NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 10-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.643 |
2.726 |
0.083 |
3.1% |
2.473 |
| High |
2.735 |
2.734 |
-0.001 |
0.0% |
2.741 |
| Low |
2.633 |
2.607 |
-0.026 |
-1.0% |
2.447 |
| Close |
2.720 |
2.640 |
-0.080 |
-2.9% |
2.720 |
| Range |
0.102 |
0.127 |
0.025 |
24.5% |
0.294 |
| ATR |
0.089 |
0.092 |
0.003 |
3.0% |
0.000 |
| Volume |
74,760 |
74,086 |
-674 |
-0.9% |
320,799 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.041 |
2.968 |
2.710 |
|
| R3 |
2.914 |
2.841 |
2.675 |
|
| R2 |
2.787 |
2.787 |
2.663 |
|
| R1 |
2.714 |
2.714 |
2.652 |
2.687 |
| PP |
2.660 |
2.660 |
2.660 |
2.647 |
| S1 |
2.587 |
2.587 |
2.628 |
2.560 |
| S2 |
2.533 |
2.533 |
2.617 |
|
| S3 |
2.406 |
2.460 |
2.605 |
|
| S4 |
2.279 |
2.333 |
2.570 |
|
|
| 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 |
2.559 |
0.182 |
6.9% |
0.105 |
4.0% |
45% |
False |
False |
59,409 |
| 10 |
2.741 |
2.371 |
0.370 |
14.0% |
0.109 |
4.1% |
73% |
False |
False |
53,525 |
| 20 |
2.741 |
2.253 |
0.488 |
18.5% |
0.086 |
3.2% |
79% |
False |
False |
38,422 |
| 40 |
2.741 |
2.133 |
0.608 |
23.0% |
0.076 |
2.9% |
83% |
False |
False |
31,512 |
| 60 |
2.741 |
2.133 |
0.608 |
23.0% |
0.072 |
2.7% |
83% |
False |
False |
25,568 |
| 80 |
2.794 |
2.133 |
0.661 |
25.0% |
0.075 |
2.8% |
77% |
False |
False |
22,487 |
| 100 |
2.794 |
2.133 |
0.661 |
25.0% |
0.073 |
2.8% |
77% |
False |
False |
19,842 |
| 120 |
2.794 |
2.072 |
0.722 |
27.3% |
0.073 |
2.8% |
79% |
False |
False |
18,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.274 |
|
2.618 |
3.066 |
|
1.618 |
2.939 |
|
1.000 |
2.861 |
|
0.618 |
2.812 |
|
HIGH |
2.734 |
|
0.618 |
2.685 |
|
0.500 |
2.671 |
|
0.382 |
2.656 |
|
LOW |
2.607 |
|
0.618 |
2.529 |
|
1.000 |
2.480 |
|
1.618 |
2.402 |
|
2.618 |
2.275 |
|
4.250 |
2.067 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.671 |
2.674 |
| PP |
2.660 |
2.663 |
| S1 |
2.650 |
2.651 |
|