NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 02-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.918 |
2.899 |
-0.019 |
-0.7% |
2.878 |
| High |
2.965 |
2.975 |
0.010 |
0.3% |
2.973 |
| Low |
2.857 |
2.837 |
-0.020 |
-0.7% |
2.772 |
| Close |
2.901 |
2.931 |
0.030 |
1.0% |
2.916 |
| Range |
0.108 |
0.138 |
0.030 |
27.8% |
0.201 |
| ATR |
0.100 |
0.102 |
0.003 |
2.8% |
0.000 |
| Volume |
120,383 |
151,062 |
30,679 |
25.5% |
254,027 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.328 |
3.268 |
3.007 |
|
| R3 |
3.190 |
3.130 |
2.969 |
|
| R2 |
3.052 |
3.052 |
2.956 |
|
| R1 |
2.992 |
2.992 |
2.944 |
3.022 |
| PP |
2.914 |
2.914 |
2.914 |
2.930 |
| S1 |
2.854 |
2.854 |
2.918 |
2.884 |
| S2 |
2.776 |
2.776 |
2.906 |
|
| S3 |
2.638 |
2.716 |
2.893 |
|
| S4 |
2.500 |
2.578 |
2.855 |
|
|
| 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 |
2.975 |
2.772 |
0.203 |
6.9% |
0.130 |
4.4% |
78% |
True |
False |
97,292 |
| 10 |
2.975 |
2.751 |
0.224 |
7.6% |
0.110 |
3.8% |
80% |
True |
False |
69,703 |
| 20 |
2.975 |
2.595 |
0.380 |
13.0% |
0.103 |
3.5% |
88% |
True |
False |
66,380 |
| 40 |
2.975 |
2.253 |
0.722 |
24.6% |
0.094 |
3.2% |
94% |
True |
False |
50,648 |
| 60 |
2.975 |
2.133 |
0.842 |
28.7% |
0.083 |
2.8% |
95% |
True |
False |
40,867 |
| 80 |
2.975 |
2.133 |
0.842 |
28.7% |
0.079 |
2.7% |
95% |
True |
False |
34,060 |
| 100 |
2.975 |
2.133 |
0.842 |
28.7% |
0.079 |
2.7% |
95% |
True |
False |
29,622 |
| 120 |
2.975 |
2.133 |
0.842 |
28.7% |
0.077 |
2.6% |
95% |
True |
False |
26,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.562 |
|
2.618 |
3.336 |
|
1.618 |
3.198 |
|
1.000 |
3.113 |
|
0.618 |
3.060 |
|
HIGH |
2.975 |
|
0.618 |
2.922 |
|
0.500 |
2.906 |
|
0.382 |
2.890 |
|
LOW |
2.837 |
|
0.618 |
2.752 |
|
1.000 |
2.699 |
|
1.618 |
2.614 |
|
2.618 |
2.476 |
|
4.250 |
2.251 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.923 |
2.918 |
| PP |
2.914 |
2.906 |
| S1 |
2.906 |
2.893 |
|