NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 05-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.614 |
2.651 |
0.037 |
1.4% |
2.405 |
| High |
2.670 |
2.709 |
0.039 |
1.5% |
2.544 |
| Low |
2.559 |
2.635 |
0.076 |
3.0% |
2.360 |
| Close |
2.669 |
2.675 |
0.006 |
0.2% |
2.418 |
| Range |
0.111 |
0.074 |
-0.037 |
-33.3% |
0.184 |
| ATR |
0.087 |
0.086 |
-0.001 |
-1.1% |
0.000 |
| Volume |
59,569 |
47,626 |
-11,943 |
-20.0% |
166,518 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.895 |
2.859 |
2.716 |
|
| R3 |
2.821 |
2.785 |
2.695 |
|
| R2 |
2.747 |
2.747 |
2.689 |
|
| R1 |
2.711 |
2.711 |
2.682 |
2.729 |
| PP |
2.673 |
2.673 |
2.673 |
2.682 |
| S1 |
2.637 |
2.637 |
2.668 |
2.655 |
| S2 |
2.599 |
2.599 |
2.661 |
|
| S3 |
2.525 |
2.563 |
2.655 |
|
| S4 |
2.451 |
2.489 |
2.634 |
|
|
| 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 |
2.709 |
2.404 |
0.305 |
11.4% |
0.111 |
4.1% |
89% |
True |
False |
55,037 |
| 10 |
2.709 |
2.283 |
0.426 |
15.9% |
0.101 |
3.8% |
92% |
True |
False |
43,401 |
| 20 |
2.709 |
2.253 |
0.456 |
17.0% |
0.085 |
3.2% |
93% |
True |
False |
34,917 |
| 40 |
2.709 |
2.133 |
0.576 |
21.5% |
0.073 |
2.7% |
94% |
True |
False |
28,110 |
| 60 |
2.709 |
2.133 |
0.576 |
21.5% |
0.071 |
2.7% |
94% |
True |
False |
23,287 |
| 80 |
2.794 |
2.133 |
0.661 |
24.7% |
0.073 |
2.7% |
82% |
False |
False |
20,433 |
| 100 |
2.794 |
2.133 |
0.661 |
24.7% |
0.072 |
2.7% |
82% |
False |
False |
18,304 |
| 120 |
2.794 |
2.072 |
0.722 |
27.0% |
0.071 |
2.7% |
84% |
False |
False |
16,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.024 |
|
2.618 |
2.903 |
|
1.618 |
2.829 |
|
1.000 |
2.783 |
|
0.618 |
2.755 |
|
HIGH |
2.709 |
|
0.618 |
2.681 |
|
0.500 |
2.672 |
|
0.382 |
2.663 |
|
LOW |
2.635 |
|
0.618 |
2.589 |
|
1.000 |
2.561 |
|
1.618 |
2.515 |
|
2.618 |
2.441 |
|
4.250 |
2.321 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.674 |
2.643 |
| PP |
2.673 |
2.610 |
| S1 |
2.672 |
2.578 |
|