NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.694 |
2.832 |
0.138 |
5.1% |
2.726 |
| High |
2.831 |
2.837 |
0.006 |
0.2% |
2.831 |
| Low |
2.680 |
2.770 |
0.090 |
3.4% |
2.595 |
| Close |
2.811 |
2.803 |
-0.008 |
-0.3% |
2.811 |
| Range |
0.151 |
0.067 |
-0.084 |
-55.6% |
0.236 |
| ATR |
0.092 |
0.090 |
-0.002 |
-1.9% |
0.000 |
| Volume |
76,605 |
46,201 |
-30,404 |
-39.7% |
392,408 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.004 |
2.971 |
2.840 |
|
| R3 |
2.937 |
2.904 |
2.821 |
|
| R2 |
2.870 |
2.870 |
2.815 |
|
| R1 |
2.837 |
2.837 |
2.809 |
2.820 |
| PP |
2.803 |
2.803 |
2.803 |
2.795 |
| S1 |
2.770 |
2.770 |
2.797 |
2.753 |
| S2 |
2.736 |
2.736 |
2.791 |
|
| S3 |
2.669 |
2.703 |
2.785 |
|
| S4 |
2.602 |
2.636 |
2.766 |
|
|
| 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 |
2.837 |
2.595 |
0.242 |
8.6% |
0.086 |
3.1% |
86% |
True |
False |
72,904 |
| 10 |
2.837 |
2.559 |
0.278 |
9.9% |
0.095 |
3.4% |
88% |
True |
False |
66,156 |
| 20 |
2.837 |
2.273 |
0.564 |
20.1% |
0.093 |
3.3% |
94% |
True |
False |
51,601 |
| 40 |
2.837 |
2.133 |
0.704 |
25.1% |
0.081 |
2.9% |
95% |
True |
False |
38,780 |
| 60 |
2.837 |
2.133 |
0.704 |
25.1% |
0.073 |
2.6% |
95% |
True |
False |
30,454 |
| 80 |
2.837 |
2.133 |
0.704 |
25.1% |
0.074 |
2.6% |
95% |
True |
False |
26,329 |
| 100 |
2.837 |
2.133 |
0.704 |
25.1% |
0.073 |
2.6% |
95% |
True |
False |
23,107 |
| 120 |
2.837 |
2.072 |
0.765 |
27.3% |
0.075 |
2.7% |
96% |
True |
False |
20,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.122 |
|
2.618 |
3.012 |
|
1.618 |
2.945 |
|
1.000 |
2.904 |
|
0.618 |
2.878 |
|
HIGH |
2.837 |
|
0.618 |
2.811 |
|
0.500 |
2.804 |
|
0.382 |
2.796 |
|
LOW |
2.770 |
|
0.618 |
2.729 |
|
1.000 |
2.703 |
|
1.618 |
2.662 |
|
2.618 |
2.595 |
|
4.250 |
2.485 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.804 |
2.784 |
| PP |
2.803 |
2.765 |
| S1 |
2.803 |
2.747 |
|