NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.939 |
3.001 |
0.062 |
2.1% |
2.865 |
| High |
3.019 |
3.018 |
-0.001 |
0.0% |
2.899 |
| Low |
2.935 |
2.939 |
0.004 |
0.1% |
2.785 |
| Close |
3.010 |
2.944 |
-0.066 |
-2.2% |
2.898 |
| Range |
0.084 |
0.079 |
-0.005 |
-6.0% |
0.114 |
| ATR |
0.058 |
0.059 |
0.002 |
2.6% |
0.000 |
| Volume |
31,250 |
28,133 |
-3,117 |
-10.0% |
89,568 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.204 |
3.153 |
2.987 |
|
| R3 |
3.125 |
3.074 |
2.966 |
|
| R2 |
3.046 |
3.046 |
2.958 |
|
| R1 |
2.995 |
2.995 |
2.951 |
2.981 |
| PP |
2.967 |
2.967 |
2.967 |
2.960 |
| S1 |
2.916 |
2.916 |
2.937 |
2.902 |
| S2 |
2.888 |
2.888 |
2.930 |
|
| S3 |
2.809 |
2.837 |
2.922 |
|
| S4 |
2.730 |
2.758 |
2.901 |
|
|
| 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 |
2.835 |
0.184 |
6.3% |
0.070 |
2.4% |
59% |
False |
False |
21,144 |
| 10 |
3.019 |
2.785 |
0.234 |
7.9% |
0.063 |
2.1% |
68% |
False |
False |
18,863 |
| 20 |
3.019 |
2.785 |
0.234 |
7.9% |
0.058 |
2.0% |
68% |
False |
False |
21,932 |
| 40 |
3.044 |
2.778 |
0.266 |
9.0% |
0.054 |
1.8% |
62% |
False |
False |
20,553 |
| 60 |
3.086 |
2.778 |
0.308 |
10.5% |
0.055 |
1.9% |
54% |
False |
False |
19,595 |
| 80 |
3.208 |
2.778 |
0.430 |
14.6% |
0.060 |
2.0% |
39% |
False |
False |
19,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.354 |
|
2.618 |
3.225 |
|
1.618 |
3.146 |
|
1.000 |
3.097 |
|
0.618 |
3.067 |
|
HIGH |
3.018 |
|
0.618 |
2.988 |
|
0.500 |
2.979 |
|
0.382 |
2.969 |
|
LOW |
2.939 |
|
0.618 |
2.890 |
|
1.000 |
2.860 |
|
1.618 |
2.811 |
|
2.618 |
2.732 |
|
4.250 |
2.603 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.979 |
2.948 |
| PP |
2.967 |
2.947 |
| S1 |
2.956 |
2.945 |
|