NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 12-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.632 |
2.891 |
0.259 |
9.8% |
2.455 |
| High |
2.821 |
2.955 |
0.134 |
4.8% |
2.821 |
| Low |
2.618 |
2.825 |
0.207 |
7.9% |
2.446 |
| Close |
2.741 |
2.881 |
0.140 |
5.1% |
2.741 |
| Range |
0.203 |
0.130 |
-0.073 |
-36.0% |
0.375 |
| ATR |
0.167 |
0.170 |
0.003 |
2.0% |
0.000 |
| Volume |
207,342 |
179,699 |
-27,643 |
-13.3% |
961,834 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.277 |
3.209 |
2.953 |
|
| R3 |
3.147 |
3.079 |
2.917 |
|
| R2 |
3.017 |
3.017 |
2.905 |
|
| R1 |
2.949 |
2.949 |
2.893 |
2.918 |
| PP |
2.887 |
2.887 |
2.887 |
2.872 |
| S1 |
2.819 |
2.819 |
2.869 |
2.788 |
| S2 |
2.757 |
2.757 |
2.857 |
|
| S3 |
2.627 |
2.689 |
2.845 |
|
| S4 |
2.497 |
2.559 |
2.810 |
|
|
| 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 |
2.955 |
2.466 |
0.489 |
17.0% |
0.179 |
6.2% |
85% |
True |
False |
189,225 |
| 10 |
2.955 |
2.373 |
0.582 |
20.2% |
0.196 |
6.8% |
87% |
True |
False |
180,353 |
| 20 |
2.955 |
2.373 |
0.582 |
20.2% |
0.176 |
6.1% |
87% |
True |
False |
159,210 |
| 40 |
3.002 |
2.373 |
0.629 |
21.8% |
0.140 |
4.9% |
81% |
False |
False |
116,128 |
| 60 |
3.002 |
2.253 |
0.749 |
26.0% |
0.125 |
4.3% |
84% |
False |
False |
94,199 |
| 80 |
3.002 |
2.133 |
0.869 |
30.2% |
0.110 |
3.8% |
86% |
False |
False |
77,095 |
| 100 |
3.002 |
2.133 |
0.869 |
30.2% |
0.100 |
3.5% |
86% |
False |
False |
64,376 |
| 120 |
3.002 |
2.133 |
0.869 |
30.2% |
0.096 |
3.3% |
86% |
False |
False |
55,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.508 |
|
2.618 |
3.295 |
|
1.618 |
3.165 |
|
1.000 |
3.085 |
|
0.618 |
3.035 |
|
HIGH |
2.955 |
|
0.618 |
2.905 |
|
0.500 |
2.890 |
|
0.382 |
2.875 |
|
LOW |
2.825 |
|
0.618 |
2.745 |
|
1.000 |
2.695 |
|
1.618 |
2.615 |
|
2.618 |
2.485 |
|
4.250 |
2.273 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.890 |
2.831 |
| PP |
2.887 |
2.781 |
| S1 |
2.884 |
2.732 |
|