NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.863 |
2.881 |
0.018 |
0.6% |
2.896 |
| High |
2.900 |
2.899 |
-0.001 |
0.0% |
2.941 |
| Low |
2.855 |
2.856 |
0.001 |
0.0% |
2.843 |
| Close |
2.884 |
2.888 |
0.004 |
0.1% |
2.869 |
| Range |
0.045 |
0.043 |
-0.002 |
-4.4% |
0.098 |
| ATR |
0.055 |
0.054 |
-0.001 |
-1.5% |
0.000 |
| Volume |
20,558 |
12,853 |
-7,705 |
-37.5% |
146,563 |
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.010 |
2.992 |
2.912 |
|
| R3 |
2.967 |
2.949 |
2.900 |
|
| R2 |
2.924 |
2.924 |
2.896 |
|
| R1 |
2.906 |
2.906 |
2.892 |
2.915 |
| PP |
2.881 |
2.881 |
2.881 |
2.886 |
| S1 |
2.863 |
2.863 |
2.884 |
2.872 |
| S2 |
2.838 |
2.838 |
2.880 |
|
| S3 |
2.795 |
2.820 |
2.876 |
|
| S4 |
2.752 |
2.777 |
2.864 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.178 |
3.122 |
2.923 |
|
| R3 |
3.080 |
3.024 |
2.896 |
|
| R2 |
2.982 |
2.982 |
2.887 |
|
| R1 |
2.926 |
2.926 |
2.878 |
2.905 |
| PP |
2.884 |
2.884 |
2.884 |
2.874 |
| S1 |
2.828 |
2.828 |
2.860 |
2.807 |
| S2 |
2.786 |
2.786 |
2.851 |
|
| S3 |
2.688 |
2.730 |
2.842 |
|
| S4 |
2.590 |
2.632 |
2.815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.920 |
2.829 |
0.091 |
3.2% |
0.048 |
1.7% |
65% |
False |
False |
22,224 |
| 10 |
2.941 |
2.829 |
0.112 |
3.9% |
0.055 |
1.9% |
53% |
False |
False |
25,798 |
| 20 |
2.964 |
2.778 |
0.186 |
6.4% |
0.051 |
1.7% |
59% |
False |
False |
23,060 |
| 40 |
3.044 |
2.778 |
0.266 |
9.2% |
0.053 |
1.8% |
41% |
False |
False |
20,314 |
| 60 |
3.208 |
2.778 |
0.430 |
14.9% |
0.058 |
2.0% |
26% |
False |
False |
19,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.082 |
|
2.618 |
3.012 |
|
1.618 |
2.969 |
|
1.000 |
2.942 |
|
0.618 |
2.926 |
|
HIGH |
2.899 |
|
0.618 |
2.883 |
|
0.500 |
2.878 |
|
0.382 |
2.872 |
|
LOW |
2.856 |
|
0.618 |
2.829 |
|
1.000 |
2.813 |
|
1.618 |
2.786 |
|
2.618 |
2.743 |
|
4.250 |
2.673 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.885 |
2.880 |
| PP |
2.881 |
2.872 |
| S1 |
2.878 |
2.865 |
|