NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.924 |
2.982 |
0.058 |
2.0% |
2.882 |
| High |
3.002 |
2.990 |
-0.012 |
-0.4% |
3.002 |
| Low |
2.882 |
2.851 |
-0.031 |
-1.1% |
2.811 |
| Close |
2.987 |
2.892 |
-0.095 |
-3.2% |
2.987 |
| Range |
0.120 |
0.139 |
0.019 |
15.8% |
0.191 |
| ATR |
0.102 |
0.105 |
0.003 |
2.6% |
0.000 |
| Volume |
82,300 |
96,596 |
14,296 |
17.4% |
503,272 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.328 |
3.249 |
2.968 |
|
| R3 |
3.189 |
3.110 |
2.930 |
|
| R2 |
3.050 |
3.050 |
2.917 |
|
| R1 |
2.971 |
2.971 |
2.905 |
2.941 |
| PP |
2.911 |
2.911 |
2.911 |
2.896 |
| S1 |
2.832 |
2.832 |
2.879 |
2.802 |
| S2 |
2.772 |
2.772 |
2.867 |
|
| S3 |
2.633 |
2.693 |
2.854 |
|
| S4 |
2.494 |
2.554 |
2.816 |
|
|
| 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 |
2.837 |
0.165 |
5.7% |
0.116 |
4.0% |
33% |
False |
False |
103,398 |
| 10 |
3.002 |
2.772 |
0.230 |
8.0% |
0.115 |
4.0% |
52% |
False |
False |
81,383 |
| 20 |
3.002 |
2.595 |
0.407 |
14.1% |
0.102 |
3.5% |
73% |
False |
False |
69,165 |
| 40 |
3.002 |
2.253 |
0.749 |
25.9% |
0.094 |
3.2% |
85% |
False |
False |
53,793 |
| 60 |
3.002 |
2.133 |
0.869 |
30.0% |
0.085 |
2.9% |
87% |
False |
False |
44,063 |
| 80 |
3.002 |
2.133 |
0.869 |
30.0% |
0.080 |
2.8% |
87% |
False |
False |
36,467 |
| 100 |
3.002 |
2.133 |
0.869 |
30.0% |
0.081 |
2.8% |
87% |
False |
False |
31,823 |
| 120 |
3.002 |
2.133 |
0.869 |
30.0% |
0.078 |
2.7% |
87% |
False |
False |
28,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.581 |
|
2.618 |
3.354 |
|
1.618 |
3.215 |
|
1.000 |
3.129 |
|
0.618 |
3.076 |
|
HIGH |
2.990 |
|
0.618 |
2.937 |
|
0.500 |
2.921 |
|
0.382 |
2.904 |
|
LOW |
2.851 |
|
0.618 |
2.765 |
|
1.000 |
2.712 |
|
1.618 |
2.626 |
|
2.618 |
2.487 |
|
4.250 |
2.260 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.921 |
2.927 |
| PP |
2.911 |
2.915 |
| S1 |
2.902 |
2.904 |
|