NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 29-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.790 |
2.833 |
0.043 |
1.5% |
2.939 |
| High |
2.827 |
2.895 |
0.068 |
2.4% |
2.964 |
| Low |
2.783 |
2.827 |
0.044 |
1.6% |
2.778 |
| Close |
2.816 |
2.859 |
0.043 |
1.5% |
2.816 |
| Range |
0.044 |
0.068 |
0.024 |
54.5% |
0.186 |
| ATR |
0.052 |
0.054 |
0.002 |
3.6% |
0.000 |
| Volume |
15,352 |
31,456 |
16,104 |
104.9% |
102,332 |
|
| Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.064 |
3.030 |
2.896 |
|
| R3 |
2.996 |
2.962 |
2.878 |
|
| R2 |
2.928 |
2.928 |
2.871 |
|
| R1 |
2.894 |
2.894 |
2.865 |
2.911 |
| PP |
2.860 |
2.860 |
2.860 |
2.869 |
| S1 |
2.826 |
2.826 |
2.853 |
2.843 |
| S2 |
2.792 |
2.792 |
2.847 |
|
| S3 |
2.724 |
2.758 |
2.840 |
|
| S4 |
2.656 |
2.690 |
2.822 |
|
|
| 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 |
2.895 |
2.778 |
0.117 |
4.1% |
0.048 |
1.7% |
69% |
True |
False |
23,350 |
| 10 |
2.964 |
2.778 |
0.186 |
6.5% |
0.045 |
1.6% |
44% |
False |
False |
18,547 |
| 20 |
3.044 |
2.778 |
0.266 |
9.3% |
0.048 |
1.7% |
30% |
False |
False |
17,982 |
| 40 |
3.208 |
2.778 |
0.430 |
15.0% |
0.056 |
1.9% |
19% |
False |
False |
18,254 |
| 60 |
3.208 |
2.749 |
0.459 |
16.1% |
0.059 |
2.1% |
24% |
False |
False |
17,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.184 |
|
2.618 |
3.073 |
|
1.618 |
3.005 |
|
1.000 |
2.963 |
|
0.618 |
2.937 |
|
HIGH |
2.895 |
|
0.618 |
2.869 |
|
0.500 |
2.861 |
|
0.382 |
2.853 |
|
LOW |
2.827 |
|
0.618 |
2.785 |
|
1.000 |
2.759 |
|
1.618 |
2.717 |
|
2.618 |
2.649 |
|
4.250 |
2.538 |
|
|
| Fisher Pivots for day following 29-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.861 |
2.852 |
| PP |
2.860 |
2.844 |
| S1 |
2.860 |
2.837 |
|