NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.882 |
2.918 |
0.036 |
1.2% |
2.878 |
| High |
2.944 |
2.965 |
0.021 |
0.7% |
2.973 |
| Low |
2.811 |
2.857 |
0.046 |
1.6% |
2.772 |
| Close |
2.920 |
2.901 |
-0.019 |
-0.7% |
2.916 |
| Range |
0.133 |
0.108 |
-0.025 |
-18.8% |
0.201 |
| ATR |
0.099 |
0.100 |
0.001 |
0.7% |
0.000 |
| Volume |
82,875 |
120,383 |
37,508 |
45.3% |
254,027 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.232 |
3.174 |
2.960 |
|
| R3 |
3.124 |
3.066 |
2.931 |
|
| R2 |
3.016 |
3.016 |
2.921 |
|
| R1 |
2.958 |
2.958 |
2.911 |
2.933 |
| PP |
2.908 |
2.908 |
2.908 |
2.895 |
| S1 |
2.850 |
2.850 |
2.891 |
2.825 |
| S2 |
2.800 |
2.800 |
2.881 |
|
| S3 |
2.692 |
2.742 |
2.871 |
|
| S4 |
2.584 |
2.634 |
2.842 |
|
|
| 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% |
0.124 |
4.3% |
64% |
False |
False |
75,602 |
| 10 |
2.973 |
2.751 |
0.222 |
7.7% |
0.102 |
3.5% |
68% |
False |
False |
57,309 |
| 20 |
2.973 |
2.595 |
0.378 |
13.0% |
0.100 |
3.4% |
81% |
False |
False |
61,209 |
| 40 |
2.973 |
2.253 |
0.720 |
24.8% |
0.091 |
3.2% |
90% |
False |
False |
47,688 |
| 60 |
2.973 |
2.133 |
0.840 |
29.0% |
0.081 |
2.8% |
91% |
False |
False |
38,566 |
| 80 |
2.973 |
2.133 |
0.840 |
29.0% |
0.078 |
2.7% |
91% |
False |
False |
32,357 |
| 100 |
2.973 |
2.133 |
0.840 |
29.0% |
0.078 |
2.7% |
91% |
False |
False |
28,211 |
| 120 |
2.973 |
2.133 |
0.840 |
29.0% |
0.077 |
2.6% |
91% |
False |
False |
25,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.424 |
|
2.618 |
3.248 |
|
1.618 |
3.140 |
|
1.000 |
3.073 |
|
0.618 |
3.032 |
|
HIGH |
2.965 |
|
0.618 |
2.924 |
|
0.500 |
2.911 |
|
0.382 |
2.898 |
|
LOW |
2.857 |
|
0.618 |
2.790 |
|
1.000 |
2.749 |
|
1.618 |
2.682 |
|
2.618 |
2.574 |
|
4.250 |
2.398 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.911 |
2.898 |
| PP |
2.908 |
2.895 |
| S1 |
2.904 |
2.892 |
|