NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.815 |
2.890 |
0.075 |
2.7% |
2.739 |
| High |
2.905 |
2.904 |
-0.001 |
0.0% |
2.774 |
| Low |
2.812 |
2.821 |
0.009 |
0.3% |
2.657 |
| Close |
2.896 |
2.826 |
-0.070 |
-2.4% |
2.773 |
| Range |
0.093 |
0.083 |
-0.010 |
-10.8% |
0.117 |
| ATR |
0.061 |
0.062 |
0.002 |
2.7% |
0.000 |
| Volume |
25,841 |
25,978 |
137 |
0.5% |
68,145 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.099 |
3.046 |
2.872 |
|
| R3 |
3.016 |
2.963 |
2.849 |
|
| R2 |
2.933 |
2.933 |
2.841 |
|
| R1 |
2.880 |
2.880 |
2.834 |
2.865 |
| PP |
2.850 |
2.850 |
2.850 |
2.843 |
| S1 |
2.797 |
2.797 |
2.818 |
2.782 |
| S2 |
2.767 |
2.767 |
2.811 |
|
| S3 |
2.684 |
2.714 |
2.803 |
|
| S4 |
2.601 |
2.631 |
2.780 |
|
|
| 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 |
2.905 |
2.709 |
0.196 |
6.9% |
0.074 |
2.6% |
60% |
False |
False |
18,857 |
| 10 |
2.905 |
2.657 |
0.248 |
8.8% |
0.066 |
2.3% |
68% |
False |
False |
16,211 |
| 20 |
2.905 |
2.657 |
0.248 |
8.8% |
0.061 |
2.2% |
68% |
False |
False |
17,818 |
| 40 |
2.908 |
2.637 |
0.271 |
9.6% |
0.056 |
2.0% |
70% |
False |
False |
16,388 |
| 60 |
2.951 |
2.637 |
0.314 |
11.1% |
0.057 |
2.0% |
60% |
False |
False |
14,953 |
| 80 |
3.074 |
2.637 |
0.437 |
15.5% |
0.061 |
2.2% |
43% |
False |
False |
13,841 |
| 100 |
3.074 |
2.455 |
0.619 |
21.9% |
0.062 |
2.2% |
60% |
False |
False |
12,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.257 |
|
2.618 |
3.121 |
|
1.618 |
3.038 |
|
1.000 |
2.987 |
|
0.618 |
2.955 |
|
HIGH |
2.904 |
|
0.618 |
2.872 |
|
0.500 |
2.863 |
|
0.382 |
2.853 |
|
LOW |
2.821 |
|
0.618 |
2.770 |
|
1.000 |
2.738 |
|
1.618 |
2.687 |
|
2.618 |
2.604 |
|
4.250 |
2.468 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.863 |
2.829 |
| PP |
2.850 |
2.828 |
| S1 |
2.838 |
2.827 |
|