NYMEX Natural Gas Future January 2021
| 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 |
2.833 |
2.849 |
0.016 |
0.6% |
2.939 |
| High |
2.895 |
2.894 |
-0.001 |
0.0% |
2.964 |
| Low |
2.827 |
2.832 |
0.005 |
0.2% |
2.778 |
| Close |
2.859 |
2.883 |
0.024 |
0.8% |
2.816 |
| Range |
0.068 |
0.062 |
-0.006 |
-8.8% |
0.186 |
| ATR |
0.054 |
0.055 |
0.001 |
1.0% |
0.000 |
| Volume |
31,456 |
28,626 |
-2,830 |
-9.0% |
102,332 |
|
| Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.056 |
3.031 |
2.917 |
|
| R3 |
2.994 |
2.969 |
2.900 |
|
| R2 |
2.932 |
2.932 |
2.894 |
|
| R1 |
2.907 |
2.907 |
2.889 |
2.920 |
| PP |
2.870 |
2.870 |
2.870 |
2.876 |
| S1 |
2.845 |
2.845 |
2.877 |
2.858 |
| S2 |
2.808 |
2.808 |
2.872 |
|
| S3 |
2.746 |
2.783 |
2.866 |
|
| S4 |
2.684 |
2.721 |
2.849 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.411 |
3.299 |
2.918 |
|
| R3 |
3.225 |
3.113 |
2.867 |
|
| R2 |
3.039 |
3.039 |
2.850 |
|
| R1 |
2.927 |
2.927 |
2.833 |
2.890 |
| PP |
2.853 |
2.853 |
2.853 |
2.834 |
| S1 |
2.741 |
2.741 |
2.799 |
2.704 |
| S2 |
2.667 |
2.667 |
2.782 |
|
| S3 |
2.481 |
2.555 |
2.765 |
|
| S4 |
2.295 |
2.369 |
2.714 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.895 |
2.778 |
0.117 |
4.1% |
0.053 |
1.8% |
90% |
False |
False |
24,833 |
| 10 |
2.964 |
2.778 |
0.186 |
6.5% |
0.046 |
1.6% |
56% |
False |
False |
20,321 |
| 20 |
3.044 |
2.778 |
0.266 |
9.2% |
0.049 |
1.7% |
39% |
False |
False |
18,609 |
| 40 |
3.208 |
2.778 |
0.430 |
14.9% |
0.056 |
1.9% |
24% |
False |
False |
18,473 |
| 60 |
3.208 |
2.778 |
0.430 |
14.9% |
0.060 |
2.1% |
24% |
False |
False |
18,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.158 |
|
2.618 |
3.056 |
|
1.618 |
2.994 |
|
1.000 |
2.956 |
|
0.618 |
2.932 |
|
HIGH |
2.894 |
|
0.618 |
2.870 |
|
0.500 |
2.863 |
|
0.382 |
2.856 |
|
LOW |
2.832 |
|
0.618 |
2.794 |
|
1.000 |
2.770 |
|
1.618 |
2.732 |
|
2.618 |
2.670 |
|
4.250 |
2.569 |
|
|
| Fisher Pivots for day following 30-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.876 |
2.868 |
| PP |
2.870 |
2.854 |
| S1 |
2.863 |
2.839 |
|