NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.899 |
2.929 |
0.030 |
1.0% |
2.878 |
| High |
2.975 |
2.971 |
-0.004 |
-0.1% |
2.973 |
| Low |
2.837 |
2.895 |
0.058 |
2.0% |
2.772 |
| Close |
2.931 |
2.927 |
-0.004 |
-0.1% |
2.916 |
| Range |
0.138 |
0.076 |
-0.062 |
-44.9% |
0.201 |
| ATR |
0.102 |
0.100 |
-0.002 |
-1.8% |
0.000 |
| Volume |
151,062 |
66,652 |
-84,410 |
-55.9% |
254,027 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.159 |
3.119 |
2.969 |
|
| R3 |
3.083 |
3.043 |
2.948 |
|
| R2 |
3.007 |
3.007 |
2.941 |
|
| R1 |
2.967 |
2.967 |
2.934 |
2.949 |
| PP |
2.931 |
2.931 |
2.931 |
2.922 |
| S1 |
2.891 |
2.891 |
2.920 |
2.873 |
| S2 |
2.855 |
2.855 |
2.913 |
|
| S3 |
2.779 |
2.815 |
2.906 |
|
| S4 |
2.703 |
2.739 |
2.885 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.490 |
3.404 |
3.027 |
|
| R3 |
3.289 |
3.203 |
2.971 |
|
| R2 |
3.088 |
3.088 |
2.953 |
|
| R1 |
3.002 |
3.002 |
2.934 |
3.045 |
| PP |
2.887 |
2.887 |
2.887 |
2.909 |
| S1 |
2.801 |
2.801 |
2.898 |
2.844 |
| S2 |
2.686 |
2.686 |
2.879 |
|
| S3 |
2.485 |
2.600 |
2.861 |
|
| S4 |
2.284 |
2.399 |
2.805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.975 |
2.811 |
0.164 |
5.6% |
0.109 |
3.7% |
71% |
False |
False |
95,301 |
| 10 |
2.975 |
2.751 |
0.224 |
7.7% |
0.111 |
3.8% |
79% |
False |
False |
71,640 |
| 20 |
2.975 |
2.595 |
0.380 |
13.0% |
0.101 |
3.4% |
87% |
False |
False |
67,663 |
| 40 |
2.975 |
2.253 |
0.722 |
24.7% |
0.090 |
3.1% |
93% |
False |
False |
51,017 |
| 60 |
2.975 |
2.133 |
0.842 |
28.8% |
0.083 |
2.8% |
94% |
False |
False |
41,726 |
| 80 |
2.975 |
2.133 |
0.842 |
28.8% |
0.079 |
2.7% |
94% |
False |
False |
34,701 |
| 100 |
2.975 |
2.133 |
0.842 |
28.8% |
0.080 |
2.7% |
94% |
False |
False |
30,210 |
| 120 |
2.975 |
2.133 |
0.842 |
28.8% |
0.077 |
2.6% |
94% |
False |
False |
26,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.294 |
|
2.618 |
3.170 |
|
1.618 |
3.094 |
|
1.000 |
3.047 |
|
0.618 |
3.018 |
|
HIGH |
2.971 |
|
0.618 |
2.942 |
|
0.500 |
2.933 |
|
0.382 |
2.924 |
|
LOW |
2.895 |
|
0.618 |
2.848 |
|
1.000 |
2.819 |
|
1.618 |
2.772 |
|
2.618 |
2.696 |
|
4.250 |
2.572 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.933 |
2.920 |
| PP |
2.931 |
2.913 |
| S1 |
2.929 |
2.906 |
|