NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 14-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.797 |
2.767 |
-0.030 |
-1.1% |
2.982 |
| High |
2.807 |
2.833 |
0.026 |
0.9% |
2.990 |
| Low |
2.723 |
2.716 |
-0.007 |
-0.3% |
2.723 |
| Close |
2.744 |
2.740 |
-0.004 |
-0.1% |
2.744 |
| Range |
0.084 |
0.117 |
0.033 |
39.3% |
0.267 |
| ATR |
0.102 |
0.103 |
0.001 |
1.1% |
0.000 |
| Volume |
90,300 |
105,740 |
15,440 |
17.1% |
386,797 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.114 |
3.044 |
2.804 |
|
| R3 |
2.997 |
2.927 |
2.772 |
|
| R2 |
2.880 |
2.880 |
2.761 |
|
| R1 |
2.810 |
2.810 |
2.751 |
2.787 |
| PP |
2.763 |
2.763 |
2.763 |
2.751 |
| S1 |
2.693 |
2.693 |
2.729 |
2.670 |
| S2 |
2.646 |
2.646 |
2.719 |
|
| S3 |
2.529 |
2.576 |
2.708 |
|
| S4 |
2.412 |
2.459 |
2.676 |
|
|
| 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 |
2.990 |
2.716 |
0.274 |
10.0% |
0.106 |
3.9% |
9% |
False |
True |
98,507 |
| 10 |
3.002 |
2.716 |
0.286 |
10.4% |
0.111 |
4.0% |
8% |
False |
True |
99,580 |
| 20 |
3.002 |
2.716 |
0.286 |
10.4% |
0.104 |
3.8% |
8% |
False |
True |
73,046 |
| 40 |
3.002 |
2.253 |
0.749 |
27.3% |
0.099 |
3.6% |
65% |
False |
False |
61,693 |
| 60 |
3.002 |
2.133 |
0.869 |
31.7% |
0.088 |
3.2% |
70% |
False |
False |
49,723 |
| 80 |
3.002 |
2.133 |
0.869 |
31.7% |
0.080 |
2.9% |
70% |
False |
False |
40,668 |
| 100 |
3.002 |
2.133 |
0.869 |
31.7% |
0.080 |
2.9% |
70% |
False |
False |
35,273 |
| 120 |
3.002 |
2.133 |
0.869 |
31.7% |
0.078 |
2.9% |
70% |
False |
False |
31,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.330 |
|
2.618 |
3.139 |
|
1.618 |
3.022 |
|
1.000 |
2.950 |
|
0.618 |
2.905 |
|
HIGH |
2.833 |
|
0.618 |
2.788 |
|
0.500 |
2.775 |
|
0.382 |
2.761 |
|
LOW |
2.716 |
|
0.618 |
2.644 |
|
1.000 |
2.599 |
|
1.618 |
2.527 |
|
2.618 |
2.410 |
|
4.250 |
2.219 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.775 |
2.795 |
| PP |
2.763 |
2.777 |
| S1 |
2.752 |
2.758 |
|