NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 05-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2020 |
05-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.384 |
2.387 |
0.003 |
0.1% |
2.362 |
| High |
2.411 |
2.417 |
0.006 |
0.2% |
2.420 |
| Low |
2.378 |
2.360 |
-0.018 |
-0.8% |
2.327 |
| Close |
2.391 |
2.367 |
-0.024 |
-1.0% |
2.367 |
| Range |
0.033 |
0.057 |
0.024 |
72.7% |
0.093 |
| ATR |
0.069 |
0.068 |
-0.001 |
-1.3% |
0.000 |
| Volume |
10,368 |
15,851 |
5,483 |
52.9% |
67,154 |
|
| Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.552 |
2.517 |
2.398 |
|
| R3 |
2.495 |
2.460 |
2.383 |
|
| R2 |
2.438 |
2.438 |
2.377 |
|
| R1 |
2.403 |
2.403 |
2.372 |
2.392 |
| PP |
2.381 |
2.381 |
2.381 |
2.376 |
| S1 |
2.346 |
2.346 |
2.362 |
2.335 |
| S2 |
2.324 |
2.324 |
2.357 |
|
| S3 |
2.267 |
2.289 |
2.351 |
|
| S4 |
2.210 |
2.232 |
2.336 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.650 |
2.602 |
2.418 |
|
| R3 |
2.557 |
2.509 |
2.393 |
|
| R2 |
2.464 |
2.464 |
2.384 |
|
| R1 |
2.416 |
2.416 |
2.376 |
2.440 |
| PP |
2.371 |
2.371 |
2.371 |
2.384 |
| S1 |
2.323 |
2.323 |
2.358 |
2.347 |
| S2 |
2.278 |
2.278 |
2.350 |
|
| S3 |
2.185 |
2.230 |
2.341 |
|
| S4 |
2.092 |
2.137 |
2.316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.420 |
2.327 |
0.093 |
3.9% |
0.049 |
2.1% |
43% |
False |
False |
13,430 |
| 10 |
2.465 |
2.327 |
0.138 |
5.8% |
0.058 |
2.4% |
29% |
False |
False |
12,423 |
| 20 |
2.586 |
2.327 |
0.259 |
10.9% |
0.067 |
2.8% |
15% |
False |
False |
13,918 |
| 40 |
2.794 |
2.327 |
0.467 |
19.7% |
0.074 |
3.1% |
9% |
False |
False |
12,628 |
| 60 |
2.794 |
2.166 |
0.628 |
26.5% |
0.073 |
3.1% |
32% |
False |
False |
11,791 |
| 80 |
2.794 |
2.072 |
0.722 |
30.5% |
0.070 |
2.9% |
41% |
False |
False |
10,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.659 |
|
2.618 |
2.566 |
|
1.618 |
2.509 |
|
1.000 |
2.474 |
|
0.618 |
2.452 |
|
HIGH |
2.417 |
|
0.618 |
2.395 |
|
0.500 |
2.389 |
|
0.382 |
2.382 |
|
LOW |
2.360 |
|
0.618 |
2.325 |
|
1.000 |
2.303 |
|
1.618 |
2.268 |
|
2.618 |
2.211 |
|
4.250 |
2.118 |
|
|
| Fisher Pivots for day following 05-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.389 |
2.390 |
| PP |
2.381 |
2.382 |
| S1 |
2.374 |
2.375 |
|