NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 20-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.875 |
2.865 |
-0.010 |
-0.3% |
2.834 |
| High |
2.893 |
2.871 |
-0.022 |
-0.8% |
2.900 |
| Low |
2.861 |
2.785 |
-0.076 |
-2.7% |
2.829 |
| Close |
2.874 |
2.827 |
-0.047 |
-1.6% |
2.874 |
| Range |
0.032 |
0.086 |
0.054 |
168.8% |
0.071 |
| ATR |
0.052 |
0.054 |
0.003 |
5.2% |
0.000 |
| Volume |
9,032 |
26,231 |
17,199 |
190.4% |
87,618 |
|
| Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.086 |
3.042 |
2.874 |
|
| R3 |
3.000 |
2.956 |
2.851 |
|
| R2 |
2.914 |
2.914 |
2.843 |
|
| R1 |
2.870 |
2.870 |
2.835 |
2.849 |
| PP |
2.828 |
2.828 |
2.828 |
2.817 |
| S1 |
2.784 |
2.784 |
2.819 |
2.763 |
| S2 |
2.742 |
2.742 |
2.811 |
|
| S3 |
2.656 |
2.698 |
2.803 |
|
| S4 |
2.570 |
2.612 |
2.780 |
|
|
| 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 |
2.785 |
0.115 |
4.1% |
0.049 |
1.7% |
37% |
False |
True |
17,610 |
| 10 |
2.920 |
2.785 |
0.135 |
4.8% |
0.051 |
1.8% |
31% |
False |
True |
21,697 |
| 20 |
2.964 |
2.778 |
0.186 |
6.6% |
0.054 |
1.9% |
26% |
False |
False |
23,752 |
| 40 |
3.044 |
2.778 |
0.266 |
9.4% |
0.052 |
1.8% |
18% |
False |
False |
19,992 |
| 60 |
3.208 |
2.778 |
0.430 |
15.2% |
0.056 |
2.0% |
11% |
False |
False |
19,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.237 |
|
2.618 |
3.096 |
|
1.618 |
3.010 |
|
1.000 |
2.957 |
|
0.618 |
2.924 |
|
HIGH |
2.871 |
|
0.618 |
2.838 |
|
0.500 |
2.828 |
|
0.382 |
2.818 |
|
LOW |
2.785 |
|
0.618 |
2.732 |
|
1.000 |
2.699 |
|
1.618 |
2.646 |
|
2.618 |
2.560 |
|
4.250 |
2.420 |
|
|
| Fisher Pivots for day following 20-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.828 |
2.842 |
| PP |
2.828 |
2.837 |
| S1 |
2.827 |
2.832 |
|