NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 31-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3.001 |
2.953 |
-0.048 |
-1.6% |
2.884 |
| High |
3.018 |
2.974 |
-0.044 |
-1.5% |
3.019 |
| Low |
2.939 |
2.905 |
-0.034 |
-1.2% |
2.865 |
| Close |
2.944 |
2.915 |
-0.029 |
-1.0% |
2.915 |
| Range |
0.079 |
0.069 |
-0.010 |
-12.7% |
0.154 |
| ATR |
0.059 |
0.060 |
0.001 |
1.1% |
0.000 |
| Volume |
28,133 |
19,168 |
-8,965 |
-31.9% |
109,200 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.138 |
3.096 |
2.953 |
|
| R3 |
3.069 |
3.027 |
2.934 |
|
| R2 |
3.000 |
3.000 |
2.928 |
|
| R1 |
2.958 |
2.958 |
2.921 |
2.945 |
| PP |
2.931 |
2.931 |
2.931 |
2.925 |
| S1 |
2.889 |
2.889 |
2.909 |
2.876 |
| S2 |
2.862 |
2.862 |
2.902 |
|
| S3 |
2.793 |
2.820 |
2.896 |
|
| S4 |
2.724 |
2.751 |
2.877 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.395 |
3.309 |
3.000 |
|
| R3 |
3.241 |
3.155 |
2.957 |
|
| R2 |
3.087 |
3.087 |
2.943 |
|
| R1 |
3.001 |
3.001 |
2.929 |
3.044 |
| PP |
2.933 |
2.933 |
2.933 |
2.955 |
| S1 |
2.847 |
2.847 |
2.901 |
2.890 |
| S2 |
2.779 |
2.779 |
2.887 |
|
| S3 |
2.625 |
2.693 |
2.873 |
|
| S4 |
2.471 |
2.539 |
2.830 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.019 |
2.865 |
0.154 |
5.3% |
0.071 |
2.4% |
32% |
False |
False |
21,840 |
| 10 |
3.019 |
2.785 |
0.234 |
8.0% |
0.067 |
2.3% |
56% |
False |
False |
19,876 |
| 20 |
3.019 |
2.785 |
0.234 |
8.0% |
0.059 |
2.0% |
56% |
False |
False |
21,647 |
| 40 |
3.044 |
2.778 |
0.266 |
9.1% |
0.055 |
1.9% |
52% |
False |
False |
20,738 |
| 60 |
3.072 |
2.778 |
0.294 |
10.1% |
0.056 |
1.9% |
47% |
False |
False |
19,597 |
| 80 |
3.208 |
2.778 |
0.430 |
14.8% |
0.060 |
2.0% |
32% |
False |
False |
19,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.267 |
|
2.618 |
3.155 |
|
1.618 |
3.086 |
|
1.000 |
3.043 |
|
0.618 |
3.017 |
|
HIGH |
2.974 |
|
0.618 |
2.948 |
|
0.500 |
2.940 |
|
0.382 |
2.931 |
|
LOW |
2.905 |
|
0.618 |
2.862 |
|
1.000 |
2.836 |
|
1.618 |
2.793 |
|
2.618 |
2.724 |
|
4.250 |
2.612 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.940 |
2.962 |
| PP |
2.931 |
2.946 |
| S1 |
2.923 |
2.931 |
|