NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 31-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.945 |
2.882 |
-0.063 |
-2.1% |
2.878 |
| High |
2.973 |
2.944 |
-0.029 |
-1.0% |
2.973 |
| Low |
2.883 |
2.811 |
-0.072 |
-2.5% |
2.772 |
| Close |
2.916 |
2.920 |
0.004 |
0.1% |
2.916 |
| Range |
0.090 |
0.133 |
0.043 |
47.8% |
0.201 |
| ATR |
0.096 |
0.099 |
0.003 |
2.7% |
0.000 |
| Volume |
55,537 |
82,875 |
27,338 |
49.2% |
254,027 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.291 |
3.238 |
2.993 |
|
| R3 |
3.158 |
3.105 |
2.957 |
|
| R2 |
3.025 |
3.025 |
2.944 |
|
| R1 |
2.972 |
2.972 |
2.932 |
2.999 |
| PP |
2.892 |
2.892 |
2.892 |
2.905 |
| S1 |
2.839 |
2.839 |
2.908 |
2.866 |
| S2 |
2.759 |
2.759 |
2.896 |
|
| S3 |
2.626 |
2.706 |
2.883 |
|
| S4 |
2.493 |
2.573 |
2.847 |
|
|
| 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% |
0.114 |
3.9% |
74% |
False |
False |
59,367 |
| 10 |
2.973 |
2.751 |
0.222 |
7.6% |
0.104 |
3.6% |
76% |
False |
False |
50,179 |
| 20 |
2.973 |
2.559 |
0.414 |
14.2% |
0.100 |
3.4% |
87% |
False |
False |
58,168 |
| 40 |
2.973 |
2.253 |
0.720 |
24.7% |
0.091 |
3.1% |
93% |
False |
False |
45,532 |
| 60 |
2.973 |
2.133 |
0.840 |
28.8% |
0.080 |
2.8% |
94% |
False |
False |
36,747 |
| 80 |
2.973 |
2.133 |
0.840 |
28.8% |
0.077 |
2.6% |
94% |
False |
False |
31,039 |
| 100 |
2.973 |
2.133 |
0.840 |
28.8% |
0.078 |
2.7% |
94% |
False |
False |
27,099 |
| 120 |
2.973 |
2.133 |
0.840 |
28.8% |
0.077 |
2.6% |
94% |
False |
False |
24,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.509 |
|
2.618 |
3.292 |
|
1.618 |
3.159 |
|
1.000 |
3.077 |
|
0.618 |
3.026 |
|
HIGH |
2.944 |
|
0.618 |
2.893 |
|
0.500 |
2.878 |
|
0.382 |
2.862 |
|
LOW |
2.811 |
|
0.618 |
2.729 |
|
1.000 |
2.678 |
|
1.618 |
2.596 |
|
2.618 |
2.463 |
|
4.250 |
2.246 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.906 |
2.904 |
| PP |
2.892 |
2.888 |
| S1 |
2.878 |
2.873 |
|