NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 28-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.798 |
2.945 |
0.147 |
5.3% |
2.878 |
| High |
2.951 |
2.973 |
0.022 |
0.7% |
2.973 |
| Low |
2.772 |
2.883 |
0.111 |
4.0% |
2.772 |
| Close |
2.943 |
2.916 |
-0.027 |
-0.9% |
2.916 |
| Range |
0.179 |
0.090 |
-0.089 |
-49.7% |
0.201 |
| ATR |
0.097 |
0.096 |
0.000 |
-0.5% |
0.000 |
| Volume |
76,603 |
55,537 |
-21,066 |
-27.5% |
254,027 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.194 |
3.145 |
2.966 |
|
| R3 |
3.104 |
3.055 |
2.941 |
|
| R2 |
3.014 |
3.014 |
2.933 |
|
| R1 |
2.965 |
2.965 |
2.924 |
2.945 |
| PP |
2.924 |
2.924 |
2.924 |
2.914 |
| S1 |
2.875 |
2.875 |
2.908 |
2.855 |
| S2 |
2.834 |
2.834 |
2.900 |
|
| S3 |
2.744 |
2.785 |
2.891 |
|
| S4 |
2.654 |
2.695 |
2.867 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.490 |
3.404 |
3.027 |
|
| R3 |
3.289 |
3.203 |
2.971 |
|
| R2 |
3.088 |
3.088 |
2.953 |
|
| R1 |
3.002 |
3.002 |
2.934 |
3.045 |
| PP |
2.887 |
2.887 |
2.887 |
2.909 |
| S1 |
2.801 |
2.801 |
2.898 |
2.844 |
| S2 |
2.686 |
2.686 |
2.879 |
|
| S3 |
2.485 |
2.600 |
2.861 |
|
| S4 |
2.284 |
2.399 |
2.805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.973 |
2.772 |
0.201 |
6.9% |
0.106 |
3.6% |
72% |
True |
False |
50,805 |
| 10 |
2.973 |
2.751 |
0.222 |
7.6% |
0.097 |
3.3% |
74% |
True |
False |
46,512 |
| 20 |
2.973 |
2.447 |
0.526 |
18.0% |
0.103 |
3.5% |
89% |
True |
False |
58,916 |
| 40 |
2.973 |
2.253 |
0.720 |
24.7% |
0.090 |
3.1% |
92% |
True |
False |
44,400 |
| 60 |
2.973 |
2.133 |
0.840 |
28.8% |
0.079 |
2.7% |
93% |
True |
False |
35,629 |
| 80 |
2.973 |
2.133 |
0.840 |
28.8% |
0.076 |
2.6% |
93% |
True |
False |
30,214 |
| 100 |
2.973 |
2.133 |
0.840 |
28.8% |
0.077 |
2.6% |
93% |
True |
False |
26,372 |
| 120 |
2.973 |
2.133 |
0.840 |
28.8% |
0.076 |
2.6% |
93% |
True |
False |
23,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.356 |
|
2.618 |
3.209 |
|
1.618 |
3.119 |
|
1.000 |
3.063 |
|
0.618 |
3.029 |
|
HIGH |
2.973 |
|
0.618 |
2.939 |
|
0.500 |
2.928 |
|
0.382 |
2.917 |
|
LOW |
2.883 |
|
0.618 |
2.827 |
|
1.000 |
2.793 |
|
1.618 |
2.737 |
|
2.618 |
2.647 |
|
4.250 |
2.501 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.928 |
2.902 |
| PP |
2.924 |
2.887 |
| S1 |
2.920 |
2.873 |
|