NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 26-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.835 |
2.790 |
-0.045 |
-1.6% |
2.939 |
| High |
2.837 |
2.827 |
-0.010 |
-0.4% |
2.964 |
| Low |
2.778 |
2.783 |
0.005 |
0.2% |
2.778 |
| Close |
2.794 |
2.816 |
0.022 |
0.8% |
2.816 |
| Range |
0.059 |
0.044 |
-0.015 |
-25.4% |
0.186 |
| ATR |
0.053 |
0.052 |
-0.001 |
-1.2% |
0.000 |
| Volume |
29,013 |
15,352 |
-13,661 |
-47.1% |
102,332 |
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.941 |
2.922 |
2.840 |
|
| R3 |
2.897 |
2.878 |
2.828 |
|
| R2 |
2.853 |
2.853 |
2.824 |
|
| R1 |
2.834 |
2.834 |
2.820 |
2.844 |
| PP |
2.809 |
2.809 |
2.809 |
2.813 |
| S1 |
2.790 |
2.790 |
2.812 |
2.800 |
| S2 |
2.765 |
2.765 |
2.808 |
|
| S3 |
2.721 |
2.746 |
2.804 |
|
| S4 |
2.677 |
2.702 |
2.792 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.411 |
3.299 |
2.918 |
|
| R3 |
3.225 |
3.113 |
2.867 |
|
| R2 |
3.039 |
3.039 |
2.850 |
|
| R1 |
2.927 |
2.927 |
2.833 |
2.890 |
| PP |
2.853 |
2.853 |
2.853 |
2.834 |
| S1 |
2.741 |
2.741 |
2.799 |
2.704 |
| S2 |
2.667 |
2.667 |
2.782 |
|
| S3 |
2.481 |
2.555 |
2.765 |
|
| S4 |
2.295 |
2.369 |
2.714 |
|
|
| 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 |
6.6% |
0.049 |
1.7% |
20% |
False |
False |
20,466 |
| 10 |
2.979 |
2.778 |
0.201 |
7.1% |
0.043 |
1.5% |
19% |
False |
False |
16,728 |
| 20 |
3.044 |
2.778 |
0.266 |
9.4% |
0.047 |
1.7% |
14% |
False |
False |
17,496 |
| 40 |
3.208 |
2.778 |
0.430 |
15.3% |
0.055 |
2.0% |
9% |
False |
False |
17,798 |
| 60 |
3.208 |
2.713 |
0.495 |
17.6% |
0.059 |
2.1% |
21% |
False |
False |
17,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.014 |
|
2.618 |
2.942 |
|
1.618 |
2.898 |
|
1.000 |
2.871 |
|
0.618 |
2.854 |
|
HIGH |
2.827 |
|
0.618 |
2.810 |
|
0.500 |
2.805 |
|
0.382 |
2.800 |
|
LOW |
2.783 |
|
0.618 |
2.756 |
|
1.000 |
2.739 |
|
1.618 |
2.712 |
|
2.618 |
2.668 |
|
4.250 |
2.596 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.812 |
2.820 |
| PP |
2.809 |
2.819 |
| S1 |
2.805 |
2.817 |
|