NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 24-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.890 |
2.853 |
-0.037 |
-1.3% |
2.974 |
| High |
2.890 |
2.862 |
-0.028 |
-1.0% |
2.979 |
| Low |
2.851 |
2.830 |
-0.021 |
-0.7% |
2.908 |
| Close |
2.862 |
2.842 |
-0.020 |
-0.7% |
2.951 |
| Range |
0.039 |
0.032 |
-0.007 |
-17.9% |
0.071 |
| ATR |
0.054 |
0.052 |
-0.002 |
-2.9% |
0.000 |
| Volume |
21,215 |
19,718 |
-1,497 |
-7.1% |
64,957 |
|
| Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.941 |
2.923 |
2.860 |
|
| R3 |
2.909 |
2.891 |
2.851 |
|
| R2 |
2.877 |
2.877 |
2.848 |
|
| R1 |
2.859 |
2.859 |
2.845 |
2.852 |
| PP |
2.845 |
2.845 |
2.845 |
2.841 |
| S1 |
2.827 |
2.827 |
2.839 |
2.820 |
| S2 |
2.813 |
2.813 |
2.836 |
|
| S3 |
2.781 |
2.795 |
2.833 |
|
| S4 |
2.749 |
2.763 |
2.824 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.159 |
3.126 |
2.990 |
|
| R3 |
3.088 |
3.055 |
2.971 |
|
| R2 |
3.017 |
3.017 |
2.964 |
|
| R1 |
2.984 |
2.984 |
2.958 |
2.965 |
| PP |
2.946 |
2.946 |
2.946 |
2.937 |
| S1 |
2.913 |
2.913 |
2.944 |
2.894 |
| S2 |
2.875 |
2.875 |
2.938 |
|
| S3 |
2.804 |
2.842 |
2.931 |
|
| S4 |
2.733 |
2.771 |
2.912 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.964 |
2.830 |
0.134 |
4.7% |
0.040 |
1.4% |
9% |
False |
True |
17,456 |
| 10 |
3.044 |
2.830 |
0.214 |
7.5% |
0.047 |
1.7% |
6% |
False |
True |
16,167 |
| 20 |
3.044 |
2.830 |
0.214 |
7.5% |
0.047 |
1.7% |
6% |
False |
True |
17,373 |
| 40 |
3.208 |
2.830 |
0.378 |
13.3% |
0.056 |
2.0% |
3% |
False |
True |
17,422 |
| 60 |
3.208 |
2.713 |
0.495 |
17.4% |
0.059 |
2.1% |
26% |
False |
False |
17,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.998 |
|
2.618 |
2.946 |
|
1.618 |
2.914 |
|
1.000 |
2.894 |
|
0.618 |
2.882 |
|
HIGH |
2.862 |
|
0.618 |
2.850 |
|
0.500 |
2.846 |
|
0.382 |
2.842 |
|
LOW |
2.830 |
|
0.618 |
2.810 |
|
1.000 |
2.798 |
|
1.618 |
2.778 |
|
2.618 |
2.746 |
|
4.250 |
2.694 |
|
|
| Fisher Pivots for day following 24-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.846 |
2.897 |
| PP |
2.845 |
2.879 |
| S1 |
2.843 |
2.860 |
|