NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 29-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.877 |
2.939 |
0.062 |
2.2% |
2.865 |
| High |
2.946 |
3.019 |
0.073 |
2.5% |
2.899 |
| Low |
2.877 |
2.935 |
0.058 |
2.0% |
2.785 |
| Close |
2.944 |
3.010 |
0.066 |
2.2% |
2.898 |
| Range |
0.069 |
0.084 |
0.015 |
21.7% |
0.114 |
| ATR |
0.056 |
0.058 |
0.002 |
3.6% |
0.000 |
| Volume |
14,455 |
31,250 |
16,795 |
116.2% |
89,568 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.240 |
3.209 |
3.056 |
|
| R3 |
3.156 |
3.125 |
3.033 |
|
| R2 |
3.072 |
3.072 |
3.025 |
|
| R1 |
3.041 |
3.041 |
3.018 |
3.057 |
| PP |
2.988 |
2.988 |
2.988 |
2.996 |
| S1 |
2.957 |
2.957 |
3.002 |
2.973 |
| S2 |
2.904 |
2.904 |
2.995 |
|
| S3 |
2.820 |
2.873 |
2.987 |
|
| S4 |
2.736 |
2.789 |
2.964 |
|
|
| 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 |
3.019 |
2.800 |
0.219 |
7.3% |
0.070 |
2.3% |
96% |
True |
False |
19,513 |
| 10 |
3.019 |
2.785 |
0.234 |
7.8% |
0.059 |
2.0% |
96% |
True |
False |
17,987 |
| 20 |
3.019 |
2.785 |
0.234 |
7.8% |
0.057 |
1.9% |
96% |
True |
False |
21,893 |
| 40 |
3.044 |
2.778 |
0.266 |
8.8% |
0.053 |
1.8% |
87% |
False |
False |
20,251 |
| 60 |
3.208 |
2.778 |
0.430 |
14.3% |
0.056 |
1.9% |
54% |
False |
False |
19,613 |
| 80 |
3.208 |
2.778 |
0.430 |
14.3% |
0.059 |
2.0% |
54% |
False |
False |
19,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.376 |
|
2.618 |
3.239 |
|
1.618 |
3.155 |
|
1.000 |
3.103 |
|
0.618 |
3.071 |
|
HIGH |
3.019 |
|
0.618 |
2.987 |
|
0.500 |
2.977 |
|
0.382 |
2.967 |
|
LOW |
2.935 |
|
0.618 |
2.883 |
|
1.000 |
2.851 |
|
1.618 |
2.799 |
|
2.618 |
2.715 |
|
4.250 |
2.578 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.999 |
2.987 |
| PP |
2.988 |
2.965 |
| S1 |
2.977 |
2.942 |
|