NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 06-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.271 |
2.300 |
0.029 |
1.3% |
2.180 |
| High |
2.305 |
2.368 |
0.063 |
2.7% |
2.308 |
| Low |
2.259 |
2.274 |
0.015 |
0.7% |
2.176 |
| Close |
2.297 |
2.335 |
0.038 |
1.7% |
2.297 |
| Range |
0.046 |
0.094 |
0.048 |
104.3% |
0.132 |
| ATR |
0.063 |
0.066 |
0.002 |
3.5% |
0.000 |
| Volume |
18,554 |
37,592 |
19,038 |
102.6% |
108,159 |
|
| Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.608 |
2.565 |
2.387 |
|
| R3 |
2.514 |
2.471 |
2.361 |
|
| R2 |
2.420 |
2.420 |
2.352 |
|
| R1 |
2.377 |
2.377 |
2.344 |
2.399 |
| PP |
2.326 |
2.326 |
2.326 |
2.336 |
| S1 |
2.283 |
2.283 |
2.326 |
2.305 |
| S2 |
2.232 |
2.232 |
2.318 |
|
| S3 |
2.138 |
2.189 |
2.309 |
|
| S4 |
2.044 |
2.095 |
2.283 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.656 |
2.609 |
2.370 |
|
| R3 |
2.524 |
2.477 |
2.333 |
|
| R2 |
2.392 |
2.392 |
2.321 |
|
| R1 |
2.345 |
2.345 |
2.309 |
2.369 |
| PP |
2.260 |
2.260 |
2.260 |
2.272 |
| S1 |
2.213 |
2.213 |
2.285 |
2.237 |
| S2 |
2.128 |
2.128 |
2.273 |
|
| S3 |
1.996 |
2.081 |
2.261 |
|
| S4 |
1.864 |
1.949 |
2.224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.368 |
2.176 |
0.192 |
8.2% |
0.077 |
3.3% |
83% |
True |
False |
29,150 |
| 10 |
2.368 |
2.133 |
0.235 |
10.1% |
0.066 |
2.8% |
86% |
True |
False |
23,173 |
| 20 |
2.422 |
2.133 |
0.289 |
12.4% |
0.060 |
2.6% |
70% |
False |
False |
19,176 |
| 40 |
2.586 |
2.133 |
0.453 |
19.4% |
0.064 |
2.7% |
45% |
False |
False |
16,547 |
| 60 |
2.794 |
2.133 |
0.661 |
28.3% |
0.069 |
3.0% |
31% |
False |
False |
14,811 |
| 80 |
2.794 |
2.133 |
0.661 |
28.3% |
0.070 |
3.0% |
31% |
False |
False |
13,637 |
| 100 |
2.794 |
2.072 |
0.722 |
30.9% |
0.068 |
2.9% |
36% |
False |
False |
12,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.768 |
|
2.618 |
2.614 |
|
1.618 |
2.520 |
|
1.000 |
2.462 |
|
0.618 |
2.426 |
|
HIGH |
2.368 |
|
0.618 |
2.332 |
|
0.500 |
2.321 |
|
0.382 |
2.310 |
|
LOW |
2.274 |
|
0.618 |
2.216 |
|
1.000 |
2.180 |
|
1.618 |
2.122 |
|
2.618 |
2.028 |
|
4.250 |
1.875 |
|
|
| Fisher Pivots for day following 06-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.330 |
2.321 |
| PP |
2.326 |
2.307 |
| S1 |
2.321 |
2.294 |
|