NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 29-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.753 |
2.815 |
0.062 |
2.3% |
2.739 |
| High |
2.823 |
2.905 |
0.082 |
2.9% |
2.774 |
| Low |
2.753 |
2.812 |
0.059 |
2.1% |
2.657 |
| Close |
2.822 |
2.896 |
0.074 |
2.6% |
2.773 |
| Range |
0.070 |
0.093 |
0.023 |
32.9% |
0.117 |
| ATR |
0.058 |
0.061 |
0.002 |
4.3% |
0.000 |
| Volume |
14,645 |
25,841 |
11,196 |
76.4% |
68,145 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.150 |
3.116 |
2.947 |
|
| R3 |
3.057 |
3.023 |
2.922 |
|
| R2 |
2.964 |
2.964 |
2.913 |
|
| R1 |
2.930 |
2.930 |
2.905 |
2.947 |
| PP |
2.871 |
2.871 |
2.871 |
2.880 |
| S1 |
2.837 |
2.837 |
2.887 |
2.854 |
| S2 |
2.778 |
2.778 |
2.879 |
|
| S3 |
2.685 |
2.744 |
2.870 |
|
| S4 |
2.592 |
2.651 |
2.845 |
|
|
| 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 |
2.905 |
2.667 |
0.238 |
8.2% |
0.074 |
2.6% |
96% |
True |
False |
17,988 |
| 10 |
2.905 |
2.657 |
0.248 |
8.6% |
0.062 |
2.1% |
96% |
True |
False |
14,949 |
| 20 |
2.905 |
2.657 |
0.248 |
8.6% |
0.059 |
2.1% |
96% |
True |
False |
17,531 |
| 40 |
2.908 |
2.637 |
0.271 |
9.4% |
0.055 |
1.9% |
96% |
False |
False |
16,339 |
| 60 |
3.074 |
2.637 |
0.437 |
15.1% |
0.058 |
2.0% |
59% |
False |
False |
14,826 |
| 80 |
3.074 |
2.637 |
0.437 |
15.1% |
0.061 |
2.1% |
59% |
False |
False |
13,641 |
| 100 |
3.074 |
2.305 |
0.769 |
26.6% |
0.063 |
2.2% |
77% |
False |
False |
12,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.300 |
|
2.618 |
3.148 |
|
1.618 |
3.055 |
|
1.000 |
2.998 |
|
0.618 |
2.962 |
|
HIGH |
2.905 |
|
0.618 |
2.869 |
|
0.500 |
2.859 |
|
0.382 |
2.848 |
|
LOW |
2.812 |
|
0.618 |
2.755 |
|
1.000 |
2.719 |
|
1.618 |
2.662 |
|
2.618 |
2.569 |
|
4.250 |
2.417 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.884 |
2.871 |
| PP |
2.871 |
2.846 |
| S1 |
2.859 |
2.821 |
|