NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.832 |
2.816 |
-0.016 |
-0.6% |
2.726 |
| High |
2.837 |
2.894 |
0.057 |
2.0% |
2.831 |
| Low |
2.770 |
2.770 |
0.000 |
0.0% |
2.595 |
| Close |
2.803 |
2.870 |
0.067 |
2.4% |
2.811 |
| Range |
0.067 |
0.124 |
0.057 |
85.1% |
0.236 |
| ATR |
0.090 |
0.093 |
0.002 |
2.7% |
0.000 |
| Volume |
46,201 |
49,085 |
2,884 |
6.2% |
392,408 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.217 |
3.167 |
2.938 |
|
| R3 |
3.093 |
3.043 |
2.904 |
|
| R2 |
2.969 |
2.969 |
2.893 |
|
| R1 |
2.919 |
2.919 |
2.881 |
2.944 |
| PP |
2.845 |
2.845 |
2.845 |
2.857 |
| S1 |
2.795 |
2.795 |
2.859 |
2.820 |
| S2 |
2.721 |
2.721 |
2.847 |
|
| S3 |
2.597 |
2.671 |
2.836 |
|
| S4 |
2.473 |
2.547 |
2.802 |
|
|
| 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 |
2.894 |
2.595 |
0.299 |
10.4% |
0.096 |
3.3% |
92% |
True |
False |
68,666 |
| 10 |
2.894 |
2.595 |
0.299 |
10.4% |
0.097 |
3.4% |
92% |
True |
False |
65,108 |
| 20 |
2.894 |
2.273 |
0.621 |
21.6% |
0.097 |
3.4% |
96% |
True |
False |
53,266 |
| 40 |
2.894 |
2.133 |
0.761 |
26.5% |
0.082 |
2.9% |
97% |
True |
False |
39,669 |
| 60 |
2.894 |
2.133 |
0.761 |
26.5% |
0.074 |
2.6% |
97% |
True |
False |
31,097 |
| 80 |
2.894 |
2.133 |
0.761 |
26.5% |
0.075 |
2.6% |
97% |
True |
False |
26,862 |
| 100 |
2.894 |
2.133 |
0.761 |
26.5% |
0.074 |
2.6% |
97% |
True |
False |
23,546 |
| 120 |
2.894 |
2.072 |
0.822 |
28.6% |
0.076 |
2.6% |
97% |
True |
False |
21,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.421 |
|
2.618 |
3.219 |
|
1.618 |
3.095 |
|
1.000 |
3.018 |
|
0.618 |
2.971 |
|
HIGH |
2.894 |
|
0.618 |
2.847 |
|
0.500 |
2.832 |
|
0.382 |
2.817 |
|
LOW |
2.770 |
|
0.618 |
2.693 |
|
1.000 |
2.646 |
|
1.618 |
2.569 |
|
2.618 |
2.445 |
|
4.250 |
2.243 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.857 |
2.842 |
| PP |
2.845 |
2.815 |
| S1 |
2.832 |
2.787 |
|