NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.865 |
2.785 |
-0.080 |
-2.8% |
2.588 |
| High |
2.918 |
2.823 |
-0.095 |
-3.3% |
2.928 |
| Low |
2.791 |
2.704 |
-0.087 |
-3.1% |
2.518 |
| Close |
2.807 |
2.795 |
-0.012 |
-0.4% |
2.807 |
| Range |
0.127 |
0.119 |
-0.008 |
-6.3% |
0.410 |
| ATR |
0.134 |
0.133 |
-0.001 |
-0.8% |
0.000 |
| Volume |
140,297 |
113,191 |
-27,106 |
-19.3% |
805,326 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.131 |
3.082 |
2.860 |
|
| R3 |
3.012 |
2.963 |
2.828 |
|
| R2 |
2.893 |
2.893 |
2.817 |
|
| R1 |
2.844 |
2.844 |
2.806 |
2.869 |
| PP |
2.774 |
2.774 |
2.774 |
2.786 |
| S1 |
2.725 |
2.725 |
2.784 |
2.750 |
| S2 |
2.655 |
2.655 |
2.773 |
|
| S3 |
2.536 |
2.606 |
2.762 |
|
| S4 |
2.417 |
2.487 |
2.730 |
|
|
| 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 |
14.7% |
0.181 |
6.5% |
68% |
False |
False |
146,032 |
| 10 |
2.928 |
2.496 |
0.432 |
15.5% |
0.157 |
5.6% |
69% |
False |
False |
138,067 |
| 20 |
3.002 |
2.496 |
0.506 |
18.1% |
0.134 |
4.8% |
59% |
False |
False |
118,824 |
| 40 |
3.002 |
2.447 |
0.555 |
19.9% |
0.118 |
4.2% |
63% |
False |
False |
88,870 |
| 60 |
3.002 |
2.253 |
0.749 |
26.8% |
0.104 |
3.7% |
72% |
False |
False |
69,208 |
| 80 |
3.002 |
2.133 |
0.869 |
31.1% |
0.093 |
3.3% |
76% |
False |
False |
56,428 |
| 100 |
3.002 |
2.133 |
0.869 |
31.1% |
0.088 |
3.1% |
76% |
False |
False |
47,936 |
| 120 |
3.002 |
2.133 |
0.869 |
31.1% |
0.087 |
3.1% |
76% |
False |
False |
41,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.329 |
|
2.618 |
3.135 |
|
1.618 |
3.016 |
|
1.000 |
2.942 |
|
0.618 |
2.897 |
|
HIGH |
2.823 |
|
0.618 |
2.778 |
|
0.500 |
2.764 |
|
0.382 |
2.749 |
|
LOW |
2.704 |
|
0.618 |
2.630 |
|
1.000 |
2.585 |
|
1.618 |
2.511 |
|
2.618 |
2.392 |
|
4.250 |
2.198 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.785 |
2.816 |
| PP |
2.774 |
2.809 |
| S1 |
2.764 |
2.802 |
|