NYMEX Natural Gas Future February 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 |
2.845 |
2.907 |
0.062 |
2.2% |
2.833 |
| High |
2.912 |
2.982 |
0.070 |
2.4% |
2.865 |
| Low |
2.845 |
2.903 |
0.058 |
2.0% |
2.756 |
| Close |
2.911 |
2.975 |
0.064 |
2.2% |
2.865 |
| Range |
0.067 |
0.079 |
0.012 |
17.9% |
0.109 |
| ATR |
0.053 |
0.055 |
0.002 |
3.5% |
0.000 |
| Volume |
6,930 |
8,426 |
1,496 |
21.6% |
20,841 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.190 |
3.162 |
3.018 |
|
| R3 |
3.111 |
3.083 |
2.997 |
|
| R2 |
3.032 |
3.032 |
2.989 |
|
| R1 |
3.004 |
3.004 |
2.982 |
3.018 |
| PP |
2.953 |
2.953 |
2.953 |
2.961 |
| S1 |
2.925 |
2.925 |
2.968 |
2.939 |
| S2 |
2.874 |
2.874 |
2.961 |
|
| S3 |
2.795 |
2.846 |
2.953 |
|
| S4 |
2.716 |
2.767 |
2.932 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.156 |
3.119 |
2.925 |
|
| R3 |
3.047 |
3.010 |
2.895 |
|
| R2 |
2.938 |
2.938 |
2.885 |
|
| R1 |
2.901 |
2.901 |
2.875 |
2.920 |
| PP |
2.829 |
2.829 |
2.829 |
2.838 |
| S1 |
2.792 |
2.792 |
2.855 |
2.811 |
| S2 |
2.720 |
2.720 |
2.845 |
|
| S3 |
2.611 |
2.683 |
2.835 |
|
| S4 |
2.502 |
2.574 |
2.805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.982 |
2.771 |
0.211 |
7.1% |
0.066 |
2.2% |
97% |
True |
False |
5,597 |
| 10 |
2.982 |
2.756 |
0.226 |
7.6% |
0.056 |
1.9% |
97% |
True |
False |
4,622 |
| 20 |
2.982 |
2.756 |
0.226 |
7.6% |
0.054 |
1.8% |
97% |
True |
False |
5,647 |
| 40 |
3.009 |
2.750 |
0.259 |
8.7% |
0.050 |
1.7% |
87% |
False |
False |
5,591 |
| 60 |
3.157 |
2.750 |
0.407 |
13.7% |
0.054 |
1.8% |
55% |
False |
False |
5,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.318 |
|
2.618 |
3.189 |
|
1.618 |
3.110 |
|
1.000 |
3.061 |
|
0.618 |
3.031 |
|
HIGH |
2.982 |
|
0.618 |
2.952 |
|
0.500 |
2.943 |
|
0.382 |
2.933 |
|
LOW |
2.903 |
|
0.618 |
2.854 |
|
1.000 |
2.824 |
|
1.618 |
2.775 |
|
2.618 |
2.696 |
|
4.250 |
2.567 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.964 |
2.953 |
| PP |
2.953 |
2.931 |
| S1 |
2.943 |
2.909 |
|