NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.658 |
2.556 |
-0.102 |
-3.8% |
2.767 |
| High |
2.665 |
2.654 |
-0.011 |
-0.4% |
2.833 |
| Low |
2.496 |
2.521 |
0.025 |
1.0% |
2.496 |
| Close |
2.577 |
2.633 |
0.056 |
2.2% |
2.633 |
| Range |
0.169 |
0.133 |
-0.036 |
-21.3% |
0.337 |
| ATR |
0.108 |
0.109 |
0.002 |
1.7% |
0.000 |
| Volume |
172,500 |
120,179 |
-52,321 |
-30.3% |
567,899 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.002 |
2.950 |
2.706 |
|
| R3 |
2.869 |
2.817 |
2.670 |
|
| R2 |
2.736 |
2.736 |
2.657 |
|
| R1 |
2.684 |
2.684 |
2.645 |
2.710 |
| PP |
2.603 |
2.603 |
2.603 |
2.616 |
| S1 |
2.551 |
2.551 |
2.621 |
2.577 |
| S2 |
2.470 |
2.470 |
2.609 |
|
| S3 |
2.337 |
2.418 |
2.596 |
|
| S4 |
2.204 |
2.285 |
2.560 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.665 |
3.486 |
2.818 |
|
| R3 |
3.328 |
3.149 |
2.726 |
|
| R2 |
2.991 |
2.991 |
2.695 |
|
| R1 |
2.812 |
2.812 |
2.664 |
2.733 |
| PP |
2.654 |
2.654 |
2.654 |
2.615 |
| S1 |
2.475 |
2.475 |
2.602 |
2.396 |
| S2 |
2.317 |
2.317 |
2.571 |
|
| S3 |
1.980 |
2.138 |
2.540 |
|
| S4 |
1.643 |
1.801 |
2.448 |
|
|
| 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 |
12.8% |
0.124 |
4.7% |
41% |
False |
False |
113,579 |
| 10 |
3.002 |
2.496 |
0.506 |
19.2% |
0.116 |
4.4% |
27% |
False |
False |
103,699 |
| 20 |
3.002 |
2.496 |
0.506 |
19.2% |
0.113 |
4.3% |
27% |
False |
False |
87,670 |
| 40 |
3.002 |
2.332 |
0.670 |
25.4% |
0.105 |
4.0% |
45% |
False |
False |
70,733 |
| 60 |
3.002 |
2.133 |
0.869 |
33.0% |
0.094 |
3.6% |
58% |
False |
False |
56,366 |
| 80 |
3.002 |
2.133 |
0.869 |
33.0% |
0.083 |
3.2% |
58% |
False |
False |
45,899 |
| 100 |
3.002 |
2.133 |
0.869 |
33.0% |
0.082 |
3.1% |
58% |
False |
False |
39,566 |
| 120 |
3.002 |
2.133 |
0.869 |
33.0% |
0.081 |
3.1% |
58% |
False |
False |
34,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.219 |
|
2.618 |
3.002 |
|
1.618 |
2.869 |
|
1.000 |
2.787 |
|
0.618 |
2.736 |
|
HIGH |
2.654 |
|
0.618 |
2.603 |
|
0.500 |
2.588 |
|
0.382 |
2.572 |
|
LOW |
2.521 |
|
0.618 |
2.439 |
|
1.000 |
2.388 |
|
1.618 |
2.306 |
|
2.618 |
2.173 |
|
4.250 |
1.956 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.618 |
2.636 |
| PP |
2.603 |
2.635 |
| S1 |
2.588 |
2.634 |
|