NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 03-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.472 |
2.473 |
0.001 |
0.0% |
2.405 |
| High |
2.497 |
2.640 |
0.143 |
5.7% |
2.544 |
| Low |
2.404 |
2.447 |
0.043 |
1.8% |
2.360 |
| Close |
2.418 |
2.612 |
0.194 |
8.0% |
2.418 |
| Range |
0.093 |
0.193 |
0.100 |
107.5% |
0.184 |
| ATR |
0.075 |
0.086 |
0.010 |
14.0% |
0.000 |
| Volume |
35,859 |
97,840 |
61,981 |
172.8% |
166,518 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.145 |
3.072 |
2.718 |
|
| R3 |
2.952 |
2.879 |
2.665 |
|
| R2 |
2.759 |
2.759 |
2.647 |
|
| R1 |
2.686 |
2.686 |
2.630 |
2.723 |
| PP |
2.566 |
2.566 |
2.566 |
2.585 |
| S1 |
2.493 |
2.493 |
2.594 |
2.530 |
| S2 |
2.373 |
2.373 |
2.577 |
|
| S3 |
2.180 |
2.300 |
2.559 |
|
| S4 |
1.987 |
2.107 |
2.506 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.993 |
2.889 |
2.519 |
|
| R3 |
2.809 |
2.705 |
2.469 |
|
| R2 |
2.625 |
2.625 |
2.452 |
|
| R1 |
2.521 |
2.521 |
2.435 |
2.573 |
| PP |
2.441 |
2.441 |
2.441 |
2.467 |
| S1 |
2.337 |
2.337 |
2.401 |
2.389 |
| S2 |
2.257 |
2.257 |
2.384 |
|
| S3 |
2.073 |
2.153 |
2.367 |
|
| S4 |
1.889 |
1.969 |
2.317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.640 |
2.371 |
0.269 |
10.3% |
0.114 |
4.3% |
90% |
True |
False |
47,642 |
| 10 |
2.640 |
2.273 |
0.367 |
14.1% |
0.090 |
3.5% |
92% |
True |
False |
37,046 |
| 20 |
2.640 |
2.253 |
0.387 |
14.8% |
0.082 |
3.1% |
93% |
True |
False |
32,896 |
| 40 |
2.640 |
2.133 |
0.507 |
19.4% |
0.071 |
2.7% |
94% |
True |
False |
26,036 |
| 60 |
2.640 |
2.133 |
0.507 |
19.4% |
0.070 |
2.7% |
94% |
True |
False |
21,997 |
| 80 |
2.794 |
2.133 |
0.661 |
25.3% |
0.072 |
2.8% |
72% |
False |
False |
19,332 |
| 100 |
2.794 |
2.133 |
0.661 |
25.3% |
0.072 |
2.8% |
72% |
False |
False |
17,489 |
| 120 |
2.794 |
2.072 |
0.722 |
27.6% |
0.070 |
2.7% |
75% |
False |
False |
15,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.460 |
|
2.618 |
3.145 |
|
1.618 |
2.952 |
|
1.000 |
2.833 |
|
0.618 |
2.759 |
|
HIGH |
2.640 |
|
0.618 |
2.566 |
|
0.500 |
2.544 |
|
0.382 |
2.521 |
|
LOW |
2.447 |
|
0.618 |
2.328 |
|
1.000 |
2.254 |
|
1.618 |
2.135 |
|
2.618 |
1.942 |
|
4.250 |
1.627 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.589 |
2.582 |
| PP |
2.566 |
2.552 |
| S1 |
2.544 |
2.522 |
|