NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 21-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.556 |
2.588 |
0.032 |
1.3% |
2.767 |
| High |
2.654 |
2.738 |
0.084 |
3.2% |
2.833 |
| Low |
2.521 |
2.576 |
0.055 |
2.2% |
2.496 |
| Close |
2.633 |
2.710 |
0.077 |
2.9% |
2.633 |
| Range |
0.133 |
0.162 |
0.029 |
21.8% |
0.337 |
| ATR |
0.109 |
0.113 |
0.004 |
3.4% |
0.000 |
| Volume |
120,179 |
188,354 |
68,175 |
56.7% |
567,899 |
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.161 |
3.097 |
2.799 |
|
| R3 |
2.999 |
2.935 |
2.755 |
|
| R2 |
2.837 |
2.837 |
2.740 |
|
| R1 |
2.773 |
2.773 |
2.725 |
2.805 |
| PP |
2.675 |
2.675 |
2.675 |
2.691 |
| S1 |
2.611 |
2.611 |
2.695 |
2.643 |
| S2 |
2.513 |
2.513 |
2.680 |
|
| S3 |
2.351 |
2.449 |
2.665 |
|
| S4 |
2.189 |
2.287 |
2.621 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.665 |
3.486 |
2.818 |
|
| R3 |
3.328 |
3.149 |
2.726 |
|
| R2 |
2.991 |
2.991 |
2.695 |
|
| R1 |
2.812 |
2.812 |
2.664 |
2.733 |
| PP |
2.654 |
2.654 |
2.654 |
2.615 |
| S1 |
2.475 |
2.475 |
2.602 |
2.396 |
| S2 |
2.317 |
2.317 |
2.571 |
|
| S3 |
1.980 |
2.138 |
2.540 |
|
| S4 |
1.643 |
1.801 |
2.448 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.775 |
2.496 |
0.279 |
10.3% |
0.133 |
4.9% |
77% |
False |
False |
130,102 |
| 10 |
2.990 |
2.496 |
0.494 |
18.2% |
0.120 |
4.4% |
43% |
False |
False |
114,305 |
| 20 |
3.002 |
2.496 |
0.506 |
18.7% |
0.115 |
4.3% |
42% |
False |
False |
95,017 |
| 40 |
3.002 |
2.360 |
0.642 |
23.7% |
0.107 |
3.9% |
55% |
False |
False |
74,779 |
| 60 |
3.002 |
2.136 |
0.866 |
32.0% |
0.095 |
3.5% |
66% |
False |
False |
59,080 |
| 80 |
3.002 |
2.133 |
0.869 |
32.1% |
0.085 |
3.1% |
66% |
False |
False |
48,094 |
| 100 |
3.002 |
2.133 |
0.869 |
32.1% |
0.083 |
3.1% |
66% |
False |
False |
41,361 |
| 120 |
3.002 |
2.133 |
0.869 |
32.1% |
0.082 |
3.0% |
66% |
False |
False |
36,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.427 |
|
2.618 |
3.162 |
|
1.618 |
3.000 |
|
1.000 |
2.900 |
|
0.618 |
2.838 |
|
HIGH |
2.738 |
|
0.618 |
2.676 |
|
0.500 |
2.657 |
|
0.382 |
2.638 |
|
LOW |
2.576 |
|
0.618 |
2.476 |
|
1.000 |
2.414 |
|
1.618 |
2.314 |
|
2.618 |
2.152 |
|
4.250 |
1.888 |
|
|
| Fisher Pivots for day following 21-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.692 |
2.679 |
| PP |
2.675 |
2.648 |
| S1 |
2.657 |
2.617 |
|