NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
2.856 |
2.845 |
-0.011 |
-0.4% |
2.833 |
| High |
2.885 |
2.912 |
0.027 |
0.9% |
2.865 |
| Low |
2.835 |
2.845 |
0.010 |
0.4% |
2.756 |
| Close |
2.858 |
2.911 |
0.053 |
1.9% |
2.865 |
| Range |
0.050 |
0.067 |
0.017 |
34.0% |
0.109 |
| ATR |
0.052 |
0.053 |
0.001 |
2.0% |
0.000 |
| Volume |
4,242 |
6,930 |
2,688 |
63.4% |
20,841 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.090 |
3.068 |
2.948 |
|
| R3 |
3.023 |
3.001 |
2.929 |
|
| R2 |
2.956 |
2.956 |
2.923 |
|
| R1 |
2.934 |
2.934 |
2.917 |
2.945 |
| PP |
2.889 |
2.889 |
2.889 |
2.895 |
| S1 |
2.867 |
2.867 |
2.905 |
2.878 |
| S2 |
2.822 |
2.822 |
2.899 |
|
| S3 |
2.755 |
2.800 |
2.893 |
|
| S4 |
2.688 |
2.733 |
2.874 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.156 |
3.119 |
2.925 |
|
| R3 |
3.047 |
3.010 |
2.895 |
|
| R2 |
2.938 |
2.938 |
2.885 |
|
| R1 |
2.901 |
2.901 |
2.875 |
2.920 |
| PP |
2.829 |
2.829 |
2.829 |
2.838 |
| S1 |
2.792 |
2.792 |
2.855 |
2.811 |
| S2 |
2.720 |
2.720 |
2.845 |
|
| S3 |
2.611 |
2.683 |
2.835 |
|
| S4 |
2.502 |
2.574 |
2.805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.912 |
2.768 |
0.144 |
4.9% |
0.058 |
2.0% |
99% |
True |
False |
4,656 |
| 10 |
2.912 |
2.756 |
0.156 |
5.4% |
0.052 |
1.8% |
99% |
True |
False |
4,180 |
| 20 |
2.912 |
2.756 |
0.156 |
5.4% |
0.053 |
1.8% |
99% |
True |
False |
5,677 |
| 40 |
3.009 |
2.750 |
0.259 |
8.9% |
0.050 |
1.7% |
62% |
False |
False |
5,545 |
| 60 |
3.157 |
2.750 |
0.407 |
14.0% |
0.053 |
1.8% |
40% |
False |
False |
5,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.197 |
|
2.618 |
3.087 |
|
1.618 |
3.020 |
|
1.000 |
2.979 |
|
0.618 |
2.953 |
|
HIGH |
2.912 |
|
0.618 |
2.886 |
|
0.500 |
2.879 |
|
0.382 |
2.871 |
|
LOW |
2.845 |
|
0.618 |
2.804 |
|
1.000 |
2.778 |
|
1.618 |
2.737 |
|
2.618 |
2.670 |
|
4.250 |
2.560 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.900 |
2.893 |
| PP |
2.889 |
2.876 |
| S1 |
2.879 |
2.858 |
|