NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 29-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2020 |
29-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.785 |
2.769 |
-0.016 |
-0.6% |
2.588 |
| High |
2.823 |
2.789 |
-0.034 |
-1.2% |
2.928 |
| Low |
2.704 |
2.490 |
-0.214 |
-7.9% |
2.518 |
| Close |
2.795 |
2.561 |
-0.234 |
-8.4% |
2.807 |
| Range |
0.119 |
0.299 |
0.180 |
151.3% |
0.410 |
| ATR |
0.133 |
0.145 |
0.012 |
9.3% |
0.000 |
| Volume |
113,191 |
196,454 |
83,263 |
73.6% |
805,326 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.510 |
3.335 |
2.725 |
|
| R3 |
3.211 |
3.036 |
2.643 |
|
| R2 |
2.912 |
2.912 |
2.616 |
|
| R1 |
2.737 |
2.737 |
2.588 |
2.675 |
| PP |
2.613 |
2.613 |
2.613 |
2.583 |
| S1 |
2.438 |
2.438 |
2.534 |
2.376 |
| S2 |
2.314 |
2.314 |
2.506 |
|
| S3 |
2.015 |
2.139 |
2.479 |
|
| S4 |
1.716 |
1.840 |
2.397 |
|
|
| 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 |
2.490 |
0.438 |
17.1% |
0.204 |
8.0% |
16% |
False |
True |
157,920 |
| 10 |
2.928 |
2.490 |
0.438 |
17.1% |
0.180 |
7.0% |
16% |
False |
True |
149,689 |
| 20 |
3.002 |
2.490 |
0.512 |
20.0% |
0.142 |
5.5% |
14% |
False |
True |
124,503 |
| 40 |
3.002 |
2.490 |
0.512 |
20.0% |
0.121 |
4.7% |
14% |
False |
True |
91,335 |
| 60 |
3.002 |
2.253 |
0.749 |
29.2% |
0.108 |
4.2% |
41% |
False |
False |
71,856 |
| 80 |
3.002 |
2.133 |
0.869 |
33.9% |
0.096 |
3.7% |
49% |
False |
False |
58,686 |
| 100 |
3.002 |
2.133 |
0.869 |
33.9% |
0.090 |
3.5% |
49% |
False |
False |
49,732 |
| 120 |
3.002 |
2.133 |
0.869 |
33.9% |
0.089 |
3.5% |
49% |
False |
False |
43,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.060 |
|
2.618 |
3.572 |
|
1.618 |
3.273 |
|
1.000 |
3.088 |
|
0.618 |
2.974 |
|
HIGH |
2.789 |
|
0.618 |
2.675 |
|
0.500 |
2.640 |
|
0.382 |
2.604 |
|
LOW |
2.490 |
|
0.618 |
2.305 |
|
1.000 |
2.191 |
|
1.618 |
2.006 |
|
2.618 |
1.707 |
|
4.250 |
1.219 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.640 |
2.704 |
| PP |
2.613 |
2.656 |
| S1 |
2.587 |
2.609 |
|