NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 02-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
02-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.550 |
2.485 |
-0.065 |
-2.5% |
2.785 |
| High |
2.592 |
2.551 |
-0.041 |
-1.6% |
2.823 |
| Low |
2.441 |
2.373 |
-0.068 |
-2.8% |
2.373 |
| Close |
2.527 |
2.438 |
-0.089 |
-3.5% |
2.438 |
| Range |
0.151 |
0.178 |
0.027 |
17.9% |
0.450 |
| ATR |
0.146 |
0.148 |
0.002 |
1.6% |
0.000 |
| Volume |
155,886 |
163,725 |
7,839 |
5.0% |
775,189 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.988 |
2.891 |
2.536 |
|
| R3 |
2.810 |
2.713 |
2.487 |
|
| R2 |
2.632 |
2.632 |
2.471 |
|
| R1 |
2.535 |
2.535 |
2.454 |
2.495 |
| PP |
2.454 |
2.454 |
2.454 |
2.434 |
| S1 |
2.357 |
2.357 |
2.422 |
2.317 |
| S2 |
2.276 |
2.276 |
2.405 |
|
| S3 |
2.098 |
2.179 |
2.389 |
|
| S4 |
1.920 |
2.001 |
2.340 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.895 |
3.616 |
2.686 |
|
| R3 |
3.445 |
3.166 |
2.562 |
|
| R2 |
2.995 |
2.995 |
2.521 |
|
| R1 |
2.716 |
2.716 |
2.479 |
2.631 |
| PP |
2.545 |
2.545 |
2.545 |
2.502 |
| S1 |
2.266 |
2.266 |
2.397 |
2.181 |
| S2 |
2.095 |
2.095 |
2.356 |
|
| S3 |
1.645 |
1.816 |
2.314 |
|
| S4 |
1.195 |
1.366 |
2.191 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.823 |
2.373 |
0.450 |
18.5% |
0.180 |
7.4% |
14% |
False |
True |
155,037 |
| 10 |
2.928 |
2.373 |
0.555 |
22.8% |
0.185 |
7.6% |
12% |
False |
True |
158,051 |
| 20 |
3.002 |
2.373 |
0.629 |
25.8% |
0.150 |
6.2% |
10% |
False |
True |
130,875 |
| 40 |
3.002 |
2.373 |
0.629 |
25.8% |
0.126 |
5.1% |
10% |
False |
True |
99,269 |
| 60 |
3.002 |
2.253 |
0.749 |
30.7% |
0.110 |
4.5% |
25% |
False |
False |
77,637 |
| 80 |
3.002 |
2.133 |
0.869 |
35.6% |
0.100 |
4.1% |
35% |
False |
False |
64,013 |
| 100 |
3.002 |
2.133 |
0.869 |
35.6% |
0.093 |
3.8% |
35% |
False |
False |
53,936 |
| 120 |
3.002 |
2.133 |
0.869 |
35.6% |
0.091 |
3.7% |
35% |
False |
False |
46,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.308 |
|
2.618 |
3.017 |
|
1.618 |
2.839 |
|
1.000 |
2.729 |
|
0.618 |
2.661 |
|
HIGH |
2.551 |
|
0.618 |
2.483 |
|
0.500 |
2.462 |
|
0.382 |
2.441 |
|
LOW |
2.373 |
|
0.618 |
2.263 |
|
1.000 |
2.195 |
|
1.618 |
2.085 |
|
2.618 |
1.907 |
|
4.250 |
1.617 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.462 |
2.483 |
| PP |
2.454 |
2.468 |
| S1 |
2.446 |
2.453 |
|