NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 30-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.694 |
2.709 |
0.015 |
0.6% |
2.802 |
| High |
2.758 |
2.756 |
-0.002 |
-0.1% |
2.823 |
| Low |
2.689 |
2.690 |
0.001 |
0.0% |
2.637 |
| Close |
2.720 |
2.747 |
0.027 |
1.0% |
2.676 |
| Range |
0.069 |
0.066 |
-0.003 |
-4.3% |
0.186 |
| ATR |
0.056 |
0.057 |
0.001 |
1.3% |
0.000 |
| Volume |
20,667 |
21,719 |
1,052 |
5.1% |
74,773 |
|
| Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.929 |
2.904 |
2.783 |
|
| R3 |
2.863 |
2.838 |
2.765 |
|
| R2 |
2.797 |
2.797 |
2.759 |
|
| R1 |
2.772 |
2.772 |
2.753 |
2.785 |
| PP |
2.731 |
2.731 |
2.731 |
2.737 |
| S1 |
2.706 |
2.706 |
2.741 |
2.719 |
| S2 |
2.665 |
2.665 |
2.735 |
|
| S3 |
2.599 |
2.640 |
2.729 |
|
| S4 |
2.533 |
2.574 |
2.711 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.270 |
3.159 |
2.778 |
|
| R3 |
3.084 |
2.973 |
2.727 |
|
| R2 |
2.898 |
2.898 |
2.710 |
|
| R1 |
2.787 |
2.787 |
2.693 |
2.750 |
| PP |
2.712 |
2.712 |
2.712 |
2.693 |
| S1 |
2.601 |
2.601 |
2.659 |
2.564 |
| S2 |
2.526 |
2.526 |
2.642 |
|
| S3 |
2.340 |
2.415 |
2.625 |
|
| S4 |
2.154 |
2.229 |
2.574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.758 |
2.637 |
0.121 |
4.4% |
0.053 |
1.9% |
91% |
False |
False |
17,530 |
| 10 |
2.823 |
2.637 |
0.186 |
6.8% |
0.047 |
1.7% |
59% |
False |
False |
16,338 |
| 20 |
2.908 |
2.637 |
0.271 |
9.9% |
0.051 |
1.8% |
41% |
False |
False |
15,148 |
| 40 |
3.074 |
2.637 |
0.437 |
15.9% |
0.057 |
2.1% |
25% |
False |
False |
13,474 |
| 60 |
3.074 |
2.637 |
0.437 |
15.9% |
0.061 |
2.2% |
25% |
False |
False |
12,344 |
| 80 |
3.074 |
2.305 |
0.769 |
28.0% |
0.064 |
2.3% |
57% |
False |
False |
11,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.037 |
|
2.618 |
2.929 |
|
1.618 |
2.863 |
|
1.000 |
2.822 |
|
0.618 |
2.797 |
|
HIGH |
2.756 |
|
0.618 |
2.731 |
|
0.500 |
2.723 |
|
0.382 |
2.715 |
|
LOW |
2.690 |
|
0.618 |
2.649 |
|
1.000 |
2.624 |
|
1.618 |
2.583 |
|
2.618 |
2.517 |
|
4.250 |
2.410 |
|
|
| Fisher Pivots for day following 30-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.739 |
2.732 |
| PP |
2.731 |
2.717 |
| S1 |
2.723 |
2.702 |
|