NYMEX Natural Gas Future November 2020
Trading Metrics calculated at close of trading on 10-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
2.861 |
2.856 |
-0.005 |
-0.2% |
2.882 |
High |
2.927 |
2.874 |
-0.053 |
-1.8% |
3.002 |
Low |
2.822 |
2.787 |
-0.035 |
-1.2% |
2.811 |
Close |
2.873 |
2.798 |
-0.075 |
-2.6% |
2.987 |
Range |
0.105 |
0.087 |
-0.018 |
-17.1% |
0.191 |
ATR |
0.105 |
0.103 |
-0.001 |
-1.2% |
0.000 |
Volume |
111,177 |
88,724 |
-22,453 |
-20.2% |
503,272 |
|
Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.081 |
3.026 |
2.846 |
|
R3 |
2.994 |
2.939 |
2.822 |
|
R2 |
2.907 |
2.907 |
2.814 |
|
R1 |
2.852 |
2.852 |
2.806 |
2.836 |
PP |
2.820 |
2.820 |
2.820 |
2.812 |
S1 |
2.765 |
2.765 |
2.790 |
2.749 |
S2 |
2.733 |
2.733 |
2.782 |
|
S3 |
2.646 |
2.678 |
2.774 |
|
S4 |
2.559 |
2.591 |
2.750 |
|
|
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 |
2.787 |
0.215 |
7.7% |
0.105 |
3.8% |
5% |
False |
True |
89,089 |
10 |
3.002 |
2.772 |
0.230 |
8.2% |
0.118 |
4.2% |
11% |
False |
False |
93,190 |
20 |
3.002 |
2.656 |
0.346 |
12.4% |
0.104 |
3.7% |
41% |
False |
False |
70,942 |
40 |
3.002 |
2.253 |
0.749 |
26.8% |
0.096 |
3.4% |
73% |
False |
False |
57,750 |
60 |
3.002 |
2.133 |
0.869 |
31.1% |
0.086 |
3.1% |
77% |
False |
False |
46,957 |
80 |
3.002 |
2.133 |
0.869 |
31.1% |
0.080 |
2.9% |
77% |
False |
False |
38,558 |
100 |
3.002 |
2.133 |
0.869 |
31.1% |
0.080 |
2.9% |
77% |
False |
False |
33,586 |
120 |
3.002 |
2.133 |
0.869 |
31.1% |
0.078 |
2.8% |
77% |
False |
False |
29,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.244 |
2.618 |
3.102 |
1.618 |
3.015 |
1.000 |
2.961 |
0.618 |
2.928 |
HIGH |
2.874 |
0.618 |
2.841 |
0.500 |
2.831 |
0.382 |
2.820 |
LOW |
2.787 |
0.618 |
2.733 |
1.000 |
2.700 |
1.618 |
2.646 |
2.618 |
2.559 |
4.250 |
2.417 |
|
|
Fisher Pivots for day following 10-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
2.831 |
2.889 |
PP |
2.820 |
2.858 |
S1 |
2.809 |
2.828 |
|