NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 07-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.896 |
2.843 |
-0.053 |
-1.8% |
2.833 |
| High |
2.941 |
2.920 |
-0.021 |
-0.7% |
2.918 |
| Low |
2.848 |
2.843 |
-0.005 |
-0.2% |
2.827 |
| Close |
2.870 |
2.908 |
0.038 |
1.3% |
2.907 |
| Range |
0.093 |
0.077 |
-0.016 |
-17.2% |
0.091 |
| ATR |
0.057 |
0.058 |
0.001 |
2.5% |
0.000 |
| Volume |
43,441 |
31,121 |
-12,320 |
-28.4% |
112,299 |
|
| Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.121 |
3.092 |
2.950 |
|
| R3 |
3.044 |
3.015 |
2.929 |
|
| R2 |
2.967 |
2.967 |
2.922 |
|
| R1 |
2.938 |
2.938 |
2.915 |
2.953 |
| PP |
2.890 |
2.890 |
2.890 |
2.898 |
| S1 |
2.861 |
2.861 |
2.901 |
2.876 |
| S2 |
2.813 |
2.813 |
2.894 |
|
| S3 |
2.736 |
2.784 |
2.887 |
|
| S4 |
2.659 |
2.707 |
2.866 |
|
|
| 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 |
2.832 |
0.109 |
3.7% |
0.067 |
2.3% |
70% |
False |
False |
31,081 |
| 10 |
2.941 |
2.778 |
0.163 |
5.6% |
0.058 |
2.0% |
80% |
False |
False |
27,215 |
| 20 |
3.044 |
2.778 |
0.266 |
9.1% |
0.055 |
1.9% |
49% |
False |
False |
21,543 |
| 40 |
3.055 |
2.778 |
0.277 |
9.5% |
0.056 |
1.9% |
47% |
False |
False |
19,778 |
| 60 |
3.208 |
2.778 |
0.430 |
14.8% |
0.061 |
2.1% |
30% |
False |
False |
18,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.247 |
|
2.618 |
3.122 |
|
1.618 |
3.045 |
|
1.000 |
2.997 |
|
0.618 |
2.968 |
|
HIGH |
2.920 |
|
0.618 |
2.891 |
|
0.500 |
2.882 |
|
0.382 |
2.872 |
|
LOW |
2.843 |
|
0.618 |
2.795 |
|
1.000 |
2.766 |
|
1.618 |
2.718 |
|
2.618 |
2.641 |
|
4.250 |
2.516 |
|
|
| Fisher Pivots for day following 07-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.899 |
2.903 |
| PP |
2.890 |
2.897 |
| S1 |
2.882 |
2.892 |
|