NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 17-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.732 |
2.658 |
-0.074 |
-2.7% |
2.982 |
| High |
2.775 |
2.665 |
-0.110 |
-4.0% |
2.990 |
| Low |
2.640 |
2.496 |
-0.144 |
-5.5% |
2.723 |
| Close |
2.664 |
2.577 |
-0.087 |
-3.3% |
2.744 |
| Range |
0.135 |
0.169 |
0.034 |
25.2% |
0.267 |
| ATR |
0.103 |
0.108 |
0.005 |
4.6% |
0.000 |
| Volume |
89,241 |
172,500 |
83,259 |
93.3% |
386,797 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.086 |
3.001 |
2.670 |
|
| R3 |
2.917 |
2.832 |
2.623 |
|
| R2 |
2.748 |
2.748 |
2.608 |
|
| R1 |
2.663 |
2.663 |
2.592 |
2.621 |
| PP |
2.579 |
2.579 |
2.579 |
2.559 |
| S1 |
2.494 |
2.494 |
2.562 |
2.452 |
| S2 |
2.410 |
2.410 |
2.546 |
|
| S3 |
2.241 |
2.325 |
2.531 |
|
| S4 |
2.072 |
2.156 |
2.484 |
|
|
| 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 |
2.833 |
2.496 |
0.337 |
13.1% |
0.114 |
4.4% |
24% |
False |
True |
107,604 |
| 10 |
3.002 |
2.496 |
0.506 |
19.6% |
0.110 |
4.3% |
16% |
False |
True |
98,346 |
| 20 |
3.002 |
2.496 |
0.506 |
19.6% |
0.110 |
4.3% |
16% |
False |
True |
84,025 |
| 40 |
3.002 |
2.283 |
0.719 |
27.9% |
0.104 |
4.0% |
41% |
False |
False |
68,627 |
| 60 |
3.002 |
2.133 |
0.869 |
33.7% |
0.092 |
3.6% |
51% |
False |
False |
54,650 |
| 80 |
3.002 |
2.133 |
0.869 |
33.7% |
0.083 |
3.2% |
51% |
False |
False |
44,533 |
| 100 |
3.002 |
2.133 |
0.869 |
33.7% |
0.081 |
3.2% |
51% |
False |
False |
38,454 |
| 120 |
3.002 |
2.133 |
0.869 |
33.7% |
0.080 |
3.1% |
51% |
False |
False |
33,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.383 |
|
2.618 |
3.107 |
|
1.618 |
2.938 |
|
1.000 |
2.834 |
|
0.618 |
2.769 |
|
HIGH |
2.665 |
|
0.618 |
2.600 |
|
0.500 |
2.581 |
|
0.382 |
2.561 |
|
LOW |
2.496 |
|
0.618 |
2.392 |
|
1.000 |
2.327 |
|
1.618 |
2.223 |
|
2.618 |
2.054 |
|
4.250 |
1.778 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.581 |
2.636 |
| PP |
2.579 |
2.616 |
| S1 |
2.578 |
2.597 |
|