NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.819 |
2.878 |
0.059 |
2.1% |
2.832 |
| High |
2.876 |
2.915 |
0.039 |
1.4% |
2.895 |
| Low |
2.751 |
2.819 |
0.068 |
2.5% |
2.751 |
| Close |
2.866 |
2.875 |
0.009 |
0.3% |
2.866 |
| Range |
0.125 |
0.096 |
-0.029 |
-23.2% |
0.144 |
| ATR |
0.091 |
0.091 |
0.000 |
0.4% |
0.000 |
| Volume |
41,407 |
40,063 |
-1,344 |
-3.2% |
211,097 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.158 |
3.112 |
2.928 |
|
| R3 |
3.062 |
3.016 |
2.901 |
|
| R2 |
2.966 |
2.966 |
2.893 |
|
| R1 |
2.920 |
2.920 |
2.884 |
2.895 |
| PP |
2.870 |
2.870 |
2.870 |
2.857 |
| S1 |
2.824 |
2.824 |
2.866 |
2.799 |
| S2 |
2.774 |
2.774 |
2.857 |
|
| S3 |
2.678 |
2.728 |
2.849 |
|
| S4 |
2.582 |
2.632 |
2.822 |
|
|
| 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 |
2.915 |
2.751 |
0.164 |
5.7% |
0.094 |
3.3% |
76% |
True |
False |
40,991 |
| 10 |
2.915 |
2.595 |
0.320 |
11.1% |
0.090 |
3.1% |
88% |
True |
False |
56,948 |
| 20 |
2.915 |
2.371 |
0.544 |
18.9% |
0.100 |
3.5% |
93% |
True |
False |
55,237 |
| 40 |
2.915 |
2.176 |
0.739 |
25.7% |
0.086 |
3.0% |
95% |
True |
False |
41,755 |
| 60 |
2.915 |
2.133 |
0.782 |
27.2% |
0.075 |
2.6% |
95% |
True |
False |
32,918 |
| 80 |
2.915 |
2.133 |
0.782 |
27.2% |
0.075 |
2.6% |
95% |
True |
False |
28,293 |
| 100 |
2.915 |
2.133 |
0.782 |
27.2% |
0.075 |
2.6% |
95% |
True |
False |
24,724 |
| 120 |
2.915 |
2.072 |
0.843 |
29.3% |
0.076 |
2.7% |
95% |
True |
False |
22,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.323 |
|
2.618 |
3.166 |
|
1.618 |
3.070 |
|
1.000 |
3.011 |
|
0.618 |
2.974 |
|
HIGH |
2.915 |
|
0.618 |
2.878 |
|
0.500 |
2.867 |
|
0.382 |
2.856 |
|
LOW |
2.819 |
|
0.618 |
2.760 |
|
1.000 |
2.723 |
|
1.618 |
2.664 |
|
2.618 |
2.568 |
|
4.250 |
2.411 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.872 |
2.861 |
| PP |
2.870 |
2.847 |
| S1 |
2.867 |
2.833 |
|