NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.738 |
2.732 |
-0.006 |
-0.2% |
2.982 |
| High |
2.767 |
2.775 |
0.008 |
0.3% |
2.990 |
| Low |
2.700 |
2.640 |
-0.060 |
-2.2% |
2.723 |
| Close |
2.741 |
2.664 |
-0.077 |
-2.8% |
2.744 |
| Range |
0.067 |
0.135 |
0.068 |
101.5% |
0.267 |
| ATR |
0.100 |
0.103 |
0.002 |
2.5% |
0.000 |
| Volume |
80,239 |
89,241 |
9,002 |
11.2% |
386,797 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.098 |
3.016 |
2.738 |
|
| R3 |
2.963 |
2.881 |
2.701 |
|
| R2 |
2.828 |
2.828 |
2.689 |
|
| R1 |
2.746 |
2.746 |
2.676 |
2.720 |
| PP |
2.693 |
2.693 |
2.693 |
2.680 |
| S1 |
2.611 |
2.611 |
2.652 |
2.585 |
| S2 |
2.558 |
2.558 |
2.639 |
|
| S3 |
2.423 |
2.476 |
2.627 |
|
| S4 |
2.288 |
2.341 |
2.590 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.620 |
3.449 |
2.891 |
|
| R3 |
3.353 |
3.182 |
2.817 |
|
| R2 |
3.086 |
3.086 |
2.793 |
|
| R1 |
2.915 |
2.915 |
2.768 |
2.867 |
| PP |
2.819 |
2.819 |
2.819 |
2.795 |
| S1 |
2.648 |
2.648 |
2.720 |
2.600 |
| S2 |
2.552 |
2.552 |
2.695 |
|
| S3 |
2.285 |
2.381 |
2.671 |
|
| S4 |
2.018 |
2.114 |
2.597 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.874 |
2.640 |
0.234 |
8.8% |
0.098 |
3.7% |
10% |
False |
True |
90,848 |
| 10 |
3.002 |
2.640 |
0.362 |
13.6% |
0.107 |
4.0% |
7% |
False |
True |
96,203 |
| 20 |
3.002 |
2.640 |
0.362 |
13.6% |
0.105 |
3.9% |
7% |
False |
True |
76,756 |
| 40 |
3.002 |
2.273 |
0.729 |
27.4% |
0.101 |
3.8% |
54% |
False |
False |
65,011 |
| 60 |
3.002 |
2.133 |
0.869 |
32.6% |
0.090 |
3.4% |
61% |
False |
False |
52,031 |
| 80 |
3.002 |
2.133 |
0.869 |
32.6% |
0.082 |
3.1% |
61% |
False |
False |
42,512 |
| 100 |
3.002 |
2.133 |
0.869 |
32.6% |
0.081 |
3.0% |
61% |
False |
False |
36,841 |
| 120 |
3.002 |
2.133 |
0.869 |
32.6% |
0.079 |
3.0% |
61% |
False |
False |
32,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.349 |
|
2.618 |
3.128 |
|
1.618 |
2.993 |
|
1.000 |
2.910 |
|
0.618 |
2.858 |
|
HIGH |
2.775 |
|
0.618 |
2.723 |
|
0.500 |
2.708 |
|
0.382 |
2.692 |
|
LOW |
2.640 |
|
0.618 |
2.557 |
|
1.000 |
2.505 |
|
1.618 |
2.422 |
|
2.618 |
2.287 |
|
4.250 |
2.066 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.708 |
2.737 |
| PP |
2.693 |
2.712 |
| S1 |
2.679 |
2.688 |
|