NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 23-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.732 |
2.580 |
-0.152 |
-5.6% |
2.767 |
| High |
2.742 |
2.841 |
0.099 |
3.6% |
2.833 |
| Low |
2.561 |
2.518 |
-0.043 |
-1.7% |
2.496 |
| Close |
2.597 |
2.794 |
0.197 |
7.6% |
2.633 |
| Range |
0.181 |
0.323 |
0.142 |
78.5% |
0.337 |
| ATR |
0.118 |
0.133 |
0.015 |
12.4% |
0.000 |
| Volume |
137,017 |
202,728 |
65,711 |
48.0% |
567,899 |
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.687 |
3.563 |
2.972 |
|
| R3 |
3.364 |
3.240 |
2.883 |
|
| R2 |
3.041 |
3.041 |
2.853 |
|
| R1 |
2.917 |
2.917 |
2.824 |
2.979 |
| PP |
2.718 |
2.718 |
2.718 |
2.749 |
| S1 |
2.594 |
2.594 |
2.764 |
2.656 |
| S2 |
2.395 |
2.395 |
2.735 |
|
| S3 |
2.072 |
2.271 |
2.705 |
|
| S4 |
1.749 |
1.948 |
2.616 |
|
|
| 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 |
2.841 |
2.496 |
0.345 |
12.3% |
0.194 |
6.9% |
86% |
True |
False |
164,155 |
| 10 |
2.874 |
2.496 |
0.378 |
13.5% |
0.146 |
5.2% |
79% |
False |
False |
127,502 |
| 20 |
3.002 |
2.496 |
0.506 |
18.1% |
0.133 |
4.8% |
59% |
False |
False |
108,041 |
| 40 |
3.002 |
2.404 |
0.598 |
21.4% |
0.115 |
4.1% |
65% |
False |
False |
81,840 |
| 60 |
3.002 |
2.219 |
0.783 |
28.0% |
0.101 |
3.6% |
73% |
False |
False |
64,044 |
| 80 |
3.002 |
2.133 |
0.869 |
31.1% |
0.090 |
3.2% |
76% |
False |
False |
52,048 |
| 100 |
3.002 |
2.133 |
0.869 |
31.1% |
0.086 |
3.1% |
76% |
False |
False |
44,514 |
| 120 |
3.002 |
2.133 |
0.869 |
31.1% |
0.085 |
3.0% |
76% |
False |
False |
38,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.214 |
|
2.618 |
3.687 |
|
1.618 |
3.364 |
|
1.000 |
3.164 |
|
0.618 |
3.041 |
|
HIGH |
2.841 |
|
0.618 |
2.718 |
|
0.500 |
2.680 |
|
0.382 |
2.641 |
|
LOW |
2.518 |
|
0.618 |
2.318 |
|
1.000 |
2.195 |
|
1.618 |
1.995 |
|
2.618 |
1.672 |
|
4.250 |
1.145 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.756 |
2.756 |
| PP |
2.718 |
2.718 |
| S1 |
2.680 |
2.680 |
|