NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 12-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.653 |
2.647 |
-0.006 |
-0.2% |
2.473 |
| High |
2.704 |
2.676 |
-0.028 |
-1.0% |
2.741 |
| Low |
2.632 |
2.595 |
-0.037 |
-1.4% |
2.447 |
| Close |
2.670 |
2.672 |
0.002 |
0.1% |
2.720 |
| Range |
0.072 |
0.081 |
0.009 |
12.5% |
0.294 |
| ATR |
0.090 |
0.090 |
-0.001 |
-0.7% |
0.000 |
| Volume |
70,276 |
94,091 |
23,815 |
33.9% |
320,799 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.891 |
2.862 |
2.717 |
|
| R3 |
2.810 |
2.781 |
2.694 |
|
| R2 |
2.729 |
2.729 |
2.687 |
|
| R1 |
2.700 |
2.700 |
2.679 |
2.715 |
| PP |
2.648 |
2.648 |
2.648 |
2.655 |
| S1 |
2.619 |
2.619 |
2.665 |
2.634 |
| S2 |
2.567 |
2.567 |
2.657 |
|
| S3 |
2.486 |
2.538 |
2.650 |
|
| S4 |
2.405 |
2.457 |
2.627 |
|
|
| 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 |
2.595 |
0.146 |
5.5% |
0.099 |
3.7% |
53% |
False |
True |
70,843 |
| 10 |
2.741 |
2.404 |
0.337 |
12.6% |
0.105 |
3.9% |
80% |
False |
False |
62,940 |
| 20 |
2.741 |
2.253 |
0.488 |
18.3% |
0.088 |
3.3% |
86% |
False |
False |
44,558 |
| 40 |
2.741 |
2.133 |
0.608 |
22.8% |
0.077 |
2.9% |
89% |
False |
False |
34,965 |
| 60 |
2.741 |
2.133 |
0.608 |
22.8% |
0.072 |
2.7% |
89% |
False |
False |
27,763 |
| 80 |
2.794 |
2.133 |
0.661 |
24.7% |
0.074 |
2.8% |
82% |
False |
False |
24,247 |
| 100 |
2.794 |
2.133 |
0.661 |
24.7% |
0.073 |
2.7% |
82% |
False |
False |
21,311 |
| 120 |
2.794 |
2.072 |
0.722 |
27.0% |
0.074 |
2.8% |
83% |
False |
False |
19,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.020 |
|
2.618 |
2.888 |
|
1.618 |
2.807 |
|
1.000 |
2.757 |
|
0.618 |
2.726 |
|
HIGH |
2.676 |
|
0.618 |
2.645 |
|
0.500 |
2.636 |
|
0.382 |
2.626 |
|
LOW |
2.595 |
|
0.618 |
2.545 |
|
1.000 |
2.514 |
|
1.618 |
2.464 |
|
2.618 |
2.383 |
|
4.250 |
2.251 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.660 |
2.670 |
| PP |
2.648 |
2.667 |
| S1 |
2.636 |
2.665 |
|