NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.810 |
2.861 |
0.051 |
1.8% |
2.865 |
| High |
2.879 |
2.899 |
0.020 |
0.7% |
2.899 |
| Low |
2.800 |
2.835 |
0.035 |
1.3% |
2.785 |
| Close |
2.864 |
2.898 |
0.034 |
1.2% |
2.898 |
| Range |
0.079 |
0.064 |
-0.015 |
-19.0% |
0.114 |
| ATR |
0.054 |
0.055 |
0.001 |
1.3% |
0.000 |
| Volume |
19,978 |
15,689 |
-4,289 |
-21.5% |
89,568 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.069 |
3.048 |
2.933 |
|
| R3 |
3.005 |
2.984 |
2.916 |
|
| R2 |
2.941 |
2.941 |
2.910 |
|
| R1 |
2.920 |
2.920 |
2.904 |
2.931 |
| PP |
2.877 |
2.877 |
2.877 |
2.883 |
| S1 |
2.856 |
2.856 |
2.892 |
2.867 |
| S2 |
2.813 |
2.813 |
2.886 |
|
| S3 |
2.749 |
2.792 |
2.880 |
|
| S4 |
2.685 |
2.728 |
2.863 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.203 |
3.164 |
2.961 |
|
| R3 |
3.089 |
3.050 |
2.929 |
|
| R2 |
2.975 |
2.975 |
2.919 |
|
| R1 |
2.936 |
2.936 |
2.908 |
2.956 |
| PP |
2.861 |
2.861 |
2.861 |
2.870 |
| S1 |
2.822 |
2.822 |
2.888 |
2.842 |
| S2 |
2.747 |
2.747 |
2.877 |
|
| S3 |
2.633 |
2.708 |
2.867 |
|
| S4 |
2.519 |
2.594 |
2.835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.899 |
2.785 |
0.114 |
3.9% |
0.062 |
2.2% |
99% |
True |
False |
17,913 |
| 10 |
2.900 |
2.785 |
0.115 |
4.0% |
0.053 |
1.8% |
98% |
False |
False |
17,718 |
| 20 |
2.941 |
2.783 |
0.158 |
5.5% |
0.055 |
1.9% |
73% |
False |
False |
22,570 |
| 40 |
3.044 |
2.778 |
0.266 |
9.2% |
0.052 |
1.8% |
45% |
False |
False |
20,299 |
| 60 |
3.208 |
2.778 |
0.430 |
14.8% |
0.056 |
1.9% |
28% |
False |
False |
19,431 |
| 80 |
3.208 |
2.713 |
0.495 |
17.1% |
0.058 |
2.0% |
37% |
False |
False |
18,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.171 |
|
2.618 |
3.067 |
|
1.618 |
3.003 |
|
1.000 |
2.963 |
|
0.618 |
2.939 |
|
HIGH |
2.899 |
|
0.618 |
2.875 |
|
0.500 |
2.867 |
|
0.382 |
2.859 |
|
LOW |
2.835 |
|
0.618 |
2.795 |
|
1.000 |
2.771 |
|
1.618 |
2.731 |
|
2.618 |
2.667 |
|
4.250 |
2.563 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.888 |
2.881 |
| PP |
2.877 |
2.865 |
| S1 |
2.867 |
2.848 |
|