NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 28-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2020 |
28-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2.431 |
2.399 |
-0.032 |
-1.3% |
2.455 |
| High |
2.461 |
2.415 |
-0.046 |
-1.9% |
2.519 |
| Low |
2.391 |
2.353 |
-0.038 |
-1.6% |
2.362 |
| Close |
2.410 |
2.379 |
-0.031 |
-1.3% |
2.408 |
| Range |
0.070 |
0.062 |
-0.008 |
-11.4% |
0.157 |
| ATR |
0.079 |
0.078 |
-0.001 |
-1.5% |
0.000 |
| Volume |
10,872 |
12,741 |
1,869 |
17.2% |
67,050 |
|
| Daily Pivots for day following 28-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.568 |
2.536 |
2.413 |
|
| R3 |
2.506 |
2.474 |
2.396 |
|
| R2 |
2.444 |
2.444 |
2.390 |
|
| R1 |
2.412 |
2.412 |
2.385 |
2.397 |
| PP |
2.382 |
2.382 |
2.382 |
2.375 |
| S1 |
2.350 |
2.350 |
2.373 |
2.335 |
| S2 |
2.320 |
2.320 |
2.368 |
|
| S3 |
2.258 |
2.288 |
2.362 |
|
| S4 |
2.196 |
2.226 |
2.345 |
|
|
| Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.901 |
2.811 |
2.494 |
|
| R3 |
2.744 |
2.654 |
2.451 |
|
| R2 |
2.587 |
2.587 |
2.437 |
|
| R1 |
2.497 |
2.497 |
2.422 |
2.464 |
| PP |
2.430 |
2.430 |
2.430 |
2.413 |
| S1 |
2.340 |
2.340 |
2.394 |
2.307 |
| S2 |
2.273 |
2.273 |
2.379 |
|
| S3 |
2.116 |
2.183 |
2.365 |
|
| S4 |
1.959 |
2.026 |
2.322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.465 |
2.353 |
0.112 |
4.7% |
0.066 |
2.8% |
23% |
False |
True |
11,280 |
| 10 |
2.519 |
2.353 |
0.166 |
7.0% |
0.075 |
3.2% |
16% |
False |
True |
13,030 |
| 20 |
2.794 |
2.353 |
0.441 |
18.5% |
0.076 |
3.2% |
6% |
False |
True |
14,430 |
| 40 |
2.794 |
2.255 |
0.539 |
22.7% |
0.075 |
3.2% |
23% |
False |
False |
12,354 |
| 60 |
2.794 |
2.072 |
0.722 |
30.3% |
0.077 |
3.2% |
43% |
False |
False |
11,660 |
| 80 |
2.794 |
2.072 |
0.722 |
30.3% |
0.069 |
2.9% |
43% |
False |
False |
10,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.679 |
|
2.618 |
2.577 |
|
1.618 |
2.515 |
|
1.000 |
2.477 |
|
0.618 |
2.453 |
|
HIGH |
2.415 |
|
0.618 |
2.391 |
|
0.500 |
2.384 |
|
0.382 |
2.377 |
|
LOW |
2.353 |
|
0.618 |
2.315 |
|
1.000 |
2.291 |
|
1.618 |
2.253 |
|
2.618 |
2.191 |
|
4.250 |
2.090 |
|
|
| Fisher Pivots for day following 28-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.384 |
2.409 |
| PP |
2.382 |
2.399 |
| S1 |
2.381 |
2.389 |
|