NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.868 |
2.879 |
0.011 |
0.4% |
2.726 |
| High |
2.895 |
2.879 |
-0.016 |
-0.6% |
2.831 |
| Low |
2.836 |
2.813 |
-0.023 |
-0.8% |
2.595 |
| Close |
2.868 |
2.827 |
-0.041 |
-1.4% |
2.811 |
| Range |
0.059 |
0.066 |
0.007 |
11.9% |
0.236 |
| ATR |
0.090 |
0.089 |
-0.002 |
-1.9% |
0.000 |
| Volume |
27,120 |
47,284 |
20,164 |
74.4% |
392,408 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.038 |
2.998 |
2.863 |
|
| R3 |
2.972 |
2.932 |
2.845 |
|
| R2 |
2.906 |
2.906 |
2.839 |
|
| R1 |
2.866 |
2.866 |
2.833 |
2.853 |
| PP |
2.840 |
2.840 |
2.840 |
2.833 |
| S1 |
2.800 |
2.800 |
2.821 |
2.787 |
| S2 |
2.774 |
2.774 |
2.815 |
|
| S3 |
2.708 |
2.734 |
2.809 |
|
| S4 |
2.642 |
2.668 |
2.791 |
|
|
| 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 |
2.680 |
0.215 |
7.6% |
0.093 |
3.3% |
68% |
False |
False |
49,259 |
| 10 |
2.895 |
2.595 |
0.300 |
10.6% |
0.091 |
3.2% |
77% |
False |
False |
63,685 |
| 20 |
2.895 |
2.332 |
0.563 |
19.9% |
0.096 |
3.4% |
88% |
False |
False |
53,796 |
| 40 |
2.895 |
2.133 |
0.762 |
27.0% |
0.084 |
3.0% |
91% |
False |
False |
40,714 |
| 60 |
2.895 |
2.133 |
0.762 |
27.0% |
0.073 |
2.6% |
91% |
False |
False |
31,976 |
| 80 |
2.895 |
2.133 |
0.762 |
27.0% |
0.074 |
2.6% |
91% |
False |
False |
27,540 |
| 100 |
2.895 |
2.133 |
0.762 |
27.0% |
0.074 |
2.6% |
91% |
False |
False |
24,122 |
| 120 |
2.895 |
2.072 |
0.823 |
29.1% |
0.075 |
2.7% |
92% |
False |
False |
21,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.160 |
|
2.618 |
3.052 |
|
1.618 |
2.986 |
|
1.000 |
2.945 |
|
0.618 |
2.920 |
|
HIGH |
2.879 |
|
0.618 |
2.854 |
|
0.500 |
2.846 |
|
0.382 |
2.838 |
|
LOW |
2.813 |
|
0.618 |
2.772 |
|
1.000 |
2.747 |
|
1.618 |
2.706 |
|
2.618 |
2.640 |
|
4.250 |
2.533 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.846 |
2.833 |
| PP |
2.840 |
2.831 |
| S1 |
2.833 |
2.829 |
|