NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.884 |
2.877 |
-0.007 |
-0.2% |
2.865 |
| High |
2.919 |
2.946 |
0.027 |
0.9% |
2.899 |
| Low |
2.865 |
2.877 |
0.012 |
0.4% |
2.785 |
| Close |
2.888 |
2.944 |
0.056 |
1.9% |
2.898 |
| Range |
0.054 |
0.069 |
0.015 |
27.8% |
0.114 |
| ATR |
0.055 |
0.056 |
0.001 |
1.8% |
0.000 |
| Volume |
16,194 |
14,455 |
-1,739 |
-10.7% |
89,568 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.129 |
3.106 |
2.982 |
|
| R3 |
3.060 |
3.037 |
2.963 |
|
| R2 |
2.991 |
2.991 |
2.957 |
|
| R1 |
2.968 |
2.968 |
2.950 |
2.980 |
| PP |
2.922 |
2.922 |
2.922 |
2.928 |
| S1 |
2.899 |
2.899 |
2.938 |
2.911 |
| S2 |
2.853 |
2.853 |
2.931 |
|
| S3 |
2.784 |
2.830 |
2.925 |
|
| S4 |
2.715 |
2.761 |
2.906 |
|
|
| 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 |
2.946 |
2.797 |
0.149 |
5.1% |
0.061 |
2.1% |
99% |
True |
False |
16,090 |
| 10 |
2.946 |
2.785 |
0.161 |
5.5% |
0.055 |
1.9% |
99% |
True |
False |
16,147 |
| 20 |
2.946 |
2.785 |
0.161 |
5.5% |
0.056 |
1.9% |
99% |
True |
False |
21,762 |
| 40 |
3.044 |
2.778 |
0.266 |
9.0% |
0.052 |
1.8% |
62% |
False |
False |
19,872 |
| 60 |
3.208 |
2.778 |
0.430 |
14.6% |
0.056 |
1.9% |
39% |
False |
False |
19,423 |
| 80 |
3.208 |
2.749 |
0.459 |
15.6% |
0.059 |
2.0% |
42% |
False |
False |
18,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.239 |
|
2.618 |
3.127 |
|
1.618 |
3.058 |
|
1.000 |
3.015 |
|
0.618 |
2.989 |
|
HIGH |
2.946 |
|
0.618 |
2.920 |
|
0.500 |
2.912 |
|
0.382 |
2.903 |
|
LOW |
2.877 |
|
0.618 |
2.834 |
|
1.000 |
2.808 |
|
1.618 |
2.765 |
|
2.618 |
2.696 |
|
4.250 |
2.584 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.933 |
2.926 |
| PP |
2.922 |
2.908 |
| S1 |
2.912 |
2.891 |
|