NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 04-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.473 |
2.614 |
0.141 |
5.7% |
2.405 |
| High |
2.640 |
2.670 |
0.030 |
1.1% |
2.544 |
| Low |
2.447 |
2.559 |
0.112 |
4.6% |
2.360 |
| Close |
2.612 |
2.669 |
0.057 |
2.2% |
2.418 |
| Range |
0.193 |
0.111 |
-0.082 |
-42.5% |
0.184 |
| ATR |
0.086 |
0.087 |
0.002 |
2.1% |
0.000 |
| Volume |
97,840 |
59,569 |
-38,271 |
-39.1% |
166,518 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.966 |
2.928 |
2.730 |
|
| R3 |
2.855 |
2.817 |
2.700 |
|
| R2 |
2.744 |
2.744 |
2.689 |
|
| R1 |
2.706 |
2.706 |
2.679 |
2.725 |
| PP |
2.633 |
2.633 |
2.633 |
2.642 |
| S1 |
2.595 |
2.595 |
2.659 |
2.614 |
| S2 |
2.522 |
2.522 |
2.649 |
|
| S3 |
2.411 |
2.484 |
2.638 |
|
| S4 |
2.300 |
2.373 |
2.608 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.993 |
2.889 |
2.519 |
|
| R3 |
2.809 |
2.705 |
2.469 |
|
| R2 |
2.625 |
2.625 |
2.452 |
|
| R1 |
2.521 |
2.521 |
2.435 |
2.573 |
| PP |
2.441 |
2.441 |
2.441 |
2.467 |
| S1 |
2.337 |
2.337 |
2.401 |
2.389 |
| S2 |
2.257 |
2.257 |
2.384 |
|
| S3 |
2.073 |
2.153 |
2.367 |
|
| S4 |
1.889 |
1.969 |
2.317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.670 |
2.404 |
0.266 |
10.0% |
0.118 |
4.4% |
100% |
True |
False |
53,330 |
| 10 |
2.670 |
2.273 |
0.397 |
14.9% |
0.097 |
3.6% |
100% |
True |
False |
41,425 |
| 20 |
2.670 |
2.253 |
0.417 |
15.6% |
0.083 |
3.1% |
100% |
True |
False |
34,168 |
| 40 |
2.670 |
2.133 |
0.537 |
20.1% |
0.072 |
2.7% |
100% |
True |
False |
27,244 |
| 60 |
2.670 |
2.133 |
0.537 |
20.1% |
0.071 |
2.7% |
100% |
True |
False |
22,739 |
| 80 |
2.794 |
2.133 |
0.661 |
24.8% |
0.073 |
2.7% |
81% |
False |
False |
19,962 |
| 100 |
2.794 |
2.133 |
0.661 |
24.8% |
0.072 |
2.7% |
81% |
False |
False |
17,930 |
| 120 |
2.794 |
2.072 |
0.722 |
27.1% |
0.071 |
2.6% |
83% |
False |
False |
16,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.142 |
|
2.618 |
2.961 |
|
1.618 |
2.850 |
|
1.000 |
2.781 |
|
0.618 |
2.739 |
|
HIGH |
2.670 |
|
0.618 |
2.628 |
|
0.500 |
2.615 |
|
0.382 |
2.601 |
|
LOW |
2.559 |
|
0.618 |
2.490 |
|
1.000 |
2.448 |
|
1.618 |
2.379 |
|
2.618 |
2.268 |
|
4.250 |
2.087 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.651 |
2.625 |
| PP |
2.633 |
2.581 |
| S1 |
2.615 |
2.537 |
|