NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.845 |
2.798 |
-0.047 |
-1.7% |
2.832 |
| High |
2.897 |
2.951 |
0.054 |
1.9% |
2.895 |
| Low |
2.785 |
2.772 |
-0.013 |
-0.5% |
2.751 |
| Close |
2.825 |
2.943 |
0.118 |
4.2% |
2.866 |
| Range |
0.112 |
0.179 |
0.067 |
59.8% |
0.144 |
| ATR |
0.091 |
0.097 |
0.006 |
7.0% |
0.000 |
| Volume |
42,614 |
76,603 |
33,989 |
79.8% |
211,097 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.426 |
3.363 |
3.041 |
|
| R3 |
3.247 |
3.184 |
2.992 |
|
| R2 |
3.068 |
3.068 |
2.976 |
|
| R1 |
3.005 |
3.005 |
2.959 |
3.037 |
| PP |
2.889 |
2.889 |
2.889 |
2.904 |
| S1 |
2.826 |
2.826 |
2.927 |
2.858 |
| S2 |
2.710 |
2.710 |
2.910 |
|
| S3 |
2.531 |
2.647 |
2.894 |
|
| S4 |
2.352 |
2.468 |
2.845 |
|
|
| 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 |
2.951 |
2.751 |
0.200 |
6.8% |
0.113 |
3.9% |
96% |
True |
False |
47,979 |
| 10 |
2.951 |
2.680 |
0.271 |
9.2% |
0.103 |
3.5% |
97% |
True |
False |
48,619 |
| 20 |
2.951 |
2.404 |
0.547 |
18.6% |
0.103 |
3.5% |
99% |
True |
False |
57,932 |
| 40 |
2.951 |
2.253 |
0.698 |
23.7% |
0.089 |
3.0% |
99% |
True |
False |
43,475 |
| 60 |
2.951 |
2.133 |
0.818 |
27.8% |
0.078 |
2.7% |
99% |
True |
False |
34,877 |
| 80 |
2.951 |
2.133 |
0.818 |
27.8% |
0.076 |
2.6% |
99% |
True |
False |
29,707 |
| 100 |
2.951 |
2.133 |
0.818 |
27.8% |
0.077 |
2.6% |
99% |
True |
False |
25,979 |
| 120 |
2.951 |
2.133 |
0.818 |
27.8% |
0.077 |
2.6% |
99% |
True |
False |
23,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.712 |
|
2.618 |
3.420 |
|
1.618 |
3.241 |
|
1.000 |
3.130 |
|
0.618 |
3.062 |
|
HIGH |
2.951 |
|
0.618 |
2.883 |
|
0.500 |
2.862 |
|
0.382 |
2.840 |
|
LOW |
2.772 |
|
0.618 |
2.661 |
|
1.000 |
2.593 |
|
1.618 |
2.482 |
|
2.618 |
2.303 |
|
4.250 |
2.011 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.916 |
2.916 |
| PP |
2.889 |
2.889 |
| S1 |
2.862 |
2.862 |
|