NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 04-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.929 |
2.924 |
-0.005 |
-0.2% |
2.882 |
| High |
2.971 |
3.002 |
0.031 |
1.0% |
3.002 |
| Low |
2.895 |
2.882 |
-0.013 |
-0.4% |
2.811 |
| Close |
2.927 |
2.987 |
0.060 |
2.0% |
2.987 |
| Range |
0.076 |
0.120 |
0.044 |
57.9% |
0.191 |
| ATR |
0.100 |
0.102 |
0.001 |
1.4% |
0.000 |
| Volume |
66,652 |
82,300 |
15,648 |
23.5% |
503,272 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.317 |
3.272 |
3.053 |
|
| R3 |
3.197 |
3.152 |
3.020 |
|
| R2 |
3.077 |
3.077 |
3.009 |
|
| R1 |
3.032 |
3.032 |
2.998 |
3.055 |
| PP |
2.957 |
2.957 |
2.957 |
2.968 |
| S1 |
2.912 |
2.912 |
2.976 |
2.935 |
| S2 |
2.837 |
2.837 |
2.965 |
|
| S3 |
2.717 |
2.792 |
2.954 |
|
| S4 |
2.597 |
2.672 |
2.921 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.506 |
3.438 |
3.092 |
|
| R3 |
3.315 |
3.247 |
3.040 |
|
| R2 |
3.124 |
3.124 |
3.022 |
|
| R1 |
3.056 |
3.056 |
3.005 |
3.090 |
| PP |
2.933 |
2.933 |
2.933 |
2.951 |
| S1 |
2.865 |
2.865 |
2.969 |
2.899 |
| S2 |
2.742 |
2.742 |
2.952 |
|
| S3 |
2.551 |
2.674 |
2.934 |
|
| S4 |
2.360 |
2.483 |
2.882 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.002 |
2.811 |
0.191 |
6.4% |
0.115 |
3.9% |
92% |
True |
False |
100,654 |
| 10 |
3.002 |
2.772 |
0.230 |
7.7% |
0.111 |
3.7% |
93% |
True |
False |
75,729 |
| 20 |
3.002 |
2.595 |
0.407 |
13.6% |
0.102 |
3.4% |
96% |
True |
False |
68,040 |
| 40 |
3.002 |
2.253 |
0.749 |
25.1% |
0.092 |
3.1% |
98% |
True |
False |
52,196 |
| 60 |
3.002 |
2.133 |
0.869 |
29.1% |
0.084 |
2.8% |
98% |
True |
False |
42,703 |
| 80 |
3.002 |
2.133 |
0.869 |
29.1% |
0.079 |
2.6% |
98% |
True |
False |
35,435 |
| 100 |
3.002 |
2.133 |
0.869 |
29.1% |
0.080 |
2.7% |
98% |
True |
False |
30,965 |
| 120 |
3.002 |
2.133 |
0.869 |
29.1% |
0.078 |
2.6% |
98% |
True |
False |
27,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.512 |
|
2.618 |
3.316 |
|
1.618 |
3.196 |
|
1.000 |
3.122 |
|
0.618 |
3.076 |
|
HIGH |
3.002 |
|
0.618 |
2.956 |
|
0.500 |
2.942 |
|
0.382 |
2.928 |
|
LOW |
2.882 |
|
0.618 |
2.808 |
|
1.000 |
2.762 |
|
1.618 |
2.688 |
|
2.618 |
2.568 |
|
4.250 |
2.372 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.972 |
2.965 |
| PP |
2.957 |
2.942 |
| S1 |
2.942 |
2.920 |
|