NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.829 |
2.810 |
-0.019 |
-0.7% |
2.834 |
| High |
2.836 |
2.879 |
0.043 |
1.5% |
2.900 |
| Low |
2.797 |
2.800 |
0.003 |
0.1% |
2.829 |
| Close |
2.826 |
2.864 |
0.038 |
1.3% |
2.874 |
| Range |
0.039 |
0.079 |
0.040 |
102.6% |
0.071 |
| ATR |
0.052 |
0.054 |
0.002 |
3.6% |
0.000 |
| Volume |
14,134 |
19,978 |
5,844 |
41.3% |
87,618 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.085 |
3.053 |
2.907 |
|
| R3 |
3.006 |
2.974 |
2.886 |
|
| R2 |
2.927 |
2.927 |
2.878 |
|
| R1 |
2.895 |
2.895 |
2.871 |
2.911 |
| PP |
2.848 |
2.848 |
2.848 |
2.856 |
| S1 |
2.816 |
2.816 |
2.857 |
2.832 |
| S2 |
2.769 |
2.769 |
2.850 |
|
| S3 |
2.690 |
2.737 |
2.842 |
|
| S4 |
2.611 |
2.658 |
2.821 |
|
|
| 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 |
2.893 |
2.785 |
0.108 |
3.8% |
0.056 |
2.0% |
73% |
False |
False |
16,582 |
| 10 |
2.900 |
2.785 |
0.115 |
4.0% |
0.050 |
1.7% |
69% |
False |
False |
18,827 |
| 20 |
2.941 |
2.778 |
0.163 |
5.7% |
0.055 |
1.9% |
53% |
False |
False |
23,236 |
| 40 |
3.044 |
2.778 |
0.266 |
9.3% |
0.051 |
1.8% |
32% |
False |
False |
20,304 |
| 60 |
3.208 |
2.778 |
0.430 |
15.0% |
0.056 |
1.9% |
20% |
False |
False |
19,360 |
| 80 |
3.208 |
2.713 |
0.495 |
17.3% |
0.058 |
2.0% |
31% |
False |
False |
18,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.215 |
|
2.618 |
3.086 |
|
1.618 |
3.007 |
|
1.000 |
2.958 |
|
0.618 |
2.928 |
|
HIGH |
2.879 |
|
0.618 |
2.849 |
|
0.500 |
2.840 |
|
0.382 |
2.830 |
|
LOW |
2.800 |
|
0.618 |
2.751 |
|
1.000 |
2.721 |
|
1.618 |
2.672 |
|
2.618 |
2.593 |
|
4.250 |
2.464 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.856 |
2.855 |
| PP |
2.848 |
2.847 |
| S1 |
2.840 |
2.838 |
|