NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.310 |
2.266 |
-0.044 |
-1.9% |
2.360 |
| High |
2.335 |
2.270 |
-0.065 |
-2.8% |
2.360 |
| Low |
2.262 |
2.222 |
-0.040 |
-1.8% |
2.269 |
| Close |
2.280 |
2.234 |
-0.046 |
-2.0% |
2.312 |
| Range |
0.073 |
0.048 |
-0.025 |
-34.2% |
0.091 |
| ATR |
0.061 |
0.060 |
0.000 |
-0.3% |
0.000 |
| Volume |
13,531 |
15,377 |
1,846 |
13.6% |
73,774 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.386 |
2.358 |
2.260 |
|
| R3 |
2.338 |
2.310 |
2.247 |
|
| R2 |
2.290 |
2.290 |
2.243 |
|
| R1 |
2.262 |
2.262 |
2.238 |
2.252 |
| PP |
2.242 |
2.242 |
2.242 |
2.237 |
| S1 |
2.214 |
2.214 |
2.230 |
2.204 |
| S2 |
2.194 |
2.194 |
2.225 |
|
| S3 |
2.146 |
2.166 |
2.221 |
|
| S4 |
2.098 |
2.118 |
2.208 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.587 |
2.540 |
2.362 |
|
| R3 |
2.496 |
2.449 |
2.337 |
|
| R2 |
2.405 |
2.405 |
2.329 |
|
| R1 |
2.358 |
2.358 |
2.320 |
2.336 |
| PP |
2.314 |
2.314 |
2.314 |
2.303 |
| S1 |
2.267 |
2.267 |
2.304 |
2.245 |
| S2 |
2.223 |
2.223 |
2.295 |
|
| S3 |
2.132 |
2.176 |
2.287 |
|
| S4 |
2.041 |
2.085 |
2.262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.335 |
2.222 |
0.113 |
5.1% |
0.045 |
2.0% |
11% |
False |
True |
15,287 |
| 10 |
2.422 |
2.222 |
0.200 |
9.0% |
0.057 |
2.6% |
6% |
False |
True |
15,646 |
| 20 |
2.461 |
2.222 |
0.239 |
10.7% |
0.055 |
2.5% |
5% |
False |
True |
14,181 |
| 40 |
2.794 |
2.222 |
0.572 |
25.6% |
0.066 |
2.9% |
2% |
False |
True |
14,161 |
| 60 |
2.794 |
2.222 |
0.572 |
25.6% |
0.069 |
3.1% |
2% |
False |
True |
12,878 |
| 80 |
2.794 |
2.072 |
0.722 |
32.3% |
0.072 |
3.2% |
22% |
False |
False |
12,209 |
| 100 |
2.794 |
2.072 |
0.722 |
32.3% |
0.065 |
2.9% |
22% |
False |
False |
10,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.474 |
|
2.618 |
2.396 |
|
1.618 |
2.348 |
|
1.000 |
2.318 |
|
0.618 |
2.300 |
|
HIGH |
2.270 |
|
0.618 |
2.252 |
|
0.500 |
2.246 |
|
0.382 |
2.240 |
|
LOW |
2.222 |
|
0.618 |
2.192 |
|
1.000 |
2.174 |
|
1.618 |
2.144 |
|
2.618 |
2.096 |
|
4.250 |
2.018 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.246 |
2.279 |
| PP |
2.242 |
2.264 |
| S1 |
2.238 |
2.249 |
|