NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.879 |
2.819 |
-0.060 |
-2.1% |
2.832 |
| High |
2.879 |
2.876 |
-0.003 |
-0.1% |
2.895 |
| Low |
2.813 |
2.751 |
-0.062 |
-2.2% |
2.751 |
| Close |
2.827 |
2.866 |
0.039 |
1.4% |
2.866 |
| Range |
0.066 |
0.125 |
0.059 |
89.4% |
0.144 |
| ATR |
0.089 |
0.091 |
0.003 |
2.9% |
0.000 |
| Volume |
47,284 |
41,407 |
-5,877 |
-12.4% |
211,097 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.206 |
3.161 |
2.935 |
|
| R3 |
3.081 |
3.036 |
2.900 |
|
| R2 |
2.956 |
2.956 |
2.889 |
|
| R1 |
2.911 |
2.911 |
2.877 |
2.934 |
| PP |
2.831 |
2.831 |
2.831 |
2.842 |
| S1 |
2.786 |
2.786 |
2.855 |
2.809 |
| S2 |
2.706 |
2.706 |
2.843 |
|
| S3 |
2.581 |
2.661 |
2.832 |
|
| S4 |
2.456 |
2.536 |
2.797 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.269 |
3.212 |
2.945 |
|
| R3 |
3.125 |
3.068 |
2.906 |
|
| R2 |
2.981 |
2.981 |
2.892 |
|
| R1 |
2.924 |
2.924 |
2.879 |
2.953 |
| PP |
2.837 |
2.837 |
2.837 |
2.852 |
| S1 |
2.780 |
2.780 |
2.853 |
2.809 |
| S2 |
2.693 |
2.693 |
2.840 |
|
| S3 |
2.549 |
2.636 |
2.826 |
|
| S4 |
2.405 |
2.492 |
2.787 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.895 |
2.751 |
0.144 |
5.0% |
0.088 |
3.1% |
80% |
False |
True |
42,219 |
| 10 |
2.895 |
2.595 |
0.300 |
10.5% |
0.093 |
3.2% |
90% |
False |
False |
60,350 |
| 20 |
2.895 |
2.360 |
0.535 |
18.7% |
0.098 |
3.4% |
95% |
False |
False |
54,541 |
| 40 |
2.895 |
2.136 |
0.759 |
26.5% |
0.085 |
3.0% |
96% |
False |
False |
41,111 |
| 60 |
2.895 |
2.133 |
0.762 |
26.6% |
0.075 |
2.6% |
96% |
False |
False |
32,453 |
| 80 |
2.895 |
2.133 |
0.762 |
26.6% |
0.075 |
2.6% |
96% |
False |
False |
27,948 |
| 100 |
2.895 |
2.133 |
0.762 |
26.6% |
0.075 |
2.6% |
96% |
False |
False |
24,414 |
| 120 |
2.895 |
2.072 |
0.823 |
28.7% |
0.076 |
2.6% |
96% |
False |
False |
22,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.407 |
|
2.618 |
3.203 |
|
1.618 |
3.078 |
|
1.000 |
3.001 |
|
0.618 |
2.953 |
|
HIGH |
2.876 |
|
0.618 |
2.828 |
|
0.500 |
2.814 |
|
0.382 |
2.799 |
|
LOW |
2.751 |
|
0.618 |
2.674 |
|
1.000 |
2.626 |
|
1.618 |
2.549 |
|
2.618 |
2.424 |
|
4.250 |
2.220 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.849 |
2.852 |
| PP |
2.831 |
2.837 |
| S1 |
2.814 |
2.823 |
|