NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 16-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.881 |
2.888 |
0.007 |
0.2% |
2.896 |
| High |
2.899 |
2.898 |
-0.001 |
0.0% |
2.941 |
| Low |
2.856 |
2.857 |
0.001 |
0.0% |
2.843 |
| Close |
2.888 |
2.875 |
-0.013 |
-0.5% |
2.869 |
| Range |
0.043 |
0.041 |
-0.002 |
-4.7% |
0.098 |
| ATR |
0.054 |
0.053 |
-0.001 |
-1.7% |
0.000 |
| Volume |
12,853 |
19,377 |
6,524 |
50.8% |
146,563 |
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.000 |
2.978 |
2.898 |
|
| R3 |
2.959 |
2.937 |
2.886 |
|
| R2 |
2.918 |
2.918 |
2.883 |
|
| R1 |
2.896 |
2.896 |
2.879 |
2.887 |
| PP |
2.877 |
2.877 |
2.877 |
2.872 |
| S1 |
2.855 |
2.855 |
2.871 |
2.846 |
| S2 |
2.836 |
2.836 |
2.867 |
|
| S3 |
2.795 |
2.814 |
2.864 |
|
| S4 |
2.754 |
2.773 |
2.852 |
|
|
| 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 |
2.900 |
2.829 |
0.071 |
2.5% |
0.044 |
1.5% |
65% |
False |
False |
21,072 |
| 10 |
2.941 |
2.829 |
0.112 |
3.9% |
0.054 |
1.9% |
41% |
False |
False |
25,001 |
| 20 |
2.964 |
2.778 |
0.186 |
6.5% |
0.051 |
1.8% |
52% |
False |
False |
23,454 |
| 40 |
3.044 |
2.778 |
0.266 |
9.3% |
0.052 |
1.8% |
36% |
False |
False |
20,187 |
| 60 |
3.208 |
2.778 |
0.430 |
15.0% |
0.056 |
2.0% |
23% |
False |
False |
19,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.072 |
|
2.618 |
3.005 |
|
1.618 |
2.964 |
|
1.000 |
2.939 |
|
0.618 |
2.923 |
|
HIGH |
2.898 |
|
0.618 |
2.882 |
|
0.500 |
2.878 |
|
0.382 |
2.873 |
|
LOW |
2.857 |
|
0.618 |
2.832 |
|
1.000 |
2.816 |
|
1.618 |
2.791 |
|
2.618 |
2.750 |
|
4.250 |
2.683 |
|
|
| Fisher Pivots for day following 16-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.878 |
2.878 |
| PP |
2.877 |
2.877 |
| S1 |
2.876 |
2.876 |
|