074 |
2.305 |
0.769 |
27.8% |
0.063 |
2.3% |
60% |
False |
False |
12,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.042 |
|
2.618 |
2.947 |
|
1.618 |
2.889 |
|
1.000 |
2.853 |
|
0.618 |
2.831 |
|
HIGH |
2.795 |
|
0.618 |
2.773 |
|
0.500 |
2.766 |
|
0.382 |
2.759 |
|
LOW |
2.737 |
|
0.618 |
2.701 |
|
1.000 |
2.679 |
|
1.618 |
2.643 |
|
2.618 |
2.585 |
|
4.250 |
2.491 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.766 |
2.752 |
| PP |
2.765 |
2.742 |
| S1 |
2.764 |
2.731 |
|