NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 17-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.888 |
2.875 |
-0.013 |
-0.5% |
2.834 |
| High |
2.898 |
2.893 |
-0.005 |
-0.2% |
2.900 |
| Low |
2.857 |
2.861 |
0.004 |
0.1% |
2.829 |
| Close |
2.875 |
2.874 |
-0.001 |
0.0% |
2.874 |
| Range |
0.041 |
0.032 |
-0.009 |
-22.0% |
0.071 |
| ATR |
0.053 |
0.052 |
-0.002 |
-2.8% |
0.000 |
| Volume |
19,377 |
9,032 |
-10,345 |
-53.4% |
87,618 |
|
| Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.972 |
2.955 |
2.892 |
|
| R3 |
2.940 |
2.923 |
2.883 |
|
| R2 |
2.908 |
2.908 |
2.880 |
|
| R1 |
2.891 |
2.891 |
2.877 |
2.884 |
| PP |
2.876 |
2.876 |
2.876 |
2.872 |
| S1 |
2.859 |
2.859 |
2.871 |
2.852 |
| S2 |
2.844 |
2.844 |
2.868 |
|
| S3 |
2.812 |
2.827 |
2.865 |
|
| S4 |
2.780 |
2.795 |
2.856 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.081 |
3.048 |
2.913 |
|
| R3 |
3.010 |
2.977 |
2.894 |
|
| R2 |
2.939 |
2.939 |
2.887 |
|
| R1 |
2.906 |
2.906 |
2.881 |
2.923 |
| PP |
2.868 |
2.868 |
2.868 |
2.876 |
| S1 |
2.835 |
2.835 |
2.867 |
2.852 |
| S2 |
2.797 |
2.797 |
2.861 |
|
| S3 |
2.726 |
2.764 |
2.854 |
|
| S4 |
2.655 |
2.693 |
2.835 |
|
|
| 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% |
0.043 |
1.5% |
63% |
False |
False |
17,523 |
| 10 |
2.941 |
2.829 |
0.112 |
3.9% |
0.052 |
1.8% |
40% |
False |
False |
23,418 |
| 20 |
2.964 |
2.778 |
0.186 |
6.5% |
0.051 |
1.8% |
52% |
False |
False |
23,192 |
| 40 |
3.044 |
2.778 |
0.266 |
9.3% |
0.051 |
1.8% |
36% |
False |
False |
19,795 |
| 60 |
3.208 |
2.778 |
0.430 |
15.0% |
0.056 |
1.9% |
22% |
False |
False |
18,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.029 |
|
2.618 |
2.977 |
|
1.618 |
2.945 |
|
1.000 |
2.925 |
|
0.618 |
2.913 |
|
HIGH |
2.893 |
|
0.618 |
2.881 |
|
0.500 |
2.877 |
|
0.382 |
2.873 |
|
LOW |
2.861 |
|
0.618 |
2.841 |
|
1.000 |
2.829 |
|
1.618 |
2.809 |
|
2.618 |
2.777 |
|
4.250 |
2.725 |
|
|
| Fisher Pivots for day following 17-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.877 |
2.878 |
| PP |
2.876 |
2.876 |
| S1 |
2.875 |
2.875 |
|