NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 27-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2.408 |
2.431 |
0.023 |
1.0% |
2.455 |
| High |
2.465 |
2.461 |
-0.004 |
-0.2% |
2.519 |
| Low |
2.386 |
2.391 |
0.005 |
0.2% |
2.362 |
| Close |
2.449 |
2.410 |
-0.039 |
-1.6% |
2.408 |
| Range |
0.079 |
0.070 |
-0.009 |
-11.4% |
0.157 |
| ATR |
0.079 |
0.079 |
-0.001 |
-0.8% |
0.000 |
| Volume |
10,835 |
10,872 |
37 |
0.3% |
67,050 |
|
| Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.631 |
2.590 |
2.449 |
|
| R3 |
2.561 |
2.520 |
2.429 |
|
| R2 |
2.491 |
2.491 |
2.423 |
|
| R1 |
2.450 |
2.450 |
2.416 |
2.436 |
| PP |
2.421 |
2.421 |
2.421 |
2.413 |
| S1 |
2.380 |
2.380 |
2.404 |
2.366 |
| S2 |
2.351 |
2.351 |
2.397 |
|
| S3 |
2.281 |
2.310 |
2.391 |
|
| S4 |
2.211 |
2.240 |
2.372 |
|
|
| Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.901 |
2.811 |
2.494 |
|
| R3 |
2.744 |
2.654 |
2.451 |
|
| R2 |
2.587 |
2.587 |
2.437 |
|
| R1 |
2.497 |
2.497 |
2.422 |
2.464 |
| PP |
2.430 |
2.430 |
2.430 |
2.413 |
| S1 |
2.340 |
2.340 |
2.394 |
2.307 |
| S2 |
2.273 |
2.273 |
2.379 |
|
| S3 |
2.116 |
2.183 |
2.365 |
|
| S4 |
1.959 |
2.026 |
2.322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.504 |
2.362 |
0.142 |
5.9% |
0.071 |
2.9% |
34% |
False |
False |
11,778 |
| 10 |
2.519 |
2.362 |
0.157 |
6.5% |
0.079 |
3.3% |
31% |
False |
False |
14,114 |
| 20 |
2.794 |
2.362 |
0.432 |
17.9% |
0.077 |
3.2% |
11% |
False |
False |
14,231 |
| 40 |
2.794 |
2.255 |
0.539 |
22.4% |
0.075 |
3.1% |
29% |
False |
False |
12,341 |
| 60 |
2.794 |
2.072 |
0.722 |
30.0% |
0.077 |
3.2% |
47% |
False |
False |
11,611 |
| 80 |
2.794 |
2.072 |
0.722 |
30.0% |
0.069 |
2.8% |
47% |
False |
False |
10,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.759 |
|
2.618 |
2.644 |
|
1.618 |
2.574 |
|
1.000 |
2.531 |
|
0.618 |
2.504 |
|
HIGH |
2.461 |
|
0.618 |
2.434 |
|
0.500 |
2.426 |
|
0.382 |
2.418 |
|
LOW |
2.391 |
|
0.618 |
2.348 |
|
1.000 |
2.321 |
|
1.618 |
2.278 |
|
2.618 |
2.208 |
|
4.250 |
2.094 |
|
|
| Fisher Pivots for day following 27-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.426 |
2.414 |
| PP |
2.421 |
2.412 |
| S1 |
2.415 |
2.411 |
|