NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 02-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.887 |
2.891 |
0.004 |
0.1% |
2.939 |
| High |
2.897 |
2.918 |
0.021 |
0.7% |
2.964 |
| Low |
2.845 |
2.869 |
0.024 |
0.8% |
2.778 |
| Close |
2.895 |
2.907 |
0.012 |
0.4% |
2.816 |
| Range |
0.052 |
0.049 |
-0.003 |
-5.8% |
0.186 |
| ATR |
0.055 |
0.054 |
0.000 |
-0.7% |
0.000 |
| Volume |
27,350 |
24,867 |
-2,483 |
-9.1% |
102,332 |
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.045 |
3.025 |
2.934 |
|
| R3 |
2.996 |
2.976 |
2.920 |
|
| R2 |
2.947 |
2.947 |
2.916 |
|
| R1 |
2.927 |
2.927 |
2.911 |
2.937 |
| PP |
2.898 |
2.898 |
2.898 |
2.903 |
| S1 |
2.878 |
2.878 |
2.903 |
2.888 |
| S2 |
2.849 |
2.849 |
2.898 |
|
| S3 |
2.800 |
2.829 |
2.894 |
|
| S4 |
2.751 |
2.780 |
2.880 |
|
|
| 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 |
2.918 |
2.783 |
0.135 |
4.6% |
0.055 |
1.9% |
92% |
True |
False |
25,530 |
| 10 |
2.964 |
2.778 |
0.186 |
6.4% |
0.051 |
1.7% |
69% |
False |
False |
22,966 |
| 20 |
3.044 |
2.778 |
0.266 |
9.2% |
0.051 |
1.8% |
48% |
False |
False |
19,829 |
| 40 |
3.072 |
2.778 |
0.294 |
10.1% |
0.054 |
1.8% |
44% |
False |
False |
18,573 |
| 60 |
3.208 |
2.778 |
0.430 |
14.8% |
0.060 |
2.1% |
30% |
False |
False |
18,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.126 |
|
2.618 |
3.046 |
|
1.618 |
2.997 |
|
1.000 |
2.967 |
|
0.618 |
2.948 |
|
HIGH |
2.918 |
|
0.618 |
2.899 |
|
0.500 |
2.894 |
|
0.382 |
2.888 |
|
LOW |
2.869 |
|
0.618 |
2.839 |
|
1.000 |
2.820 |
|
1.618 |
2.790 |
|
2.618 |
2.741 |
|
4.250 |
2.661 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.903 |
2.896 |
| PP |
2.898 |
2.886 |
| S1 |
2.894 |
2.875 |
|