NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.865 |
2.837 |
-0.028 |
-1.0% |
2.834 |
| High |
2.871 |
2.843 |
-0.028 |
-1.0% |
2.900 |
| Low |
2.785 |
2.799 |
0.014 |
0.5% |
2.829 |
| Close |
2.827 |
2.833 |
0.006 |
0.2% |
2.874 |
| Range |
0.086 |
0.044 |
-0.042 |
-48.8% |
0.071 |
| ATR |
0.054 |
0.053 |
-0.001 |
-1.3% |
0.000 |
| Volume |
26,231 |
13,536 |
-12,695 |
-48.4% |
87,618 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.957 |
2.939 |
2.857 |
|
| R3 |
2.913 |
2.895 |
2.845 |
|
| R2 |
2.869 |
2.869 |
2.841 |
|
| R1 |
2.851 |
2.851 |
2.837 |
2.838 |
| PP |
2.825 |
2.825 |
2.825 |
2.819 |
| S1 |
2.807 |
2.807 |
2.829 |
2.794 |
| S2 |
2.781 |
2.781 |
2.825 |
|
| S3 |
2.737 |
2.763 |
2.821 |
|
| S4 |
2.693 |
2.719 |
2.809 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.081 |
3.048 |
2.913 |
|
| R3 |
3.010 |
2.977 |
2.894 |
|
| R2 |
2.939 |
2.939 |
2.887 |
|
| R1 |
2.906 |
2.906 |
2.881 |
2.923 |
| PP |
2.868 |
2.868 |
2.868 |
2.876 |
| S1 |
2.835 |
2.835 |
2.867 |
2.852 |
| S2 |
2.797 |
2.797 |
2.861 |
|
| S3 |
2.726 |
2.764 |
2.854 |
|
| S4 |
2.655 |
2.693 |
2.835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.899 |
2.785 |
0.114 |
4.0% |
0.049 |
1.7% |
42% |
False |
False |
16,205 |
| 10 |
2.920 |
2.785 |
0.135 |
4.8% |
0.048 |
1.7% |
36% |
False |
False |
19,938 |
| 20 |
2.941 |
2.778 |
0.163 |
5.8% |
0.053 |
1.9% |
34% |
False |
False |
23,577 |
| 40 |
3.044 |
2.778 |
0.266 |
9.4% |
0.052 |
1.8% |
21% |
False |
False |
20,010 |
| 60 |
3.208 |
2.778 |
0.430 |
15.2% |
0.056 |
2.0% |
13% |
False |
False |
19,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.030 |
|
2.618 |
2.958 |
|
1.618 |
2.914 |
|
1.000 |
2.887 |
|
0.618 |
2.870 |
|
HIGH |
2.843 |
|
0.618 |
2.826 |
|
0.500 |
2.821 |
|
0.382 |
2.816 |
|
LOW |
2.799 |
|
0.618 |
2.772 |
|
1.000 |
2.755 |
|
1.618 |
2.728 |
|
2.618 |
2.684 |
|
4.250 |
2.612 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.829 |
2.839 |
| PP |
2.825 |
2.837 |
| S1 |
2.821 |
2.835 |
|