NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 13-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.864 |
2.834 |
-0.030 |
-1.0% |
2.896 |
| High |
2.882 |
2.881 |
-0.001 |
0.0% |
2.941 |
| Low |
2.844 |
2.829 |
-0.015 |
-0.5% |
2.843 |
| Close |
2.869 |
2.866 |
-0.003 |
-0.1% |
2.869 |
| Range |
0.038 |
0.052 |
0.014 |
36.8% |
0.098 |
| ATR |
0.056 |
0.056 |
0.000 |
-0.5% |
0.000 |
| Volume |
26,778 |
25,798 |
-980 |
-3.7% |
146,563 |
|
| Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.015 |
2.992 |
2.895 |
|
| R3 |
2.963 |
2.940 |
2.880 |
|
| R2 |
2.911 |
2.911 |
2.876 |
|
| R1 |
2.888 |
2.888 |
2.871 |
2.900 |
| PP |
2.859 |
2.859 |
2.859 |
2.864 |
| S1 |
2.836 |
2.836 |
2.861 |
2.848 |
| S2 |
2.807 |
2.807 |
2.856 |
|
| S3 |
2.755 |
2.784 |
2.852 |
|
| S4 |
2.703 |
2.732 |
2.837 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.178 |
3.122 |
2.923 |
|
| R3 |
3.080 |
3.024 |
2.896 |
|
| R2 |
2.982 |
2.982 |
2.887 |
|
| R1 |
2.926 |
2.926 |
2.878 |
2.905 |
| PP |
2.884 |
2.884 |
2.884 |
2.874 |
| S1 |
2.828 |
2.828 |
2.860 |
2.807 |
| S2 |
2.786 |
2.786 |
2.851 |
|
| S3 |
2.688 |
2.730 |
2.842 |
|
| S4 |
2.590 |
2.632 |
2.815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.920 |
2.829 |
0.091 |
3.2% |
0.053 |
1.8% |
41% |
False |
True |
25,784 |
| 10 |
2.941 |
2.827 |
0.114 |
4.0% |
0.059 |
2.1% |
34% |
False |
False |
28,466 |
| 20 |
2.979 |
2.778 |
0.201 |
7.0% |
0.051 |
1.8% |
44% |
False |
False |
22,597 |
| 40 |
3.044 |
2.778 |
0.266 |
9.3% |
0.054 |
1.9% |
33% |
False |
False |
20,356 |
| 60 |
3.208 |
2.778 |
0.430 |
15.0% |
0.060 |
2.1% |
20% |
False |
False |
19,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.102 |
|
2.618 |
3.017 |
|
1.618 |
2.965 |
|
1.000 |
2.933 |
|
0.618 |
2.913 |
|
HIGH |
2.881 |
|
0.618 |
2.861 |
|
0.500 |
2.855 |
|
0.382 |
2.849 |
|
LOW |
2.829 |
|
0.618 |
2.797 |
|
1.000 |
2.777 |
|
1.618 |
2.745 |
|
2.618 |
2.693 |
|
4.250 |
2.608 |
|
|
| Fisher Pivots for day following 13-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.862 |
2.875 |
| PP |
2.859 |
2.872 |
| S1 |
2.855 |
2.869 |
|