NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.666 |
2.694 |
0.028 |
1.1% |
2.726 |
| High |
2.713 |
2.831 |
0.118 |
4.3% |
2.831 |
| Low |
2.656 |
2.680 |
0.024 |
0.9% |
2.595 |
| Close |
2.699 |
2.811 |
0.112 |
4.1% |
2.811 |
| Range |
0.057 |
0.151 |
0.094 |
164.9% |
0.236 |
| ATR |
0.087 |
0.092 |
0.005 |
5.2% |
0.000 |
| Volume |
77,350 |
76,605 |
-745 |
-1.0% |
392,408 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.227 |
3.170 |
2.894 |
|
| R3 |
3.076 |
3.019 |
2.853 |
|
| R2 |
2.925 |
2.925 |
2.839 |
|
| R1 |
2.868 |
2.868 |
2.825 |
2.897 |
| PP |
2.774 |
2.774 |
2.774 |
2.788 |
| S1 |
2.717 |
2.717 |
2.797 |
2.746 |
| S2 |
2.623 |
2.623 |
2.783 |
|
| S3 |
2.472 |
2.566 |
2.769 |
|
| S4 |
2.321 |
2.415 |
2.728 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.454 |
3.368 |
2.941 |
|
| R3 |
3.218 |
3.132 |
2.876 |
|
| R2 |
2.982 |
2.982 |
2.854 |
|
| R1 |
2.896 |
2.896 |
2.833 |
2.939 |
| PP |
2.746 |
2.746 |
2.746 |
2.767 |
| S1 |
2.660 |
2.660 |
2.789 |
2.703 |
| S2 |
2.510 |
2.510 |
2.768 |
|
| S3 |
2.274 |
2.424 |
2.746 |
|
| S4 |
2.038 |
2.188 |
2.681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.831 |
2.595 |
0.236 |
8.4% |
0.098 |
3.5% |
92% |
True |
False |
78,481 |
| 10 |
2.831 |
2.447 |
0.384 |
13.7% |
0.108 |
3.8% |
95% |
True |
False |
71,320 |
| 20 |
2.831 |
2.253 |
0.578 |
20.6% |
0.094 |
3.3% |
97% |
True |
False |
50,340 |
| 40 |
2.831 |
2.133 |
0.698 |
24.8% |
0.080 |
2.9% |
97% |
True |
False |
38,062 |
| 60 |
2.831 |
2.133 |
0.698 |
24.8% |
0.073 |
2.6% |
97% |
True |
False |
29,875 |
| 80 |
2.831 |
2.133 |
0.698 |
24.8% |
0.074 |
2.6% |
97% |
True |
False |
25,830 |
| 100 |
2.831 |
2.133 |
0.698 |
24.8% |
0.073 |
2.6% |
97% |
True |
False |
22,704 |
| 120 |
2.831 |
2.072 |
0.759 |
27.0% |
0.075 |
2.7% |
97% |
True |
False |
20,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.473 |
|
2.618 |
3.226 |
|
1.618 |
3.075 |
|
1.000 |
2.982 |
|
0.618 |
2.924 |
|
HIGH |
2.831 |
|
0.618 |
2.773 |
|
0.500 |
2.756 |
|
0.382 |
2.738 |
|
LOW |
2.680 |
|
0.618 |
2.587 |
|
1.000 |
2.529 |
|
1.618 |
2.436 |
|
2.618 |
2.285 |
|
4.250 |
2.038 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.793 |
2.778 |
| PP |
2.774 |
2.746 |
| S1 |
2.756 |
2.713 |
|