NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 07-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.693 |
2.643 |
-0.050 |
-1.9% |
2.473 |
| High |
2.741 |
2.735 |
-0.006 |
-0.2% |
2.741 |
| Low |
2.629 |
2.633 |
0.004 |
0.2% |
2.447 |
| Close |
2.654 |
2.720 |
0.066 |
2.5% |
2.720 |
| Range |
0.112 |
0.102 |
-0.010 |
-8.9% |
0.294 |
| ATR |
0.088 |
0.089 |
0.001 |
1.1% |
0.000 |
| Volume |
41,004 |
74,760 |
33,756 |
82.3% |
320,799 |
|
| Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.002 |
2.963 |
2.776 |
|
| R3 |
2.900 |
2.861 |
2.748 |
|
| R2 |
2.798 |
2.798 |
2.739 |
|
| R1 |
2.759 |
2.759 |
2.729 |
2.779 |
| PP |
2.696 |
2.696 |
2.696 |
2.706 |
| S1 |
2.657 |
2.657 |
2.711 |
2.677 |
| S2 |
2.594 |
2.594 |
2.701 |
|
| S3 |
2.492 |
2.555 |
2.692 |
|
| S4 |
2.390 |
2.453 |
2.664 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.518 |
3.413 |
2.882 |
|
| R3 |
3.224 |
3.119 |
2.801 |
|
| R2 |
2.930 |
2.930 |
2.774 |
|
| R1 |
2.825 |
2.825 |
2.747 |
2.878 |
| PP |
2.636 |
2.636 |
2.636 |
2.662 |
| S1 |
2.531 |
2.531 |
2.693 |
2.584 |
| S2 |
2.342 |
2.342 |
2.666 |
|
| S3 |
2.048 |
2.237 |
2.639 |
|
| S4 |
1.754 |
1.943 |
2.558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.741 |
2.447 |
0.294 |
10.8% |
0.118 |
4.4% |
93% |
False |
False |
64,159 |
| 10 |
2.741 |
2.360 |
0.381 |
14.0% |
0.103 |
3.8% |
94% |
False |
False |
48,731 |
| 20 |
2.741 |
2.253 |
0.488 |
17.9% |
0.082 |
3.0% |
96% |
False |
False |
36,352 |
| 40 |
2.741 |
2.133 |
0.608 |
22.4% |
0.075 |
2.7% |
97% |
False |
False |
30,034 |
| 60 |
2.741 |
2.133 |
0.608 |
22.4% |
0.072 |
2.6% |
97% |
False |
False |
24,567 |
| 80 |
2.794 |
2.133 |
0.661 |
24.3% |
0.075 |
2.7% |
89% |
False |
False |
21,696 |
| 100 |
2.794 |
2.133 |
0.661 |
24.3% |
0.073 |
2.7% |
89% |
False |
False |
19,296 |
| 120 |
2.794 |
2.072 |
0.722 |
26.5% |
0.072 |
2.7% |
90% |
False |
False |
17,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.169 |
|
2.618 |
3.002 |
|
1.618 |
2.900 |
|
1.000 |
2.837 |
|
0.618 |
2.798 |
|
HIGH |
2.735 |
|
0.618 |
2.696 |
|
0.500 |
2.684 |
|
0.382 |
2.672 |
|
LOW |
2.633 |
|
0.618 |
2.570 |
|
1.000 |
2.531 |
|
1.618 |
2.468 |
|
2.618 |
2.366 |
|
4.250 |
2.200 |
|
|
| Fisher Pivots for day following 07-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.708 |
2.708 |
| PP |
2.696 |
2.697 |
| S1 |
2.684 |
2.685 |
|