NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.371 |
2.405 |
0.034 |
1.4% |
2.332 |
| High |
2.414 |
2.427 |
0.013 |
0.5% |
2.414 |
| Low |
2.332 |
2.360 |
0.028 |
1.2% |
2.253 |
| Close |
2.410 |
2.385 |
-0.025 |
-1.0% |
2.410 |
| Range |
0.082 |
0.067 |
-0.015 |
-18.3% |
0.161 |
| ATR |
0.069 |
0.069 |
0.000 |
-0.2% |
0.000 |
| Volume |
26,519 |
26,145 |
-374 |
-1.4% |
127,078 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.592 |
2.555 |
2.422 |
|
| R3 |
2.525 |
2.488 |
2.403 |
|
| R2 |
2.458 |
2.458 |
2.397 |
|
| R1 |
2.421 |
2.421 |
2.391 |
2.406 |
| PP |
2.391 |
2.391 |
2.391 |
2.383 |
| S1 |
2.354 |
2.354 |
2.379 |
2.339 |
| S2 |
2.324 |
2.324 |
2.373 |
|
| S3 |
2.257 |
2.287 |
2.367 |
|
| S4 |
2.190 |
2.220 |
2.348 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.842 |
2.787 |
2.499 |
|
| R3 |
2.681 |
2.626 |
2.454 |
|
| R2 |
2.520 |
2.520 |
2.440 |
|
| R1 |
2.465 |
2.465 |
2.425 |
2.493 |
| PP |
2.359 |
2.359 |
2.359 |
2.373 |
| S1 |
2.304 |
2.304 |
2.395 |
2.332 |
| S2 |
2.198 |
2.198 |
2.380 |
|
| S3 |
2.037 |
2.143 |
2.366 |
|
| S4 |
1.876 |
1.982 |
2.321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.427 |
2.273 |
0.154 |
6.5% |
0.067 |
2.8% |
73% |
True |
False |
26,449 |
| 10 |
2.427 |
2.253 |
0.174 |
7.3% |
0.062 |
2.6% |
76% |
True |
False |
23,318 |
| 20 |
2.562 |
2.176 |
0.386 |
16.2% |
0.073 |
3.0% |
54% |
False |
False |
28,273 |
| 40 |
2.562 |
2.133 |
0.429 |
18.0% |
0.063 |
2.6% |
59% |
False |
False |
21,759 |
| 60 |
2.794 |
2.133 |
0.661 |
27.7% |
0.067 |
2.8% |
38% |
False |
False |
19,312 |
| 80 |
2.794 |
2.133 |
0.661 |
27.7% |
0.069 |
2.9% |
38% |
False |
False |
17,095 |
| 100 |
2.794 |
2.072 |
0.722 |
30.3% |
0.072 |
3.0% |
43% |
False |
False |
15,753 |
| 120 |
2.794 |
2.072 |
0.722 |
30.3% |
0.067 |
2.8% |
43% |
False |
False |
14,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.712 |
|
2.618 |
2.602 |
|
1.618 |
2.535 |
|
1.000 |
2.494 |
|
0.618 |
2.468 |
|
HIGH |
2.427 |
|
0.618 |
2.401 |
|
0.500 |
2.394 |
|
0.382 |
2.386 |
|
LOW |
2.360 |
|
0.618 |
2.319 |
|
1.000 |
2.293 |
|
1.618 |
2.252 |
|
2.618 |
2.185 |
|
4.250 |
2.075 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.394 |
2.375 |
| PP |
2.391 |
2.365 |
| S1 |
2.388 |
2.355 |
|