NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 09-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2020 |
09-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.982 |
2.861 |
-0.121 |
-4.1% |
2.882 |
| High |
2.990 |
2.927 |
-0.063 |
-2.1% |
3.002 |
| Low |
2.851 |
2.822 |
-0.029 |
-1.0% |
2.811 |
| Close |
2.892 |
2.873 |
-0.019 |
-0.7% |
2.987 |
| Range |
0.139 |
0.105 |
-0.034 |
-24.5% |
0.191 |
| ATR |
0.105 |
0.105 |
0.000 |
0.0% |
0.000 |
| Volume |
96,596 |
111,177 |
14,581 |
15.1% |
503,272 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.189 |
3.136 |
2.931 |
|
| R3 |
3.084 |
3.031 |
2.902 |
|
| R2 |
2.979 |
2.979 |
2.892 |
|
| R1 |
2.926 |
2.926 |
2.883 |
2.953 |
| PP |
2.874 |
2.874 |
2.874 |
2.887 |
| S1 |
2.821 |
2.821 |
2.863 |
2.848 |
| S2 |
2.769 |
2.769 |
2.854 |
|
| S3 |
2.664 |
2.716 |
2.844 |
|
| S4 |
2.559 |
2.611 |
2.815 |
|
|
| 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 |
2.822 |
0.180 |
6.3% |
0.116 |
4.0% |
28% |
False |
True |
101,557 |
| 10 |
3.002 |
2.772 |
0.230 |
8.0% |
0.120 |
4.2% |
44% |
False |
False |
88,579 |
| 20 |
3.002 |
2.595 |
0.407 |
14.2% |
0.104 |
3.6% |
68% |
False |
False |
71,210 |
| 40 |
3.002 |
2.253 |
0.749 |
26.1% |
0.095 |
3.3% |
83% |
False |
False |
55,942 |
| 60 |
3.002 |
2.133 |
0.869 |
30.2% |
0.085 |
3.0% |
85% |
False |
False |
45,725 |
| 80 |
3.002 |
2.133 |
0.869 |
30.2% |
0.080 |
2.8% |
85% |
False |
False |
37,672 |
| 100 |
3.002 |
2.133 |
0.869 |
30.2% |
0.081 |
2.8% |
85% |
False |
False |
32,846 |
| 120 |
3.002 |
2.133 |
0.869 |
30.2% |
0.078 |
2.7% |
85% |
False |
False |
28,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.373 |
|
2.618 |
3.202 |
|
1.618 |
3.097 |
|
1.000 |
3.032 |
|
0.618 |
2.992 |
|
HIGH |
2.927 |
|
0.618 |
2.887 |
|
0.500 |
2.875 |
|
0.382 |
2.862 |
|
LOW |
2.822 |
|
0.618 |
2.757 |
|
1.000 |
2.717 |
|
1.618 |
2.652 |
|
2.618 |
2.547 |
|
4.250 |
2.376 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.875 |
2.912 |
| PP |
2.874 |
2.899 |
| S1 |
2.874 |
2.886 |
|