NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 24-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.580 |
2.821 |
0.241 |
9.3% |
2.767 |
| High |
2.841 |
2.928 |
0.087 |
3.1% |
2.833 |
| Low |
2.518 |
2.775 |
0.257 |
10.2% |
2.496 |
| Close |
2.794 |
2.899 |
0.105 |
3.8% |
2.633 |
| Range |
0.323 |
0.153 |
-0.170 |
-52.6% |
0.337 |
| ATR |
0.133 |
0.134 |
0.001 |
1.1% |
0.000 |
| Volume |
202,728 |
136,930 |
-65,798 |
-32.5% |
567,899 |
|
| Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.326 |
3.266 |
2.983 |
|
| R3 |
3.173 |
3.113 |
2.941 |
|
| R2 |
3.020 |
3.020 |
2.927 |
|
| R1 |
2.960 |
2.960 |
2.913 |
2.990 |
| PP |
2.867 |
2.867 |
2.867 |
2.883 |
| S1 |
2.807 |
2.807 |
2.885 |
2.837 |
| S2 |
2.714 |
2.714 |
2.871 |
|
| S3 |
2.561 |
2.654 |
2.857 |
|
| S4 |
2.408 |
2.501 |
2.815 |
|
|
| 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 |
2.928 |
2.518 |
0.410 |
14.1% |
0.190 |
6.6% |
93% |
True |
False |
157,041 |
| 10 |
2.928 |
2.496 |
0.432 |
14.9% |
0.152 |
5.3% |
93% |
True |
False |
132,322 |
| 20 |
3.002 |
2.496 |
0.506 |
17.5% |
0.135 |
4.7% |
80% |
False |
False |
112,756 |
| 40 |
3.002 |
2.404 |
0.598 |
20.6% |
0.116 |
4.0% |
83% |
False |
False |
84,287 |
| 60 |
3.002 |
2.219 |
0.783 |
27.0% |
0.102 |
3.5% |
87% |
False |
False |
65,774 |
| 80 |
3.002 |
2.133 |
0.869 |
30.0% |
0.091 |
3.1% |
88% |
False |
False |
53,634 |
| 100 |
3.002 |
2.133 |
0.869 |
30.0% |
0.087 |
3.0% |
88% |
False |
False |
45,779 |
| 120 |
3.002 |
2.133 |
0.869 |
30.0% |
0.085 |
2.9% |
88% |
False |
False |
39,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.578 |
|
2.618 |
3.329 |
|
1.618 |
3.176 |
|
1.000 |
3.081 |
|
0.618 |
3.023 |
|
HIGH |
2.928 |
|
0.618 |
2.870 |
|
0.500 |
2.852 |
|
0.382 |
2.833 |
|
LOW |
2.775 |
|
0.618 |
2.680 |
|
1.000 |
2.622 |
|
1.618 |
2.527 |
|
2.618 |
2.374 |
|
4.250 |
2.125 |
|
|
| Fisher Pivots for day following 24-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.883 |
2.840 |
| PP |
2.867 |
2.782 |
| S1 |
2.852 |
2.723 |
|