NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 01-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.849 |
2.887 |
0.038 |
1.3% |
2.939 |
| High |
2.894 |
2.897 |
0.003 |
0.1% |
2.964 |
| Low |
2.832 |
2.845 |
0.013 |
0.5% |
2.778 |
| Close |
2.883 |
2.895 |
0.012 |
0.4% |
2.816 |
| Range |
0.062 |
0.052 |
-0.010 |
-16.1% |
0.186 |
| ATR |
0.055 |
0.055 |
0.000 |
-0.4% |
0.000 |
| Volume |
28,626 |
27,350 |
-1,276 |
-4.5% |
102,332 |
|
| Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.035 |
3.017 |
2.924 |
|
| R3 |
2.983 |
2.965 |
2.909 |
|
| R2 |
2.931 |
2.931 |
2.905 |
|
| R1 |
2.913 |
2.913 |
2.900 |
2.922 |
| PP |
2.879 |
2.879 |
2.879 |
2.884 |
| S1 |
2.861 |
2.861 |
2.890 |
2.870 |
| S2 |
2.827 |
2.827 |
2.885 |
|
| S3 |
2.775 |
2.809 |
2.881 |
|
| S4 |
2.723 |
2.757 |
2.866 |
|
|
| 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 |
2.897 |
2.778 |
0.119 |
4.1% |
0.057 |
2.0% |
98% |
True |
False |
26,359 |
| 10 |
2.964 |
2.778 |
0.186 |
6.4% |
0.049 |
1.7% |
63% |
False |
False |
21,908 |
| 20 |
3.044 |
2.778 |
0.266 |
9.2% |
0.050 |
1.7% |
44% |
False |
False |
19,173 |
| 40 |
3.086 |
2.778 |
0.308 |
10.6% |
0.054 |
1.9% |
38% |
False |
False |
18,427 |
| 60 |
3.208 |
2.778 |
0.430 |
14.9% |
0.060 |
2.1% |
27% |
False |
False |
18,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.118 |
|
2.618 |
3.033 |
|
1.618 |
2.981 |
|
1.000 |
2.949 |
|
0.618 |
2.929 |
|
HIGH |
2.897 |
|
0.618 |
2.877 |
|
0.500 |
2.871 |
|
0.382 |
2.865 |
|
LOW |
2.845 |
|
0.618 |
2.813 |
|
1.000 |
2.793 |
|
1.618 |
2.761 |
|
2.618 |
2.709 |
|
4.250 |
2.624 |
|
|
| Fisher Pivots for day following 01-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.887 |
2.884 |
| PP |
2.879 |
2.873 |
| S1 |
2.871 |
2.862 |
|