NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 12-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.381 |
2.416 |
0.035 |
1.5% |
2.379 |
| High |
2.422 |
2.420 |
-0.002 |
-0.1% |
2.422 |
| Low |
2.367 |
2.340 |
-0.027 |
-1.1% |
2.293 |
| Close |
2.416 |
2.346 |
-0.070 |
-2.9% |
2.346 |
| Range |
0.055 |
0.080 |
0.025 |
45.5% |
0.129 |
| ATR |
0.067 |
0.068 |
0.001 |
1.4% |
0.000 |
| Volume |
23,721 |
14,981 |
-8,740 |
-36.8% |
78,013 |
|
| Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.609 |
2.557 |
2.390 |
|
| R3 |
2.529 |
2.477 |
2.368 |
|
| R2 |
2.449 |
2.449 |
2.361 |
|
| R1 |
2.397 |
2.397 |
2.353 |
2.383 |
| PP |
2.369 |
2.369 |
2.369 |
2.362 |
| S1 |
2.317 |
2.317 |
2.339 |
2.303 |
| S2 |
2.289 |
2.289 |
2.331 |
|
| S3 |
2.209 |
2.237 |
2.324 |
|
| S4 |
2.129 |
2.157 |
2.302 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.741 |
2.672 |
2.417 |
|
| R3 |
2.612 |
2.543 |
2.381 |
|
| R2 |
2.483 |
2.483 |
2.370 |
|
| R1 |
2.414 |
2.414 |
2.358 |
2.384 |
| PP |
2.354 |
2.354 |
2.354 |
2.339 |
| S1 |
2.285 |
2.285 |
2.334 |
2.255 |
| S2 |
2.225 |
2.225 |
2.322 |
|
| S3 |
2.096 |
2.156 |
2.311 |
|
| S4 |
1.967 |
2.027 |
2.275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.422 |
2.293 |
0.129 |
5.5% |
0.065 |
2.8% |
41% |
False |
False |
15,602 |
| 10 |
2.422 |
2.293 |
0.129 |
5.5% |
0.057 |
2.4% |
41% |
False |
False |
14,516 |
| 20 |
2.519 |
2.293 |
0.226 |
9.6% |
0.066 |
2.8% |
23% |
False |
False |
13,681 |
| 40 |
2.794 |
2.293 |
0.501 |
21.4% |
0.074 |
3.2% |
11% |
False |
False |
13,463 |
| 60 |
2.794 |
2.195 |
0.599 |
25.5% |
0.071 |
3.0% |
25% |
False |
False |
12,062 |
| 80 |
2.794 |
2.072 |
0.722 |
30.8% |
0.072 |
3.1% |
38% |
False |
False |
11,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.760 |
|
2.618 |
2.629 |
|
1.618 |
2.549 |
|
1.000 |
2.500 |
|
0.618 |
2.469 |
|
HIGH |
2.420 |
|
0.618 |
2.389 |
|
0.500 |
2.380 |
|
0.382 |
2.371 |
|
LOW |
2.340 |
|
0.618 |
2.291 |
|
1.000 |
2.260 |
|
1.618 |
2.211 |
|
2.618 |
2.131 |
|
4.250 |
2.000 |
|
|
| Fisher Pivots for day following 12-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.380 |
2.358 |
| PP |
2.369 |
2.354 |
| S1 |
2.357 |
2.350 |
|