NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 30-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.180 |
2.247 |
0.067 |
3.1% |
2.310 |
| High |
2.293 |
2.308 |
0.015 |
0.7% |
2.335 |
| Low |
2.176 |
2.237 |
0.061 |
2.8% |
2.133 |
| Close |
2.255 |
2.282 |
0.027 |
1.2% |
2.162 |
| Range |
0.117 |
0.071 |
-0.046 |
-39.3% |
0.202 |
| ATR |
0.064 |
0.065 |
0.000 |
0.7% |
0.000 |
| Volume |
27,565 |
33,156 |
5,591 |
20.3% |
85,983 |
|
| Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.489 |
2.456 |
2.321 |
|
| R3 |
2.418 |
2.385 |
2.302 |
|
| R2 |
2.347 |
2.347 |
2.295 |
|
| R1 |
2.314 |
2.314 |
2.289 |
2.331 |
| PP |
2.276 |
2.276 |
2.276 |
2.284 |
| S1 |
2.243 |
2.243 |
2.275 |
2.260 |
| S2 |
2.205 |
2.205 |
2.269 |
|
| S3 |
2.134 |
2.172 |
2.262 |
|
| S4 |
2.063 |
2.101 |
2.243 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.816 |
2.691 |
2.273 |
|
| R3 |
2.614 |
2.489 |
2.218 |
|
| R2 |
2.412 |
2.412 |
2.199 |
|
| R1 |
2.287 |
2.287 |
2.181 |
2.249 |
| PP |
2.210 |
2.210 |
2.210 |
2.191 |
| S1 |
2.085 |
2.085 |
2.143 |
2.047 |
| S2 |
2.008 |
2.008 |
2.125 |
|
| S3 |
1.806 |
1.883 |
2.106 |
|
| S4 |
1.604 |
1.681 |
2.051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.308 |
2.133 |
0.175 |
7.7% |
0.068 |
3.0% |
85% |
True |
False |
23,559 |
| 10 |
2.335 |
2.133 |
0.202 |
8.9% |
0.056 |
2.5% |
74% |
False |
False |
19,423 |
| 20 |
2.422 |
2.133 |
0.289 |
12.7% |
0.057 |
2.5% |
52% |
False |
False |
17,217 |
| 40 |
2.794 |
2.133 |
0.661 |
29.0% |
0.065 |
2.9% |
23% |
False |
False |
15,788 |
| 60 |
2.794 |
2.133 |
0.661 |
29.0% |
0.069 |
3.0% |
23% |
False |
False |
13,995 |
| 80 |
2.794 |
2.072 |
0.722 |
31.6% |
0.073 |
3.2% |
29% |
False |
False |
13,200 |
| 100 |
2.794 |
2.072 |
0.722 |
31.6% |
0.067 |
2.9% |
29% |
False |
False |
11,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.610 |
|
2.618 |
2.494 |
|
1.618 |
2.423 |
|
1.000 |
2.379 |
|
0.618 |
2.352 |
|
HIGH |
2.308 |
|
0.618 |
2.281 |
|
0.500 |
2.273 |
|
0.382 |
2.264 |
|
LOW |
2.237 |
|
0.618 |
2.193 |
|
1.000 |
2.166 |
|
1.618 |
2.122 |
|
2.618 |
2.051 |
|
4.250 |
1.935 |
|
|
| Fisher Pivots for day following 30-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.279 |
2.262 |
| PP |
2.276 |
2.242 |
| S1 |
2.273 |
2.222 |
|