NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 06-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2020 |
06-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.455 |
2.623 |
0.168 |
6.8% |
2.785 |
| High |
2.727 |
2.703 |
-0.024 |
-0.9% |
2.823 |
| Low |
2.446 |
2.505 |
0.059 |
2.4% |
2.373 |
| Close |
2.615 |
2.520 |
-0.095 |
-3.6% |
2.438 |
| Range |
0.281 |
0.198 |
-0.083 |
-29.5% |
0.450 |
| ATR |
0.158 |
0.161 |
0.003 |
1.8% |
0.000 |
| Volume |
195,405 |
149,529 |
-45,876 |
-23.5% |
775,189 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.170 |
3.043 |
2.629 |
|
| R3 |
2.972 |
2.845 |
2.574 |
|
| R2 |
2.774 |
2.774 |
2.556 |
|
| R1 |
2.647 |
2.647 |
2.538 |
2.612 |
| PP |
2.576 |
2.576 |
2.576 |
2.558 |
| S1 |
2.449 |
2.449 |
2.502 |
2.414 |
| S2 |
2.378 |
2.378 |
2.484 |
|
| S3 |
2.180 |
2.251 |
2.466 |
|
| S4 |
1.982 |
2.053 |
2.411 |
|
|
| 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 |
2.727 |
2.373 |
0.354 |
14.0% |
0.192 |
7.6% |
42% |
False |
False |
162,095 |
| 10 |
2.928 |
2.373 |
0.555 |
22.0% |
0.198 |
7.9% |
26% |
False |
False |
160,007 |
| 20 |
2.928 |
2.373 |
0.555 |
22.0% |
0.161 |
6.4% |
26% |
False |
False |
139,177 |
| 40 |
3.002 |
2.373 |
0.629 |
25.0% |
0.132 |
5.2% |
23% |
False |
False |
104,171 |
| 60 |
3.002 |
2.253 |
0.749 |
29.7% |
0.116 |
4.6% |
36% |
False |
False |
82,255 |
| 80 |
3.002 |
2.133 |
0.869 |
34.5% |
0.104 |
4.1% |
45% |
False |
False |
67,841 |
| 100 |
3.002 |
2.133 |
0.869 |
34.5% |
0.096 |
3.8% |
45% |
False |
False |
57,009 |
| 120 |
3.002 |
2.133 |
0.869 |
34.5% |
0.094 |
3.7% |
45% |
False |
False |
49,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.545 |
|
2.618 |
3.221 |
|
1.618 |
3.023 |
|
1.000 |
2.901 |
|
0.618 |
2.825 |
|
HIGH |
2.703 |
|
0.618 |
2.627 |
|
0.500 |
2.604 |
|
0.382 |
2.581 |
|
LOW |
2.505 |
|
0.618 |
2.383 |
|
1.000 |
2.307 |
|
1.618 |
2.185 |
|
2.618 |
1.987 |
|
4.250 |
1.664 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.604 |
2.550 |
| PP |
2.576 |
2.540 |
| S1 |
2.548 |
2.530 |
|