NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 22-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.588 |
2.732 |
0.144 |
5.6% |
2.767 |
| High |
2.738 |
2.742 |
0.004 |
0.1% |
2.833 |
| Low |
2.576 |
2.561 |
-0.015 |
-0.6% |
2.496 |
| Close |
2.710 |
2.597 |
-0.113 |
-4.2% |
2.633 |
| Range |
0.162 |
0.181 |
0.019 |
11.7% |
0.337 |
| ATR |
0.113 |
0.118 |
0.005 |
4.3% |
0.000 |
| Volume |
188,354 |
137,017 |
-51,337 |
-27.3% |
567,899 |
|
| Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.176 |
3.068 |
2.697 |
|
| R3 |
2.995 |
2.887 |
2.647 |
|
| R2 |
2.814 |
2.814 |
2.630 |
|
| R1 |
2.706 |
2.706 |
2.614 |
2.670 |
| PP |
2.633 |
2.633 |
2.633 |
2.615 |
| S1 |
2.525 |
2.525 |
2.580 |
2.489 |
| S2 |
2.452 |
2.452 |
2.564 |
|
| S3 |
2.271 |
2.344 |
2.547 |
|
| S4 |
2.090 |
2.163 |
2.497 |
|
|
| 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 |
2.775 |
2.496 |
0.279 |
10.7% |
0.156 |
6.0% |
36% |
False |
False |
141,458 |
| 10 |
2.927 |
2.496 |
0.431 |
16.6% |
0.124 |
4.8% |
23% |
False |
False |
118,347 |
| 20 |
3.002 |
2.496 |
0.506 |
19.5% |
0.120 |
4.6% |
20% |
False |
False |
99,865 |
| 40 |
3.002 |
2.371 |
0.631 |
24.3% |
0.110 |
4.2% |
36% |
False |
False |
77,551 |
| 60 |
3.002 |
2.176 |
0.826 |
31.8% |
0.097 |
3.7% |
51% |
False |
False |
61,125 |
| 80 |
3.002 |
2.133 |
0.869 |
33.5% |
0.086 |
3.3% |
53% |
False |
False |
49,655 |
| 100 |
3.002 |
2.133 |
0.869 |
33.5% |
0.084 |
3.2% |
53% |
False |
False |
42,607 |
| 120 |
3.002 |
2.133 |
0.869 |
33.5% |
0.083 |
3.2% |
53% |
False |
False |
37,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.511 |
|
2.618 |
3.216 |
|
1.618 |
3.035 |
|
1.000 |
2.923 |
|
0.618 |
2.854 |
|
HIGH |
2.742 |
|
0.618 |
2.673 |
|
0.500 |
2.652 |
|
0.382 |
2.630 |
|
LOW |
2.561 |
|
0.618 |
2.449 |
|
1.000 |
2.380 |
|
1.618 |
2.268 |
|
2.618 |
2.087 |
|
4.250 |
1.792 |
|
|
| Fisher Pivots for day following 22-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.652 |
2.632 |
| PP |
2.633 |
2.620 |
| S1 |
2.615 |
2.609 |
|