NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 06-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.891 |
2.896 |
0.005 |
0.2% |
2.833 |
| High |
2.918 |
2.941 |
0.023 |
0.8% |
2.918 |
| Low |
2.869 |
2.848 |
-0.021 |
-0.7% |
2.827 |
| Close |
2.907 |
2.870 |
-0.037 |
-1.3% |
2.907 |
| Range |
0.049 |
0.093 |
0.044 |
89.8% |
0.091 |
| ATR |
0.054 |
0.057 |
0.003 |
5.1% |
0.000 |
| Volume |
24,867 |
43,441 |
18,574 |
74.7% |
112,299 |
|
| Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.165 |
3.111 |
2.921 |
|
| R3 |
3.072 |
3.018 |
2.896 |
|
| R2 |
2.979 |
2.979 |
2.887 |
|
| R1 |
2.925 |
2.925 |
2.879 |
2.906 |
| PP |
2.886 |
2.886 |
2.886 |
2.877 |
| S1 |
2.832 |
2.832 |
2.861 |
2.813 |
| S2 |
2.793 |
2.793 |
2.853 |
|
| S3 |
2.700 |
2.739 |
2.844 |
|
| S4 |
2.607 |
2.646 |
2.819 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.157 |
3.123 |
2.957 |
|
| R3 |
3.066 |
3.032 |
2.932 |
|
| R2 |
2.975 |
2.975 |
2.924 |
|
| R1 |
2.941 |
2.941 |
2.915 |
2.958 |
| PP |
2.884 |
2.884 |
2.884 |
2.893 |
| S1 |
2.850 |
2.850 |
2.899 |
2.867 |
| S2 |
2.793 |
2.793 |
2.890 |
|
| S3 |
2.702 |
2.759 |
2.882 |
|
| S4 |
2.611 |
2.668 |
2.857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.941 |
2.827 |
0.114 |
4.0% |
0.065 |
2.3% |
38% |
True |
False |
31,148 |
| 10 |
2.964 |
2.778 |
0.186 |
6.5% |
0.057 |
2.0% |
49% |
False |
False |
25,807 |
| 20 |
3.044 |
2.778 |
0.266 |
9.3% |
0.053 |
1.9% |
35% |
False |
False |
20,884 |
| 40 |
3.055 |
2.778 |
0.277 |
9.7% |
0.055 |
1.9% |
33% |
False |
False |
19,362 |
| 60 |
3.208 |
2.778 |
0.430 |
15.0% |
0.060 |
2.1% |
21% |
False |
False |
18,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.336 |
|
2.618 |
3.184 |
|
1.618 |
3.091 |
|
1.000 |
3.034 |
|
0.618 |
2.998 |
|
HIGH |
2.941 |
|
0.618 |
2.905 |
|
0.500 |
2.895 |
|
0.382 |
2.884 |
|
LOW |
2.848 |
|
0.618 |
2.791 |
|
1.000 |
2.755 |
|
1.618 |
2.698 |
|
2.618 |
2.605 |
|
4.250 |
2.453 |
|
|
| Fisher Pivots for day following 06-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.895 |
2.893 |
| PP |
2.886 |
2.885 |
| S1 |
2.878 |
2.878 |
|