NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 31-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.890 |
2.835 |
-0.055 |
-1.9% |
2.758 |
| High |
2.904 |
2.858 |
-0.046 |
-1.6% |
2.905 |
| Low |
2.821 |
2.781 |
-0.040 |
-1.4% |
2.737 |
| Close |
2.826 |
2.793 |
-0.033 |
-1.2% |
2.793 |
| Range |
0.083 |
0.077 |
-0.006 |
-7.2% |
0.168 |
| ATR |
0.062 |
0.063 |
0.001 |
1.7% |
0.000 |
| Volume |
25,978 |
18,285 |
-7,693 |
-29.6% |
100,941 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.042 |
2.994 |
2.835 |
|
| R3 |
2.965 |
2.917 |
2.814 |
|
| R2 |
2.888 |
2.888 |
2.807 |
|
| R1 |
2.840 |
2.840 |
2.800 |
2.826 |
| PP |
2.811 |
2.811 |
2.811 |
2.803 |
| S1 |
2.763 |
2.763 |
2.786 |
2.749 |
| S2 |
2.734 |
2.734 |
2.779 |
|
| S3 |
2.657 |
2.686 |
2.772 |
|
| S4 |
2.580 |
2.609 |
2.751 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.316 |
3.222 |
2.885 |
|
| R3 |
3.148 |
3.054 |
2.839 |
|
| R2 |
2.980 |
2.980 |
2.824 |
|
| R1 |
2.886 |
2.886 |
2.808 |
2.933 |
| PP |
2.812 |
2.812 |
2.812 |
2.835 |
| S1 |
2.718 |
2.718 |
2.778 |
2.765 |
| S2 |
2.644 |
2.644 |
2.762 |
|
| S3 |
2.476 |
2.550 |
2.747 |
|
| S4 |
2.308 |
2.382 |
2.701 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.905 |
2.737 |
0.168 |
6.0% |
0.076 |
2.7% |
33% |
False |
False |
20,188 |
| 10 |
2.905 |
2.657 |
0.248 |
8.9% |
0.071 |
2.5% |
55% |
False |
False |
16,908 |
| 20 |
2.905 |
2.657 |
0.248 |
8.9% |
0.062 |
2.2% |
55% |
False |
False |
17,819 |
| 40 |
2.908 |
2.637 |
0.271 |
9.7% |
0.057 |
2.1% |
58% |
False |
False |
16,518 |
| 60 |
2.935 |
2.637 |
0.298 |
10.7% |
0.058 |
2.1% |
52% |
False |
False |
15,090 |
| 80 |
3.074 |
2.637 |
0.437 |
15.6% |
0.061 |
2.2% |
36% |
False |
False |
13,898 |
| 100 |
3.074 |
2.455 |
0.619 |
22.2% |
0.062 |
2.2% |
55% |
False |
False |
12,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.185 |
|
2.618 |
3.060 |
|
1.618 |
2.983 |
|
1.000 |
2.935 |
|
0.618 |
2.906 |
|
HIGH |
2.858 |
|
0.618 |
2.829 |
|
0.500 |
2.820 |
|
0.382 |
2.810 |
|
LOW |
2.781 |
|
0.618 |
2.733 |
|
1.000 |
2.704 |
|
1.618 |
2.656 |
|
2.618 |
2.579 |
|
4.250 |
2.454 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.820 |
2.843 |
| PP |
2.811 |
2.826 |
| S1 |
2.802 |
2.810 |
|