NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 07-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.623 |
2.511 |
-0.112 |
-4.3% |
2.785 |
| High |
2.703 |
2.686 |
-0.017 |
-0.6% |
2.823 |
| Low |
2.505 |
2.466 |
-0.039 |
-1.6% |
2.373 |
| Close |
2.520 |
2.606 |
0.086 |
3.4% |
2.438 |
| Range |
0.198 |
0.220 |
0.022 |
11.1% |
0.450 |
| ATR |
0.161 |
0.165 |
0.004 |
2.6% |
0.000 |
| Volume |
149,529 |
211,070 |
61,541 |
41.2% |
775,189 |
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.246 |
3.146 |
2.727 |
|
| R3 |
3.026 |
2.926 |
2.667 |
|
| R2 |
2.806 |
2.806 |
2.646 |
|
| R1 |
2.706 |
2.706 |
2.626 |
2.756 |
| PP |
2.586 |
2.586 |
2.586 |
2.611 |
| S1 |
2.486 |
2.486 |
2.586 |
2.536 |
| S2 |
2.366 |
2.366 |
2.566 |
|
| S3 |
2.146 |
2.266 |
2.546 |
|
| S4 |
1.926 |
2.046 |
2.485 |
|
|
| 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 |
13.6% |
0.206 |
7.9% |
66% |
False |
False |
175,123 |
| 10 |
2.928 |
2.373 |
0.555 |
21.3% |
0.188 |
7.2% |
42% |
False |
False |
160,842 |
| 20 |
2.928 |
2.373 |
0.555 |
21.3% |
0.167 |
6.4% |
42% |
False |
False |
144,172 |
| 40 |
3.002 |
2.373 |
0.629 |
24.1% |
0.135 |
5.2% |
37% |
False |
False |
107,691 |
| 60 |
3.002 |
2.253 |
0.749 |
28.7% |
0.119 |
4.6% |
47% |
False |
False |
85,352 |
| 80 |
3.002 |
2.133 |
0.869 |
33.3% |
0.106 |
4.1% |
54% |
False |
False |
70,337 |
| 100 |
3.002 |
2.133 |
0.869 |
33.3% |
0.098 |
3.7% |
54% |
False |
False |
58,972 |
| 120 |
3.002 |
2.133 |
0.869 |
33.3% |
0.095 |
3.7% |
54% |
False |
False |
51,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.621 |
|
2.618 |
3.262 |
|
1.618 |
3.042 |
|
1.000 |
2.906 |
|
0.618 |
2.822 |
|
HIGH |
2.686 |
|
0.618 |
2.602 |
|
0.500 |
2.576 |
|
0.382 |
2.550 |
|
LOW |
2.466 |
|
0.618 |
2.330 |
|
1.000 |
2.246 |
|
1.618 |
2.110 |
|
2.618 |
1.890 |
|
4.250 |
1.531 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.596 |
2.600 |
| PP |
2.586 |
2.593 |
| S1 |
2.576 |
2.587 |
|