NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 08-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2020 |
08-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.511 |
2.590 |
0.079 |
3.1% |
2.785 |
| High |
2.686 |
2.651 |
-0.035 |
-1.3% |
2.823 |
| Low |
2.466 |
2.508 |
0.042 |
1.7% |
2.373 |
| Close |
2.606 |
2.627 |
0.021 |
0.8% |
2.438 |
| Range |
0.220 |
0.143 |
-0.077 |
-35.0% |
0.450 |
| ATR |
0.165 |
0.164 |
-0.002 |
-1.0% |
0.000 |
| Volume |
211,070 |
198,488 |
-12,582 |
-6.0% |
775,189 |
|
| Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.024 |
2.969 |
2.706 |
|
| R3 |
2.881 |
2.826 |
2.666 |
|
| R2 |
2.738 |
2.738 |
2.653 |
|
| R1 |
2.683 |
2.683 |
2.640 |
2.711 |
| PP |
2.595 |
2.595 |
2.595 |
2.609 |
| S1 |
2.540 |
2.540 |
2.614 |
2.568 |
| S2 |
2.452 |
2.452 |
2.601 |
|
| S3 |
2.309 |
2.397 |
2.588 |
|
| S4 |
2.166 |
2.254 |
2.548 |
|
|
| 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 |
13.5% |
0.204 |
7.8% |
72% |
False |
False |
183,643 |
| 10 |
2.918 |
2.373 |
0.545 |
20.7% |
0.187 |
7.1% |
47% |
False |
False |
166,997 |
| 20 |
2.928 |
2.373 |
0.555 |
21.1% |
0.170 |
6.5% |
46% |
False |
False |
149,660 |
| 40 |
3.002 |
2.373 |
0.629 |
23.9% |
0.137 |
5.2% |
40% |
False |
False |
110,301 |
| 60 |
3.002 |
2.253 |
0.749 |
28.5% |
0.121 |
4.6% |
50% |
False |
False |
88,387 |
| 80 |
3.002 |
2.133 |
0.869 |
33.1% |
0.107 |
4.1% |
57% |
False |
False |
72,633 |
| 100 |
3.002 |
2.133 |
0.869 |
33.1% |
0.098 |
3.7% |
57% |
False |
False |
60,778 |
| 120 |
3.002 |
2.133 |
0.869 |
33.1% |
0.095 |
3.6% |
57% |
False |
False |
52,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.259 |
|
2.618 |
3.025 |
|
1.618 |
2.882 |
|
1.000 |
2.794 |
|
0.618 |
2.739 |
|
HIGH |
2.651 |
|
0.618 |
2.596 |
|
0.500 |
2.580 |
|
0.382 |
2.563 |
|
LOW |
2.508 |
|
0.618 |
2.420 |
|
1.000 |
2.365 |
|
1.618 |
2.277 |
|
2.618 |
2.134 |
|
4.250 |
1.900 |
|
|
| Fisher Pivots for day following 08-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.611 |
2.613 |
| PP |
2.595 |
2.599 |
| S1 |
2.580 |
2.585 |
|