NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 15-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.767 |
2.738 |
-0.029 |
-1.0% |
2.982 |
| High |
2.833 |
2.767 |
-0.066 |
-2.3% |
2.990 |
| Low |
2.716 |
2.700 |
-0.016 |
-0.6% |
2.723 |
| Close |
2.740 |
2.741 |
0.001 |
0.0% |
2.744 |
| Range |
0.117 |
0.067 |
-0.050 |
-42.7% |
0.267 |
| ATR |
0.103 |
0.100 |
-0.003 |
-2.5% |
0.000 |
| Volume |
105,740 |
80,239 |
-25,501 |
-24.1% |
386,797 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.937 |
2.906 |
2.778 |
|
| R3 |
2.870 |
2.839 |
2.759 |
|
| R2 |
2.803 |
2.803 |
2.753 |
|
| R1 |
2.772 |
2.772 |
2.747 |
2.788 |
| PP |
2.736 |
2.736 |
2.736 |
2.744 |
| S1 |
2.705 |
2.705 |
2.735 |
2.721 |
| S2 |
2.669 |
2.669 |
2.729 |
|
| S3 |
2.602 |
2.638 |
2.723 |
|
| S4 |
2.535 |
2.571 |
2.704 |
|
|
| 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 |
2.927 |
2.700 |
0.227 |
8.3% |
0.092 |
3.4% |
18% |
False |
True |
95,236 |
| 10 |
3.002 |
2.700 |
0.302 |
11.0% |
0.104 |
3.8% |
14% |
False |
True |
99,317 |
| 20 |
3.002 |
2.700 |
0.302 |
11.0% |
0.104 |
3.8% |
14% |
False |
True |
74,748 |
| 40 |
3.002 |
2.273 |
0.729 |
26.6% |
0.098 |
3.6% |
64% |
False |
False |
63,175 |
| 60 |
3.002 |
2.133 |
0.869 |
31.7% |
0.089 |
3.2% |
70% |
False |
False |
50,770 |
| 80 |
3.002 |
2.133 |
0.869 |
31.7% |
0.081 |
2.9% |
70% |
False |
False |
41,527 |
| 100 |
3.002 |
2.133 |
0.869 |
31.7% |
0.080 |
2.9% |
70% |
False |
False |
36,013 |
| 120 |
3.002 |
2.133 |
0.869 |
31.7% |
0.079 |
2.9% |
70% |
False |
False |
31,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.052 |
|
2.618 |
2.942 |
|
1.618 |
2.875 |
|
1.000 |
2.834 |
|
0.618 |
2.808 |
|
HIGH |
2.767 |
|
0.618 |
2.741 |
|
0.500 |
2.734 |
|
0.382 |
2.726 |
|
LOW |
2.700 |
|
0.618 |
2.659 |
|
1.000 |
2.633 |
|
1.618 |
2.592 |
|
2.618 |
2.525 |
|
4.250 |
2.415 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.739 |
2.767 |
| PP |
2.736 |
2.758 |
| S1 |
2.734 |
2.750 |
|