NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 20-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2020 |
20-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2.459 |
2.450 |
-0.009 |
-0.4% |
2.546 |
| High |
2.519 |
2.504 |
-0.015 |
-0.6% |
2.573 |
| Low |
2.435 |
2.417 |
-0.018 |
-0.7% |
2.390 |
| Close |
2.472 |
2.434 |
-0.038 |
-1.5% |
2.402 |
| Range |
0.084 |
0.087 |
0.003 |
3.6% |
0.183 |
| ATR |
0.082 |
0.082 |
0.000 |
0.4% |
0.000 |
| Volume |
11,982 |
15,231 |
3,249 |
27.1% |
82,541 |
|
| Daily Pivots for day following 20-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.713 |
2.660 |
2.482 |
|
| R3 |
2.626 |
2.573 |
2.458 |
|
| R2 |
2.539 |
2.539 |
2.450 |
|
| R1 |
2.486 |
2.486 |
2.442 |
2.469 |
| PP |
2.452 |
2.452 |
2.452 |
2.443 |
| S1 |
2.399 |
2.399 |
2.426 |
2.382 |
| S2 |
2.365 |
2.365 |
2.418 |
|
| S3 |
2.278 |
2.312 |
2.410 |
|
| S4 |
2.191 |
2.225 |
2.386 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.004 |
2.886 |
2.503 |
|
| R3 |
2.821 |
2.703 |
2.452 |
|
| R2 |
2.638 |
2.638 |
2.436 |
|
| R1 |
2.520 |
2.520 |
2.419 |
2.488 |
| PP |
2.455 |
2.455 |
2.455 |
2.439 |
| S1 |
2.337 |
2.337 |
2.385 |
2.305 |
| S2 |
2.272 |
2.272 |
2.368 |
|
| S3 |
2.089 |
2.154 |
2.352 |
|
| S4 |
1.906 |
1.971 |
2.301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.519 |
2.390 |
0.129 |
5.3% |
0.085 |
3.5% |
34% |
False |
False |
14,780 |
| 10 |
2.622 |
2.390 |
0.232 |
9.5% |
0.077 |
3.2% |
19% |
False |
False |
15,947 |
| 20 |
2.794 |
2.390 |
0.404 |
16.6% |
0.078 |
3.2% |
11% |
False |
False |
13,695 |
| 40 |
2.794 |
2.236 |
0.558 |
22.9% |
0.074 |
3.1% |
35% |
False |
False |
11,946 |
| 60 |
2.794 |
2.072 |
0.722 |
29.7% |
0.077 |
3.2% |
50% |
False |
False |
11,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.874 |
|
2.618 |
2.732 |
|
1.618 |
2.645 |
|
1.000 |
2.591 |
|
0.618 |
2.558 |
|
HIGH |
2.504 |
|
0.618 |
2.471 |
|
0.500 |
2.461 |
|
0.382 |
2.450 |
|
LOW |
2.417 |
|
0.618 |
2.363 |
|
1.000 |
2.330 |
|
1.618 |
2.276 |
|
2.618 |
2.189 |
|
4.250 |
2.047 |
|
|
| Fisher Pivots for day following 20-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.461 |
2.468 |
| PP |
2.452 |
2.457 |
| S1 |
2.443 |
2.445 |
|