NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 11-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.856 |
2.797 |
-0.059 |
-2.1% |
2.982 |
| High |
2.874 |
2.807 |
-0.067 |
-2.3% |
2.990 |
| Low |
2.787 |
2.723 |
-0.064 |
-2.3% |
2.723 |
| Close |
2.798 |
2.744 |
-0.054 |
-1.9% |
2.744 |
| Range |
0.087 |
0.084 |
-0.003 |
-3.4% |
0.267 |
| ATR |
0.103 |
0.102 |
-0.001 |
-1.3% |
0.000 |
| Volume |
88,724 |
90,300 |
1,576 |
1.8% |
386,797 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.010 |
2.961 |
2.790 |
|
| R3 |
2.926 |
2.877 |
2.767 |
|
| R2 |
2.842 |
2.842 |
2.759 |
|
| R1 |
2.793 |
2.793 |
2.752 |
2.776 |
| PP |
2.758 |
2.758 |
2.758 |
2.749 |
| S1 |
2.709 |
2.709 |
2.736 |
2.692 |
| S2 |
2.674 |
2.674 |
2.729 |
|
| S3 |
2.590 |
2.625 |
2.721 |
|
| S4 |
2.506 |
2.541 |
2.698 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.620 |
3.449 |
2.891 |
|
| R3 |
3.353 |
3.182 |
2.817 |
|
| R2 |
3.086 |
3.086 |
2.793 |
|
| R1 |
2.915 |
2.915 |
2.768 |
2.867 |
| PP |
2.819 |
2.819 |
2.819 |
2.795 |
| S1 |
2.648 |
2.648 |
2.720 |
2.600 |
| S2 |
2.552 |
2.552 |
2.695 |
|
| S3 |
2.285 |
2.381 |
2.671 |
|
| S4 |
2.018 |
2.114 |
2.597 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.002 |
2.723 |
0.279 |
10.2% |
0.107 |
3.9% |
8% |
False |
True |
93,819 |
| 10 |
3.002 |
2.723 |
0.279 |
10.2% |
0.108 |
3.9% |
8% |
False |
True |
94,560 |
| 20 |
3.002 |
2.680 |
0.322 |
11.7% |
0.106 |
3.9% |
20% |
False |
False |
71,589 |
| 40 |
3.002 |
2.253 |
0.749 |
27.3% |
0.097 |
3.5% |
66% |
False |
False |
59,456 |
| 60 |
3.002 |
2.133 |
0.869 |
31.7% |
0.087 |
3.2% |
70% |
False |
False |
48,244 |
| 80 |
3.002 |
2.133 |
0.869 |
31.7% |
0.080 |
2.9% |
70% |
False |
False |
39,537 |
| 100 |
3.002 |
2.133 |
0.869 |
31.7% |
0.080 |
2.9% |
70% |
False |
False |
34,322 |
| 120 |
3.002 |
2.133 |
0.869 |
31.7% |
0.078 |
2.8% |
70% |
False |
False |
30,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.164 |
|
2.618 |
3.027 |
|
1.618 |
2.943 |
|
1.000 |
2.891 |
|
0.618 |
2.859 |
|
HIGH |
2.807 |
|
0.618 |
2.775 |
|
0.500 |
2.765 |
|
0.382 |
2.755 |
|
LOW |
2.723 |
|
0.618 |
2.671 |
|
1.000 |
2.639 |
|
1.618 |
2.587 |
|
2.618 |
2.503 |
|
4.250 |
2.366 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.765 |
2.825 |
| PP |
2.758 |
2.798 |
| S1 |
2.751 |
2.771 |
|