NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.861 |
2.884 |
0.023 |
0.8% |
2.865 |
| High |
2.899 |
2.919 |
0.020 |
0.7% |
2.899 |
| Low |
2.835 |
2.865 |
0.030 |
1.1% |
2.785 |
| Close |
2.898 |
2.888 |
-0.010 |
-0.3% |
2.898 |
| Range |
0.064 |
0.054 |
-0.010 |
-15.6% |
0.114 |
| ATR |
0.055 |
0.055 |
0.000 |
-0.1% |
0.000 |
| Volume |
15,689 |
16,194 |
505 |
3.2% |
89,568 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.053 |
3.024 |
2.918 |
|
| R3 |
2.999 |
2.970 |
2.903 |
|
| R2 |
2.945 |
2.945 |
2.898 |
|
| R1 |
2.916 |
2.916 |
2.893 |
2.931 |
| PP |
2.891 |
2.891 |
2.891 |
2.898 |
| S1 |
2.862 |
2.862 |
2.883 |
2.877 |
| S2 |
2.837 |
2.837 |
2.878 |
|
| S3 |
2.783 |
2.808 |
2.873 |
|
| S4 |
2.729 |
2.754 |
2.858 |
|
|
| 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 |
2.919 |
2.797 |
0.122 |
4.2% |
0.056 |
1.9% |
75% |
True |
False |
15,906 |
| 10 |
2.919 |
2.785 |
0.134 |
4.6% |
0.053 |
1.8% |
77% |
True |
False |
16,758 |
| 20 |
2.941 |
2.785 |
0.156 |
5.4% |
0.056 |
1.9% |
66% |
False |
False |
22,612 |
| 40 |
3.044 |
2.778 |
0.266 |
9.2% |
0.051 |
1.8% |
41% |
False |
False |
20,054 |
| 60 |
3.208 |
2.778 |
0.430 |
14.9% |
0.055 |
1.9% |
26% |
False |
False |
19,403 |
| 80 |
3.208 |
2.713 |
0.495 |
17.1% |
0.058 |
2.0% |
35% |
False |
False |
18,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.149 |
|
2.618 |
3.060 |
|
1.618 |
3.006 |
|
1.000 |
2.973 |
|
0.618 |
2.952 |
|
HIGH |
2.919 |
|
0.618 |
2.898 |
|
0.500 |
2.892 |
|
0.382 |
2.886 |
|
LOW |
2.865 |
|
0.618 |
2.832 |
|
1.000 |
2.811 |
|
1.618 |
2.778 |
|
2.618 |
2.724 |
|
4.250 |
2.636 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.892 |
2.879 |
| PP |
2.891 |
2.869 |
| S1 |
2.889 |
2.860 |
|