NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 12-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2020 |
12-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2.546 |
2.542 |
-0.004 |
-0.2% |
2.643 |
| High |
2.573 |
2.559 |
-0.014 |
-0.5% |
2.794 |
| Low |
2.528 |
2.461 |
-0.067 |
-2.7% |
2.539 |
| Close |
2.551 |
2.482 |
-0.069 |
-2.7% |
2.544 |
| Range |
0.045 |
0.098 |
0.053 |
117.8% |
0.255 |
| ATR |
0.076 |
0.077 |
0.002 |
2.1% |
0.000 |
| Volume |
14,762 |
15,387 |
625 |
4.2% |
80,062 |
|
| Daily Pivots for day following 12-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.795 |
2.736 |
2.536 |
|
| R3 |
2.697 |
2.638 |
2.509 |
|
| R2 |
2.599 |
2.599 |
2.500 |
|
| R1 |
2.540 |
2.540 |
2.491 |
2.521 |
| PP |
2.501 |
2.501 |
2.501 |
2.491 |
| S1 |
2.442 |
2.442 |
2.473 |
2.423 |
| S2 |
2.403 |
2.403 |
2.464 |
|
| S3 |
2.305 |
2.344 |
2.455 |
|
| S4 |
2.207 |
2.246 |
2.428 |
|
|
| Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.391 |
3.222 |
2.684 |
|
| R3 |
3.136 |
2.967 |
2.614 |
|
| R2 |
2.881 |
2.881 |
2.591 |
|
| R1 |
2.712 |
2.712 |
2.567 |
2.669 |
| PP |
2.626 |
2.626 |
2.626 |
2.604 |
| S1 |
2.457 |
2.457 |
2.521 |
2.414 |
| S2 |
2.371 |
2.371 |
2.497 |
|
| S3 |
2.116 |
2.202 |
2.474 |
|
| S4 |
1.861 |
1.947 |
2.404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.661 |
2.461 |
0.200 |
8.1% |
0.061 |
2.5% |
11% |
False |
True |
15,390 |
| 10 |
2.794 |
2.461 |
0.333 |
13.4% |
0.075 |
3.0% |
6% |
False |
True |
14,348 |
| 20 |
2.794 |
2.357 |
0.437 |
17.6% |
0.082 |
3.3% |
29% |
False |
False |
12,247 |
| 40 |
2.794 |
2.166 |
0.628 |
25.3% |
0.074 |
3.0% |
50% |
False |
False |
11,007 |
| 60 |
2.794 |
2.072 |
0.722 |
29.1% |
0.072 |
2.9% |
57% |
False |
False |
10,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.976 |
|
2.618 |
2.816 |
|
1.618 |
2.718 |
|
1.000 |
2.657 |
|
0.618 |
2.620 |
|
HIGH |
2.559 |
|
0.618 |
2.522 |
|
0.500 |
2.510 |
|
0.382 |
2.498 |
|
LOW |
2.461 |
|
0.618 |
2.400 |
|
1.000 |
2.363 |
|
1.618 |
2.302 |
|
2.618 |
2.204 |
|
4.250 |
2.045 |
|
|
| Fisher Pivots for day following 12-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.510 |
2.524 |
| PP |
2.501 |
2.510 |
| S1 |
2.491 |
2.496 |
|