NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.837 |
2.829 |
-0.008 |
-0.3% |
2.834 |
| High |
2.843 |
2.836 |
-0.007 |
-0.2% |
2.900 |
| Low |
2.799 |
2.797 |
-0.002 |
-0.1% |
2.829 |
| Close |
2.833 |
2.826 |
-0.007 |
-0.2% |
2.874 |
| Range |
0.044 |
0.039 |
-0.005 |
-11.4% |
0.071 |
| ATR |
0.053 |
0.052 |
-0.001 |
-1.9% |
0.000 |
| Volume |
13,536 |
14,134 |
598 |
4.4% |
87,618 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.937 |
2.920 |
2.847 |
|
| R3 |
2.898 |
2.881 |
2.837 |
|
| R2 |
2.859 |
2.859 |
2.833 |
|
| R1 |
2.842 |
2.842 |
2.830 |
2.831 |
| PP |
2.820 |
2.820 |
2.820 |
2.814 |
| S1 |
2.803 |
2.803 |
2.822 |
2.792 |
| S2 |
2.781 |
2.781 |
2.819 |
|
| S3 |
2.742 |
2.764 |
2.815 |
|
| S4 |
2.703 |
2.725 |
2.805 |
|
|
| 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 |
2.898 |
2.785 |
0.113 |
4.0% |
0.048 |
1.7% |
36% |
False |
False |
16,462 |
| 10 |
2.920 |
2.785 |
0.135 |
4.8% |
0.048 |
1.7% |
30% |
False |
False |
19,343 |
| 20 |
2.941 |
2.778 |
0.163 |
5.8% |
0.053 |
1.9% |
29% |
False |
False |
23,223 |
| 40 |
3.044 |
2.778 |
0.266 |
9.4% |
0.051 |
1.8% |
18% |
False |
False |
20,083 |
| 60 |
3.208 |
2.778 |
0.430 |
15.2% |
0.055 |
2.0% |
11% |
False |
False |
19,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.002 |
|
2.618 |
2.938 |
|
1.618 |
2.899 |
|
1.000 |
2.875 |
|
0.618 |
2.860 |
|
HIGH |
2.836 |
|
0.618 |
2.821 |
|
0.500 |
2.817 |
|
0.382 |
2.812 |
|
LOW |
2.797 |
|
0.618 |
2.773 |
|
1.000 |
2.758 |
|
1.618 |
2.734 |
|
2.618 |
2.695 |
|
4.250 |
2.631 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.823 |
2.828 |
| PP |
2.820 |
2.827 |
| S1 |
2.817 |
2.827 |
|