NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.816 |
2.868 |
0.052 |
1.8% |
2.726 |
| High |
2.894 |
2.895 |
0.001 |
0.0% |
2.831 |
| Low |
2.770 |
2.836 |
0.066 |
2.4% |
2.595 |
| Close |
2.870 |
2.868 |
-0.002 |
-0.1% |
2.811 |
| Range |
0.124 |
0.059 |
-0.065 |
-52.4% |
0.236 |
| ATR |
0.093 |
0.090 |
-0.002 |
-2.6% |
0.000 |
| Volume |
49,085 |
27,120 |
-21,965 |
-44.7% |
392,408 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.043 |
3.015 |
2.900 |
|
| R3 |
2.984 |
2.956 |
2.884 |
|
| R2 |
2.925 |
2.925 |
2.879 |
|
| R1 |
2.897 |
2.897 |
2.873 |
2.898 |
| PP |
2.866 |
2.866 |
2.866 |
2.867 |
| S1 |
2.838 |
2.838 |
2.863 |
2.839 |
| S2 |
2.807 |
2.807 |
2.857 |
|
| S3 |
2.748 |
2.779 |
2.852 |
|
| S4 |
2.689 |
2.720 |
2.836 |
|
|
| 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 |
2.895 |
2.656 |
0.239 |
8.3% |
0.092 |
3.2% |
89% |
True |
False |
55,272 |
| 10 |
2.895 |
2.595 |
0.300 |
10.5% |
0.095 |
3.3% |
91% |
True |
False |
63,057 |
| 20 |
2.895 |
2.283 |
0.612 |
21.3% |
0.098 |
3.4% |
96% |
True |
False |
53,229 |
| 40 |
2.895 |
2.133 |
0.762 |
26.6% |
0.083 |
2.9% |
96% |
True |
False |
39,963 |
| 60 |
2.895 |
2.133 |
0.762 |
26.6% |
0.074 |
2.6% |
96% |
True |
False |
31,369 |
| 80 |
2.895 |
2.133 |
0.762 |
26.6% |
0.074 |
2.6% |
96% |
True |
False |
27,062 |
| 100 |
2.895 |
2.133 |
0.762 |
26.6% |
0.074 |
2.6% |
96% |
True |
False |
23,712 |
| 120 |
2.895 |
2.072 |
0.823 |
28.7% |
0.075 |
2.6% |
97% |
True |
False |
21,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.146 |
|
2.618 |
3.049 |
|
1.618 |
2.990 |
|
1.000 |
2.954 |
|
0.618 |
2.931 |
|
HIGH |
2.895 |
|
0.618 |
2.872 |
|
0.500 |
2.866 |
|
0.382 |
2.859 |
|
LOW |
2.836 |
|
0.618 |
2.800 |
|
1.000 |
2.777 |
|
1.618 |
2.741 |
|
2.618 |
2.682 |
|
4.250 |
2.585 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.867 |
2.856 |
| PP |
2.866 |
2.844 |
| S1 |
2.866 |
2.833 |
|