NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 02-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.785 |
2.795 |
0.010 |
0.4% |
2.821 |
| High |
2.809 |
2.830 |
0.021 |
0.7% |
2.882 |
| Low |
2.766 |
2.782 |
0.016 |
0.6% |
2.765 |
| Close |
2.784 |
2.815 |
0.031 |
1.1% |
2.811 |
| Range |
0.043 |
0.048 |
0.005 |
11.6% |
0.117 |
| ATR |
0.066 |
0.064 |
-0.001 |
-1.9% |
0.000 |
| Volume |
18,059 |
11,220 |
-6,839 |
-37.9% |
47,129 |
|
| Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.953 |
2.932 |
2.841 |
|
| R3 |
2.905 |
2.884 |
2.828 |
|
| R2 |
2.857 |
2.857 |
2.824 |
|
| R1 |
2.836 |
2.836 |
2.819 |
2.847 |
| PP |
2.809 |
2.809 |
2.809 |
2.814 |
| S1 |
2.788 |
2.788 |
2.811 |
2.799 |
| S2 |
2.761 |
2.761 |
2.806 |
|
| S3 |
2.713 |
2.740 |
2.802 |
|
| S4 |
2.665 |
2.692 |
2.789 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.170 |
3.108 |
2.875 |
|
| R3 |
3.053 |
2.991 |
2.843 |
|
| R2 |
2.936 |
2.936 |
2.832 |
|
| R1 |
2.874 |
2.874 |
2.822 |
2.847 |
| PP |
2.819 |
2.819 |
2.819 |
2.806 |
| S1 |
2.757 |
2.757 |
2.800 |
2.730 |
| S2 |
2.702 |
2.702 |
2.790 |
|
| S3 |
2.585 |
2.640 |
2.779 |
|
| S4 |
2.468 |
2.523 |
2.747 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.855 |
2.765 |
0.090 |
3.2% |
0.052 |
1.9% |
56% |
False |
False |
13,084 |
| 10 |
2.888 |
2.765 |
0.123 |
4.4% |
0.060 |
2.1% |
41% |
False |
False |
12,019 |
| 20 |
3.074 |
2.765 |
0.309 |
11.0% |
0.064 |
2.3% |
16% |
False |
False |
11,800 |
| 40 |
3.074 |
2.669 |
0.405 |
14.4% |
0.066 |
2.3% |
36% |
False |
False |
10,942 |
| 60 |
3.074 |
2.305 |
0.769 |
27.3% |
0.069 |
2.5% |
66% |
False |
False |
10,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.034 |
|
2.618 |
2.956 |
|
1.618 |
2.908 |
|
1.000 |
2.878 |
|
0.618 |
2.860 |
|
HIGH |
2.830 |
|
0.618 |
2.812 |
|
0.500 |
2.806 |
|
0.382 |
2.800 |
|
LOW |
2.782 |
|
0.618 |
2.752 |
|
1.000 |
2.734 |
|
1.618 |
2.704 |
|
2.618 |
2.656 |
|
4.250 |
2.578 |
|
|
| Fisher Pivots for day following 02-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.812 |
2.809 |
| PP |
2.809 |
2.803 |
| S1 |
2.806 |
2.798 |
|