NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 13-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.891 |
2.834 |
-0.057 |
-2.0% |
2.455 |
| High |
2.955 |
2.884 |
-0.071 |
-2.4% |
2.821 |
| Low |
2.825 |
2.751 |
-0.074 |
-2.6% |
2.446 |
| Close |
2.881 |
2.855 |
-0.026 |
-0.9% |
2.741 |
| Range |
0.130 |
0.133 |
0.003 |
2.3% |
0.375 |
| ATR |
0.170 |
0.167 |
-0.003 |
-1.6% |
0.000 |
| Volume |
179,699 |
178,430 |
-1,269 |
-0.7% |
961,834 |
|
| Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.229 |
3.175 |
2.928 |
|
| R3 |
3.096 |
3.042 |
2.892 |
|
| R2 |
2.963 |
2.963 |
2.879 |
|
| R1 |
2.909 |
2.909 |
2.867 |
2.936 |
| PP |
2.830 |
2.830 |
2.830 |
2.844 |
| S1 |
2.776 |
2.776 |
2.843 |
2.803 |
| S2 |
2.697 |
2.697 |
2.831 |
|
| S3 |
2.564 |
2.643 |
2.818 |
|
| S4 |
2.431 |
2.510 |
2.782 |
|
|
| 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 |
17.1% |
0.166 |
5.8% |
80% |
False |
False |
195,005 |
| 10 |
2.955 |
2.373 |
0.582 |
20.4% |
0.179 |
6.3% |
83% |
False |
False |
178,550 |
| 20 |
2.955 |
2.373 |
0.582 |
20.4% |
0.180 |
6.3% |
83% |
False |
False |
164,119 |
| 40 |
3.002 |
2.373 |
0.629 |
22.0% |
0.142 |
5.0% |
77% |
False |
False |
119,434 |
| 60 |
3.002 |
2.273 |
0.729 |
25.5% |
0.125 |
4.4% |
80% |
False |
False |
96,823 |
| 80 |
3.002 |
2.133 |
0.869 |
30.4% |
0.111 |
3.9% |
83% |
False |
False |
79,107 |
| 100 |
3.002 |
2.133 |
0.869 |
30.4% |
0.100 |
3.5% |
83% |
False |
False |
66,046 |
| 120 |
3.002 |
2.133 |
0.869 |
30.4% |
0.097 |
3.4% |
83% |
False |
False |
57,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.449 |
|
2.618 |
3.232 |
|
1.618 |
3.099 |
|
1.000 |
3.017 |
|
0.618 |
2.966 |
|
HIGH |
2.884 |
|
0.618 |
2.833 |
|
0.500 |
2.818 |
|
0.382 |
2.802 |
|
LOW |
2.751 |
|
0.618 |
2.669 |
|
1.000 |
2.618 |
|
1.618 |
2.536 |
|
2.618 |
2.403 |
|
4.250 |
2.186 |
|
|
| Fisher Pivots for day following 13-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.843 |
2.832 |
| PP |
2.830 |
2.809 |
| S1 |
2.818 |
2.787 |
|