NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 30-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.769 |
2.502 |
-0.267 |
-9.6% |
2.588 |
| High |
2.789 |
2.579 |
-0.210 |
-7.5% |
2.928 |
| Low |
2.490 |
2.425 |
-0.065 |
-2.6% |
2.518 |
| Close |
2.561 |
2.527 |
-0.034 |
-1.3% |
2.807 |
| Range |
0.299 |
0.154 |
-0.145 |
-48.5% |
0.410 |
| ATR |
0.145 |
0.146 |
0.001 |
0.4% |
0.000 |
| Volume |
196,454 |
145,933 |
-50,521 |
-25.7% |
805,326 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.972 |
2.904 |
2.612 |
|
| R3 |
2.818 |
2.750 |
2.569 |
|
| R2 |
2.664 |
2.664 |
2.555 |
|
| R1 |
2.596 |
2.596 |
2.541 |
2.630 |
| PP |
2.510 |
2.510 |
2.510 |
2.528 |
| S1 |
2.442 |
2.442 |
2.513 |
2.476 |
| S2 |
2.356 |
2.356 |
2.499 |
|
| S3 |
2.202 |
2.288 |
2.485 |
|
| S4 |
2.048 |
2.134 |
2.442 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.981 |
3.804 |
3.033 |
|
| R3 |
3.571 |
3.394 |
2.920 |
|
| R2 |
3.161 |
3.161 |
2.882 |
|
| R1 |
2.984 |
2.984 |
2.845 |
3.073 |
| PP |
2.751 |
2.751 |
2.751 |
2.795 |
| S1 |
2.574 |
2.574 |
2.769 |
2.663 |
| S2 |
2.341 |
2.341 |
2.732 |
|
| S3 |
1.931 |
2.164 |
2.694 |
|
| S4 |
1.521 |
1.754 |
2.582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.928 |
2.425 |
0.503 |
19.9% |
0.170 |
6.7% |
20% |
False |
True |
146,561 |
| 10 |
2.928 |
2.425 |
0.503 |
19.9% |
0.182 |
7.2% |
20% |
False |
True |
155,358 |
| 20 |
3.002 |
2.425 |
0.577 |
22.8% |
0.144 |
5.7% |
18% |
False |
True |
125,780 |
| 40 |
3.002 |
2.425 |
0.577 |
22.8% |
0.122 |
4.8% |
18% |
False |
True |
93,494 |
| 60 |
3.002 |
2.253 |
0.749 |
29.6% |
0.109 |
4.3% |
37% |
False |
False |
73,719 |
| 80 |
3.002 |
2.133 |
0.869 |
34.4% |
0.097 |
3.8% |
45% |
False |
False |
60,369 |
| 100 |
3.002 |
2.133 |
0.869 |
34.4% |
0.091 |
3.6% |
45% |
False |
False |
51,041 |
| 120 |
3.002 |
2.133 |
0.869 |
34.4% |
0.089 |
3.5% |
45% |
False |
False |
44,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.234 |
|
2.618 |
2.982 |
|
1.618 |
2.828 |
|
1.000 |
2.733 |
|
0.618 |
2.674 |
|
HIGH |
2.579 |
|
0.618 |
2.520 |
|
0.500 |
2.502 |
|
0.382 |
2.484 |
|
LOW |
2.425 |
|
0.618 |
2.330 |
|
1.000 |
2.271 |
|
1.618 |
2.176 |
|
2.618 |
2.022 |
|
4.250 |
1.771 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.519 |
2.624 |
| PP |
2.510 |
2.592 |
| S1 |
2.502 |
2.559 |
|