NYMEX Natural Gas Future December 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 |
2.701 |
2.679 |
-0.022 |
-0.8% |
2.710 |
| High |
2.707 |
2.752 |
0.045 |
1.7% |
2.772 |
| Low |
2.665 |
2.667 |
0.002 |
0.1% |
2.700 |
| Close |
2.694 |
2.739 |
0.045 |
1.7% |
2.749 |
| Range |
0.042 |
0.085 |
0.043 |
102.4% |
0.072 |
| ATR |
0.054 |
0.056 |
0.002 |
4.1% |
0.000 |
| Volume |
11,614 |
21,632 |
10,018 |
86.3% |
65,327 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.974 |
2.942 |
2.786 |
|
| R3 |
2.889 |
2.857 |
2.762 |
|
| R2 |
2.804 |
2.804 |
2.755 |
|
| R1 |
2.772 |
2.772 |
2.747 |
2.788 |
| PP |
2.719 |
2.719 |
2.719 |
2.728 |
| S1 |
2.687 |
2.687 |
2.731 |
2.703 |
| S2 |
2.634 |
2.634 |
2.723 |
|
| S3 |
2.549 |
2.602 |
2.716 |
|
| S4 |
2.464 |
2.517 |
2.692 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.956 |
2.925 |
2.789 |
|
| R3 |
2.884 |
2.853 |
2.769 |
|
| R2 |
2.812 |
2.812 |
2.762 |
|
| R1 |
2.781 |
2.781 |
2.756 |
2.797 |
| PP |
2.740 |
2.740 |
2.740 |
2.748 |
| S1 |
2.709 |
2.709 |
2.742 |
2.725 |
| S2 |
2.668 |
2.668 |
2.736 |
|
| S3 |
2.596 |
2.637 |
2.729 |
|
| S4 |
2.524 |
2.565 |
2.709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.764 |
2.657 |
0.107 |
3.9% |
0.059 |
2.1% |
77% |
False |
False |
13,565 |
| 10 |
2.772 |
2.657 |
0.115 |
4.2% |
0.051 |
1.9% |
71% |
False |
False |
14,324 |
| 20 |
2.808 |
2.637 |
0.171 |
6.2% |
0.057 |
2.1% |
60% |
False |
False |
17,799 |
| 40 |
2.908 |
2.637 |
0.271 |
9.9% |
0.053 |
1.9% |
38% |
False |
False |
16,007 |
| 60 |
3.074 |
2.637 |
0.437 |
16.0% |
0.057 |
2.1% |
23% |
False |
False |
14,322 |
| 80 |
3.074 |
2.592 |
0.482 |
17.6% |
0.059 |
2.2% |
30% |
False |
False |
13,302 |
| 100 |
3.074 |
2.305 |
0.769 |
28.1% |
0.062 |
2.3% |
56% |
False |
False |
12,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.113 |
|
2.618 |
2.975 |
|
1.618 |
2.890 |
|
1.000 |
2.837 |
|
0.618 |
2.805 |
|
HIGH |
2.752 |
|
0.618 |
2.720 |
|
0.500 |
2.710 |
|
0.382 |
2.699 |
|
LOW |
2.667 |
|
0.618 |
2.614 |
|
1.000 |
2.582 |
|
1.618 |
2.529 |
|
2.618 |
2.444 |
|
4.250 |
2.306 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.729 |
2.729 |
| PP |
2.719 |
2.719 |
| S1 |
2.710 |
2.709 |
|