NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 17-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.373 |
2.350 |
-0.023 |
-1.0% |
2.313 |
| High |
2.385 |
2.371 |
-0.014 |
-0.6% |
2.385 |
| Low |
2.329 |
2.336 |
0.007 |
0.3% |
2.306 |
| Close |
2.350 |
2.350 |
0.000 |
0.0% |
2.350 |
| Range |
0.056 |
0.035 |
-0.021 |
-37.5% |
0.079 |
| ATR |
0.069 |
0.067 |
-0.002 |
-3.5% |
0.000 |
| Volume |
22,071 |
16,250 |
-5,821 |
-26.4% |
112,660 |
|
| Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.457 |
2.439 |
2.369 |
|
| R3 |
2.422 |
2.404 |
2.360 |
|
| R2 |
2.387 |
2.387 |
2.356 |
|
| R1 |
2.369 |
2.369 |
2.353 |
2.368 |
| PP |
2.352 |
2.352 |
2.352 |
2.352 |
| S1 |
2.334 |
2.334 |
2.347 |
2.333 |
| S2 |
2.317 |
2.317 |
2.344 |
|
| S3 |
2.282 |
2.299 |
2.340 |
|
| S4 |
2.247 |
2.264 |
2.331 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.584 |
2.546 |
2.393 |
|
| R3 |
2.505 |
2.467 |
2.372 |
|
| R2 |
2.426 |
2.426 |
2.364 |
|
| R1 |
2.388 |
2.388 |
2.357 |
2.407 |
| PP |
2.347 |
2.347 |
2.347 |
2.357 |
| S1 |
2.309 |
2.309 |
2.343 |
2.328 |
| S2 |
2.268 |
2.268 |
2.336 |
|
| S3 |
2.189 |
2.230 |
2.328 |
|
| S4 |
2.110 |
2.151 |
2.307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.385 |
2.306 |
0.079 |
3.4% |
0.049 |
2.1% |
56% |
False |
False |
22,532 |
| 10 |
2.562 |
2.274 |
0.288 |
12.3% |
0.074 |
3.1% |
26% |
False |
False |
30,409 |
| 20 |
2.562 |
2.133 |
0.429 |
18.3% |
0.067 |
2.8% |
51% |
False |
False |
25,784 |
| 40 |
2.562 |
2.133 |
0.429 |
18.3% |
0.062 |
2.6% |
51% |
False |
False |
19,643 |
| 60 |
2.794 |
2.133 |
0.661 |
28.1% |
0.068 |
2.9% |
33% |
False |
False |
17,660 |
| 80 |
2.794 |
2.133 |
0.661 |
28.1% |
0.068 |
2.9% |
33% |
False |
False |
15,795 |
| 100 |
2.794 |
2.072 |
0.722 |
30.7% |
0.071 |
3.0% |
39% |
False |
False |
14,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.520 |
|
2.618 |
2.463 |
|
1.618 |
2.428 |
|
1.000 |
2.406 |
|
0.618 |
2.393 |
|
HIGH |
2.371 |
|
0.618 |
2.358 |
|
0.500 |
2.354 |
|
0.382 |
2.349 |
|
LOW |
2.336 |
|
0.618 |
2.314 |
|
1.000 |
2.301 |
|
1.618 |
2.279 |
|
2.618 |
2.244 |
|
4.250 |
2.187 |
|
|
| Fisher Pivots for day following 17-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.354 |
2.351 |
| PP |
2.352 |
2.350 |
| S1 |
2.351 |
2.350 |
|