NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.875 |
2.845 |
-0.030 |
-1.0% |
2.832 |
| High |
2.895 |
2.897 |
0.002 |
0.1% |
2.895 |
| Low |
2.840 |
2.785 |
-0.055 |
-1.9% |
2.751 |
| Close |
2.853 |
2.825 |
-0.028 |
-1.0% |
2.866 |
| Range |
0.055 |
0.112 |
0.057 |
103.6% |
0.144 |
| ATR |
0.089 |
0.091 |
0.002 |
1.9% |
0.000 |
| Volume |
39,210 |
42,614 |
3,404 |
8.7% |
211,097 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.172 |
3.110 |
2.887 |
|
| R3 |
3.060 |
2.998 |
2.856 |
|
| R2 |
2.948 |
2.948 |
2.846 |
|
| R1 |
2.886 |
2.886 |
2.835 |
2.861 |
| PP |
2.836 |
2.836 |
2.836 |
2.823 |
| S1 |
2.774 |
2.774 |
2.815 |
2.749 |
| S2 |
2.724 |
2.724 |
2.804 |
|
| S3 |
2.612 |
2.662 |
2.794 |
|
| S4 |
2.500 |
2.550 |
2.763 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.269 |
3.212 |
2.945 |
|
| R3 |
3.125 |
3.068 |
2.906 |
|
| R2 |
2.981 |
2.981 |
2.892 |
|
| R1 |
2.924 |
2.924 |
2.879 |
2.953 |
| PP |
2.837 |
2.837 |
2.837 |
2.852 |
| S1 |
2.780 |
2.780 |
2.853 |
2.809 |
| S2 |
2.693 |
2.693 |
2.840 |
|
| S3 |
2.549 |
2.636 |
2.826 |
|
| S4 |
2.405 |
2.492 |
2.787 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.915 |
2.751 |
0.164 |
5.8% |
0.091 |
3.2% |
45% |
False |
False |
42,115 |
| 10 |
2.915 |
2.656 |
0.259 |
9.2% |
0.091 |
3.2% |
65% |
False |
False |
48,693 |
| 20 |
2.915 |
2.404 |
0.511 |
18.1% |
0.098 |
3.5% |
82% |
False |
False |
55,817 |
| 40 |
2.915 |
2.219 |
0.696 |
24.6% |
0.086 |
3.0% |
87% |
False |
False |
42,282 |
| 60 |
2.915 |
2.133 |
0.782 |
27.7% |
0.076 |
2.7% |
88% |
False |
False |
33,927 |
| 80 |
2.915 |
2.133 |
0.782 |
27.7% |
0.075 |
2.7% |
88% |
False |
False |
29,035 |
| 100 |
2.915 |
2.133 |
0.782 |
27.7% |
0.076 |
2.7% |
88% |
False |
False |
25,310 |
| 120 |
2.915 |
2.072 |
0.843 |
29.8% |
0.077 |
2.7% |
89% |
False |
False |
22,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.373 |
|
2.618 |
3.190 |
|
1.618 |
3.078 |
|
1.000 |
3.009 |
|
0.618 |
2.966 |
|
HIGH |
2.897 |
|
0.618 |
2.854 |
|
0.500 |
2.841 |
|
0.382 |
2.828 |
|
LOW |
2.785 |
|
0.618 |
2.716 |
|
1.000 |
2.673 |
|
1.618 |
2.604 |
|
2.618 |
2.492 |
|
4.250 |
2.309 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.841 |
2.850 |
| PP |
2.836 |
2.842 |
| S1 |
2.830 |
2.833 |
|