NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 25-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.821 |
2.865 |
0.044 |
1.6% |
2.588 |
| High |
2.928 |
2.918 |
-0.010 |
-0.3% |
2.928 |
| Low |
2.775 |
2.791 |
0.016 |
0.6% |
2.518 |
| Close |
2.899 |
2.807 |
-0.092 |
-3.2% |
2.807 |
| Range |
0.153 |
0.127 |
-0.026 |
-17.0% |
0.410 |
| ATR |
0.134 |
0.134 |
-0.001 |
-0.4% |
0.000 |
| Volume |
136,930 |
140,297 |
3,367 |
2.5% |
805,326 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.220 |
3.140 |
2.877 |
|
| R3 |
3.093 |
3.013 |
2.842 |
|
| R2 |
2.966 |
2.966 |
2.830 |
|
| R1 |
2.886 |
2.886 |
2.819 |
2.863 |
| PP |
2.839 |
2.839 |
2.839 |
2.827 |
| S1 |
2.759 |
2.759 |
2.795 |
2.736 |
| S2 |
2.712 |
2.712 |
2.784 |
|
| S3 |
2.585 |
2.632 |
2.772 |
|
| S4 |
2.458 |
2.505 |
2.737 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.981 |
3.804 |
3.033 |
|
| R3 |
3.571 |
3.394 |
2.920 |
|
| R2 |
3.161 |
3.161 |
2.882 |
|
| R1 |
2.984 |
2.984 |
2.845 |
3.073 |
| PP |
2.751 |
2.751 |
2.751 |
2.795 |
| S1 |
2.574 |
2.574 |
2.769 |
2.663 |
| S2 |
2.341 |
2.341 |
2.732 |
|
| S3 |
1.931 |
2.164 |
2.694 |
|
| S4 |
1.521 |
1.754 |
2.582 |
|
|
| 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 |
14.6% |
0.189 |
6.7% |
70% |
False |
False |
161,065 |
| 10 |
2.928 |
2.496 |
0.432 |
15.4% |
0.157 |
5.6% |
72% |
False |
False |
137,322 |
| 20 |
3.002 |
2.496 |
0.506 |
18.0% |
0.132 |
4.7% |
61% |
False |
False |
115,941 |
| 40 |
3.002 |
2.404 |
0.598 |
21.3% |
0.118 |
4.2% |
67% |
False |
False |
86,937 |
| 60 |
3.002 |
2.253 |
0.749 |
26.7% |
0.103 |
3.7% |
74% |
False |
False |
67,631 |
| 80 |
3.002 |
2.133 |
0.869 |
31.0% |
0.092 |
3.3% |
78% |
False |
False |
55,143 |
| 100 |
3.002 |
2.133 |
0.869 |
31.0% |
0.087 |
3.1% |
78% |
False |
False |
46,954 |
| 120 |
3.002 |
2.133 |
0.869 |
31.0% |
0.086 |
3.1% |
78% |
False |
False |
40,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.458 |
|
2.618 |
3.250 |
|
1.618 |
3.123 |
|
1.000 |
3.045 |
|
0.618 |
2.996 |
|
HIGH |
2.918 |
|
0.618 |
2.869 |
|
0.500 |
2.855 |
|
0.382 |
2.840 |
|
LOW |
2.791 |
|
0.618 |
2.713 |
|
1.000 |
2.664 |
|
1.618 |
2.586 |
|
2.618 |
2.459 |
|
4.250 |
2.251 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.855 |
2.779 |
| PP |
2.839 |
2.751 |
| S1 |
2.823 |
2.723 |
|