NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 06-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.651 |
2.693 |
0.042 |
1.6% |
2.405 |
| High |
2.709 |
2.741 |
0.032 |
1.2% |
2.544 |
| Low |
2.635 |
2.629 |
-0.006 |
-0.2% |
2.360 |
| Close |
2.675 |
2.654 |
-0.021 |
-0.8% |
2.418 |
| Range |
0.074 |
0.112 |
0.038 |
51.4% |
0.184 |
| ATR |
0.086 |
0.088 |
0.002 |
2.1% |
0.000 |
| Volume |
47,626 |
41,004 |
-6,622 |
-13.9% |
166,518 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.011 |
2.944 |
2.716 |
|
| R3 |
2.899 |
2.832 |
2.685 |
|
| R2 |
2.787 |
2.787 |
2.675 |
|
| R1 |
2.720 |
2.720 |
2.664 |
2.698 |
| PP |
2.675 |
2.675 |
2.675 |
2.663 |
| S1 |
2.608 |
2.608 |
2.644 |
2.586 |
| S2 |
2.563 |
2.563 |
2.633 |
|
| S3 |
2.451 |
2.496 |
2.623 |
|
| S4 |
2.339 |
2.384 |
2.592 |
|
|
| 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 |
2.741 |
2.404 |
0.337 |
12.7% |
0.117 |
4.4% |
74% |
True |
False |
56,379 |
| 10 |
2.741 |
2.332 |
0.409 |
15.4% |
0.101 |
3.8% |
79% |
True |
False |
43,907 |
| 20 |
2.741 |
2.253 |
0.488 |
18.4% |
0.079 |
3.0% |
82% |
True |
False |
34,372 |
| 40 |
2.741 |
2.133 |
0.608 |
22.9% |
0.074 |
2.8% |
86% |
True |
False |
28,758 |
| 60 |
2.741 |
2.133 |
0.608 |
22.9% |
0.071 |
2.7% |
86% |
True |
False |
23,714 |
| 80 |
2.794 |
2.133 |
0.661 |
24.9% |
0.074 |
2.8% |
79% |
False |
False |
20,847 |
| 100 |
2.794 |
2.133 |
0.661 |
24.9% |
0.072 |
2.7% |
79% |
False |
False |
18,631 |
| 120 |
2.794 |
2.072 |
0.722 |
27.2% |
0.072 |
2.7% |
81% |
False |
False |
16,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.217 |
|
2.618 |
3.034 |
|
1.618 |
2.922 |
|
1.000 |
2.853 |
|
0.618 |
2.810 |
|
HIGH |
2.741 |
|
0.618 |
2.698 |
|
0.500 |
2.685 |
|
0.382 |
2.672 |
|
LOW |
2.629 |
|
0.618 |
2.560 |
|
1.000 |
2.517 |
|
1.618 |
2.448 |
|
2.618 |
2.336 |
|
4.250 |
2.153 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.685 |
2.653 |
| PP |
2.675 |
2.651 |
| S1 |
2.664 |
2.650 |
|