NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.758 |
2.753 |
-0.005 |
-0.2% |
2.739 |
| High |
2.795 |
2.823 |
0.028 |
1.0% |
2.774 |
| Low |
2.737 |
2.753 |
0.016 |
0.6% |
2.657 |
| Close |
2.763 |
2.822 |
0.059 |
2.1% |
2.773 |
| Range |
0.058 |
0.070 |
0.012 |
20.7% |
0.117 |
| ATR |
0.057 |
0.058 |
0.001 |
1.6% |
0.000 |
| Volume |
16,192 |
14,645 |
-1,547 |
-9.6% |
68,145 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.009 |
2.986 |
2.861 |
|
| R3 |
2.939 |
2.916 |
2.841 |
|
| R2 |
2.869 |
2.869 |
2.835 |
|
| R1 |
2.846 |
2.846 |
2.828 |
2.858 |
| PP |
2.799 |
2.799 |
2.799 |
2.805 |
| S1 |
2.776 |
2.776 |
2.816 |
2.788 |
| S2 |
2.729 |
2.729 |
2.809 |
|
| S3 |
2.659 |
2.706 |
2.803 |
|
| S4 |
2.589 |
2.636 |
2.784 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.086 |
3.046 |
2.837 |
|
| R3 |
2.969 |
2.929 |
2.805 |
|
| R2 |
2.852 |
2.852 |
2.794 |
|
| R1 |
2.812 |
2.812 |
2.784 |
2.832 |
| PP |
2.735 |
2.735 |
2.735 |
2.745 |
| S1 |
2.695 |
2.695 |
2.762 |
2.715 |
| S2 |
2.618 |
2.618 |
2.752 |
|
| S3 |
2.501 |
2.578 |
2.741 |
|
| S4 |
2.384 |
2.461 |
2.709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.823 |
2.665 |
0.158 |
5.6% |
0.064 |
2.3% |
99% |
True |
False |
15,143 |
| 10 |
2.823 |
2.657 |
0.166 |
5.9% |
0.057 |
2.0% |
99% |
True |
False |
13,174 |
| 20 |
2.823 |
2.657 |
0.166 |
5.9% |
0.058 |
2.1% |
99% |
True |
False |
17,324 |
| 40 |
2.908 |
2.637 |
0.271 |
9.6% |
0.054 |
1.9% |
68% |
False |
False |
15,974 |
| 60 |
3.074 |
2.637 |
0.437 |
15.5% |
0.057 |
2.0% |
42% |
False |
False |
14,613 |
| 80 |
3.074 |
2.621 |
0.453 |
16.1% |
0.060 |
2.1% |
44% |
False |
False |
13,470 |
| 100 |
3.074 |
2.305 |
0.769 |
27.3% |
0.063 |
2.2% |
67% |
False |
False |
12,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.121 |
|
2.618 |
3.006 |
|
1.618 |
2.936 |
|
1.000 |
2.893 |
|
0.618 |
2.866 |
|
HIGH |
2.823 |
|
0.618 |
2.796 |
|
0.500 |
2.788 |
|
0.382 |
2.780 |
|
LOW |
2.753 |
|
0.618 |
2.710 |
|
1.000 |
2.683 |
|
1.618 |
2.640 |
|
2.618 |
2.570 |
|
4.250 |
2.456 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.811 |
2.803 |
| PP |
2.799 |
2.785 |
| S1 |
2.788 |
2.766 |
|