NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.299 |
2.294 |
-0.005 |
-0.2% |
2.313 |
| High |
2.310 |
2.391 |
0.081 |
3.5% |
2.385 |
| Low |
2.273 |
2.283 |
0.010 |
0.4% |
2.306 |
| Close |
2.288 |
2.371 |
0.083 |
3.6% |
2.350 |
| Range |
0.037 |
0.108 |
0.071 |
191.9% |
0.079 |
| ATR |
0.065 |
0.068 |
0.003 |
4.8% |
0.000 |
| Volume |
27,862 |
35,946 |
8,084 |
29.0% |
112,660 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.672 |
2.630 |
2.430 |
|
| R3 |
2.564 |
2.522 |
2.401 |
|
| R2 |
2.456 |
2.456 |
2.391 |
|
| R1 |
2.414 |
2.414 |
2.381 |
2.435 |
| PP |
2.348 |
2.348 |
2.348 |
2.359 |
| S1 |
2.306 |
2.306 |
2.361 |
2.327 |
| S2 |
2.240 |
2.240 |
2.351 |
|
| S3 |
2.132 |
2.198 |
2.341 |
|
| S4 |
2.024 |
2.090 |
2.312 |
|
|
| 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 |
2.391 |
2.253 |
0.138 |
5.8% |
0.061 |
2.6% |
86% |
True |
False |
23,361 |
| 10 |
2.391 |
2.253 |
0.138 |
5.8% |
0.057 |
2.4% |
86% |
True |
False |
24,837 |
| 20 |
2.562 |
2.133 |
0.429 |
18.1% |
0.071 |
3.0% |
55% |
False |
False |
27,632 |
| 40 |
2.562 |
2.133 |
0.429 |
18.1% |
0.062 |
2.6% |
55% |
False |
False |
21,065 |
| 60 |
2.794 |
2.133 |
0.661 |
27.9% |
0.067 |
2.8% |
36% |
False |
False |
18,787 |
| 80 |
2.794 |
2.133 |
0.661 |
27.9% |
0.069 |
2.9% |
36% |
False |
False |
16,703 |
| 100 |
2.794 |
2.072 |
0.722 |
30.5% |
0.071 |
3.0% |
41% |
False |
False |
15,393 |
| 120 |
2.794 |
2.072 |
0.722 |
30.5% |
0.066 |
2.8% |
41% |
False |
False |
13,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.850 |
|
2.618 |
2.674 |
|
1.618 |
2.566 |
|
1.000 |
2.499 |
|
0.618 |
2.458 |
|
HIGH |
2.391 |
|
0.618 |
2.350 |
|
0.500 |
2.337 |
|
0.382 |
2.324 |
|
LOW |
2.283 |
|
0.618 |
2.216 |
|
1.000 |
2.175 |
|
1.618 |
2.108 |
|
2.618 |
2.000 |
|
4.250 |
1.824 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.360 |
2.358 |
| PP |
2.348 |
2.345 |
| S1 |
2.337 |
2.332 |
|