NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 25-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2020 |
25-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.853 |
2.835 |
-0.018 |
-0.6% |
2.974 |
| High |
2.862 |
2.837 |
-0.025 |
-0.9% |
2.979 |
| Low |
2.830 |
2.778 |
-0.052 |
-1.8% |
2.908 |
| Close |
2.842 |
2.794 |
-0.048 |
-1.7% |
2.951 |
| Range |
0.032 |
0.059 |
0.027 |
84.4% |
0.071 |
| ATR |
0.052 |
0.053 |
0.001 |
1.6% |
0.000 |
| Volume |
19,718 |
29,013 |
9,295 |
47.1% |
64,957 |
|
| Daily Pivots for day following 25-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.980 |
2.946 |
2.826 |
|
| R3 |
2.921 |
2.887 |
2.810 |
|
| R2 |
2.862 |
2.862 |
2.805 |
|
| R1 |
2.828 |
2.828 |
2.799 |
2.816 |
| PP |
2.803 |
2.803 |
2.803 |
2.797 |
| S1 |
2.769 |
2.769 |
2.789 |
2.757 |
| S2 |
2.744 |
2.744 |
2.783 |
|
| S3 |
2.685 |
2.710 |
2.778 |
|
| S4 |
2.626 |
2.651 |
2.762 |
|
|
| 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 |
2.778 |
0.186 |
6.7% |
0.046 |
1.6% |
9% |
False |
True |
20,402 |
| 10 |
3.044 |
2.778 |
0.266 |
9.5% |
0.047 |
1.7% |
6% |
False |
True |
16,908 |
| 20 |
3.044 |
2.778 |
0.266 |
9.5% |
0.048 |
1.7% |
6% |
False |
True |
18,029 |
| 40 |
3.208 |
2.778 |
0.430 |
15.4% |
0.056 |
2.0% |
4% |
False |
True |
17,862 |
| 60 |
3.208 |
2.713 |
0.495 |
17.7% |
0.059 |
2.1% |
16% |
False |
False |
17,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.088 |
|
2.618 |
2.991 |
|
1.618 |
2.932 |
|
1.000 |
2.896 |
|
0.618 |
2.873 |
|
HIGH |
2.837 |
|
0.618 |
2.814 |
|
0.500 |
2.808 |
|
0.382 |
2.801 |
|
LOW |
2.778 |
|
0.618 |
2.742 |
|
1.000 |
2.719 |
|
1.618 |
2.683 |
|
2.618 |
2.624 |
|
4.250 |
2.527 |
|
|
| Fisher Pivots for day following 25-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.808 |
2.834 |
| PP |
2.803 |
2.821 |
| S1 |
2.799 |
2.807 |
|