NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.726 |
2.653 |
-0.073 |
-2.7% |
2.473 |
| High |
2.734 |
2.704 |
-0.030 |
-1.1% |
2.741 |
| Low |
2.607 |
2.632 |
0.025 |
1.0% |
2.447 |
| Close |
2.640 |
2.670 |
0.030 |
1.1% |
2.720 |
| Range |
0.127 |
0.072 |
-0.055 |
-43.3% |
0.294 |
| ATR |
0.092 |
0.090 |
-0.001 |
-1.5% |
0.000 |
| Volume |
74,086 |
70,276 |
-3,810 |
-5.1% |
320,799 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.885 |
2.849 |
2.710 |
|
| R3 |
2.813 |
2.777 |
2.690 |
|
| R2 |
2.741 |
2.741 |
2.683 |
|
| R1 |
2.705 |
2.705 |
2.677 |
2.723 |
| PP |
2.669 |
2.669 |
2.669 |
2.678 |
| S1 |
2.633 |
2.633 |
2.663 |
2.651 |
| S2 |
2.597 |
2.597 |
2.657 |
|
| S3 |
2.525 |
2.561 |
2.650 |
|
| S4 |
2.453 |
2.489 |
2.630 |
|
|
| 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 |
2.607 |
0.134 |
5.0% |
0.097 |
3.6% |
47% |
False |
False |
61,550 |
| 10 |
2.741 |
2.404 |
0.337 |
12.6% |
0.108 |
4.0% |
79% |
False |
False |
57,440 |
| 20 |
2.741 |
2.253 |
0.488 |
18.3% |
0.087 |
3.3% |
85% |
False |
False |
40,675 |
| 40 |
2.741 |
2.133 |
0.608 |
22.8% |
0.076 |
2.9% |
88% |
False |
False |
32,982 |
| 60 |
2.741 |
2.133 |
0.608 |
22.8% |
0.072 |
2.7% |
88% |
False |
False |
26,493 |
| 80 |
2.794 |
2.133 |
0.661 |
24.8% |
0.075 |
2.8% |
81% |
False |
False |
23,255 |
| 100 |
2.794 |
2.133 |
0.661 |
24.8% |
0.073 |
2.7% |
81% |
False |
False |
20,458 |
| 120 |
2.794 |
2.072 |
0.722 |
27.0% |
0.073 |
2.7% |
83% |
False |
False |
18,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.010 |
|
2.618 |
2.892 |
|
1.618 |
2.820 |
|
1.000 |
2.776 |
|
0.618 |
2.748 |
|
HIGH |
2.704 |
|
0.618 |
2.676 |
|
0.500 |
2.668 |
|
0.382 |
2.660 |
|
LOW |
2.632 |
|
0.618 |
2.588 |
|
1.000 |
2.560 |
|
1.618 |
2.516 |
|
2.618 |
2.444 |
|
4.250 |
2.326 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.669 |
2.671 |
| PP |
2.669 |
2.671 |
| S1 |
2.668 |
2.670 |
|