NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 09-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2020 |
09-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.590 |
2.632 |
0.042 |
1.6% |
2.455 |
| High |
2.651 |
2.821 |
0.170 |
6.4% |
2.821 |
| Low |
2.508 |
2.618 |
0.110 |
4.4% |
2.446 |
| Close |
2.627 |
2.741 |
0.114 |
4.3% |
2.741 |
| Range |
0.143 |
0.203 |
0.060 |
42.0% |
0.375 |
| ATR |
0.164 |
0.167 |
0.003 |
1.7% |
0.000 |
| Volume |
198,488 |
207,342 |
8,854 |
4.5% |
961,834 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.336 |
3.241 |
2.853 |
|
| R3 |
3.133 |
3.038 |
2.797 |
|
| R2 |
2.930 |
2.930 |
2.778 |
|
| R1 |
2.835 |
2.835 |
2.760 |
2.883 |
| PP |
2.727 |
2.727 |
2.727 |
2.750 |
| S1 |
2.632 |
2.632 |
2.722 |
2.680 |
| S2 |
2.524 |
2.524 |
2.704 |
|
| S3 |
2.321 |
2.429 |
2.685 |
|
| S4 |
2.118 |
2.226 |
2.629 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.794 |
3.643 |
2.947 |
|
| R3 |
3.419 |
3.268 |
2.844 |
|
| R2 |
3.044 |
3.044 |
2.810 |
|
| R1 |
2.893 |
2.893 |
2.775 |
2.969 |
| PP |
2.669 |
2.669 |
2.669 |
2.707 |
| S1 |
2.518 |
2.518 |
2.707 |
2.594 |
| S2 |
2.294 |
2.294 |
2.672 |
|
| S3 |
1.919 |
2.143 |
2.638 |
|
| S4 |
1.544 |
1.768 |
2.535 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.821 |
2.446 |
0.375 |
13.7% |
0.209 |
7.6% |
79% |
True |
False |
192,366 |
| 10 |
2.823 |
2.373 |
0.450 |
16.4% |
0.195 |
7.1% |
82% |
False |
False |
173,702 |
| 20 |
2.928 |
2.373 |
0.555 |
20.2% |
0.176 |
6.4% |
66% |
False |
False |
155,512 |
| 40 |
3.002 |
2.373 |
0.629 |
22.9% |
0.141 |
5.1% |
59% |
False |
False |
113,551 |
| 60 |
3.002 |
2.253 |
0.749 |
27.3% |
0.123 |
4.5% |
65% |
False |
False |
91,474 |
| 80 |
3.002 |
2.133 |
0.869 |
31.7% |
0.109 |
4.0% |
70% |
False |
False |
75,061 |
| 100 |
3.002 |
2.133 |
0.869 |
31.7% |
0.099 |
3.6% |
70% |
False |
False |
62,732 |
| 120 |
3.002 |
2.133 |
0.869 |
31.7% |
0.096 |
3.5% |
70% |
False |
False |
54,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.684 |
|
2.618 |
3.352 |
|
1.618 |
3.149 |
|
1.000 |
3.024 |
|
0.618 |
2.946 |
|
HIGH |
2.821 |
|
0.618 |
2.743 |
|
0.500 |
2.720 |
|
0.382 |
2.696 |
|
LOW |
2.618 |
|
0.618 |
2.493 |
|
1.000 |
2.415 |
|
1.618 |
2.290 |
|
2.618 |
2.087 |
|
4.250 |
1.755 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.734 |
2.709 |
| PP |
2.727 |
2.676 |
| S1 |
2.720 |
2.644 |
|