NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.647 |
2.666 |
0.019 |
0.7% |
2.473 |
| High |
2.676 |
2.713 |
0.037 |
1.4% |
2.741 |
| Low |
2.595 |
2.656 |
0.061 |
2.4% |
2.447 |
| Close |
2.672 |
2.699 |
0.027 |
1.0% |
2.720 |
| Range |
0.081 |
0.057 |
-0.024 |
-29.6% |
0.294 |
| ATR |
0.090 |
0.087 |
-0.002 |
-2.6% |
0.000 |
| Volume |
94,091 |
77,350 |
-16,741 |
-17.8% |
320,799 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.860 |
2.837 |
2.730 |
|
| R3 |
2.803 |
2.780 |
2.715 |
|
| R2 |
2.746 |
2.746 |
2.709 |
|
| R1 |
2.723 |
2.723 |
2.704 |
2.735 |
| PP |
2.689 |
2.689 |
2.689 |
2.695 |
| S1 |
2.666 |
2.666 |
2.694 |
2.678 |
| S2 |
2.632 |
2.632 |
2.689 |
|
| S3 |
2.575 |
2.609 |
2.683 |
|
| S4 |
2.518 |
2.552 |
2.668 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.518 |
3.413 |
2.882 |
|
| R3 |
3.224 |
3.119 |
2.801 |
|
| R2 |
2.930 |
2.930 |
2.774 |
|
| R1 |
2.825 |
2.825 |
2.747 |
2.878 |
| PP |
2.636 |
2.636 |
2.636 |
2.662 |
| S1 |
2.531 |
2.531 |
2.693 |
2.584 |
| S2 |
2.342 |
2.342 |
2.666 |
|
| S3 |
2.048 |
2.237 |
2.639 |
|
| S4 |
1.754 |
1.943 |
2.558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.735 |
2.595 |
0.140 |
5.2% |
0.088 |
3.3% |
74% |
False |
False |
78,112 |
| 10 |
2.741 |
2.404 |
0.337 |
12.5% |
0.102 |
3.8% |
88% |
False |
False |
67,246 |
| 20 |
2.741 |
2.253 |
0.488 |
18.1% |
0.088 |
3.3% |
91% |
False |
False |
47,322 |
| 40 |
2.741 |
2.133 |
0.608 |
22.5% |
0.077 |
2.9% |
93% |
False |
False |
36,571 |
| 60 |
2.741 |
2.133 |
0.608 |
22.5% |
0.072 |
2.7% |
93% |
False |
False |
28,852 |
| 80 |
2.794 |
2.133 |
0.661 |
24.5% |
0.073 |
2.7% |
86% |
False |
False |
25,005 |
| 100 |
2.794 |
2.133 |
0.661 |
24.5% |
0.073 |
2.7% |
86% |
False |
False |
22,017 |
| 120 |
2.794 |
2.072 |
0.722 |
26.8% |
0.074 |
2.7% |
87% |
False |
False |
20,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.955 |
|
2.618 |
2.862 |
|
1.618 |
2.805 |
|
1.000 |
2.770 |
|
0.618 |
2.748 |
|
HIGH |
2.713 |
|
0.618 |
2.691 |
|
0.500 |
2.685 |
|
0.382 |
2.678 |
|
LOW |
2.656 |
|
0.618 |
2.621 |
|
1.000 |
2.599 |
|
1.618 |
2.564 |
|
2.618 |
2.507 |
|
4.250 |
2.414 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.694 |
2.684 |
| PP |
2.689 |
2.669 |
| S1 |
2.685 |
2.654 |
|