NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 14-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.834 |
2.761 |
-0.073 |
-2.6% |
2.455 |
| High |
2.884 |
2.771 |
-0.113 |
-3.9% |
2.821 |
| Low |
2.751 |
2.610 |
-0.141 |
-5.1% |
2.446 |
| Close |
2.855 |
2.636 |
-0.219 |
-7.7% |
2.741 |
| Range |
0.133 |
0.161 |
0.028 |
21.1% |
0.375 |
| ATR |
0.167 |
0.173 |
0.006 |
3.3% |
0.000 |
| Volume |
178,430 |
184,592 |
6,162 |
3.5% |
961,834 |
|
| Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.155 |
3.057 |
2.725 |
|
| R3 |
2.994 |
2.896 |
2.680 |
|
| R2 |
2.833 |
2.833 |
2.666 |
|
| R1 |
2.735 |
2.735 |
2.651 |
2.704 |
| PP |
2.672 |
2.672 |
2.672 |
2.657 |
| S1 |
2.574 |
2.574 |
2.621 |
2.543 |
| S2 |
2.511 |
2.511 |
2.606 |
|
| S3 |
2.350 |
2.413 |
2.592 |
|
| S4 |
2.189 |
2.252 |
2.547 |
|
|
| 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 |
2.508 |
0.447 |
17.0% |
0.154 |
5.8% |
29% |
False |
False |
189,710 |
| 10 |
2.955 |
2.373 |
0.582 |
22.1% |
0.180 |
6.8% |
45% |
False |
False |
182,416 |
| 20 |
2.955 |
2.373 |
0.582 |
22.1% |
0.181 |
6.9% |
45% |
False |
False |
168,887 |
| 40 |
3.002 |
2.373 |
0.629 |
23.9% |
0.143 |
5.4% |
42% |
False |
False |
122,821 |
| 60 |
3.002 |
2.273 |
0.729 |
27.7% |
0.127 |
4.8% |
50% |
False |
False |
99,636 |
| 80 |
3.002 |
2.133 |
0.869 |
33.0% |
0.113 |
4.3% |
58% |
False |
False |
81,245 |
| 100 |
3.002 |
2.133 |
0.869 |
33.0% |
0.101 |
3.8% |
58% |
False |
False |
67,787 |
| 120 |
3.002 |
2.133 |
0.869 |
33.0% |
0.097 |
3.7% |
58% |
False |
False |
58,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.455 |
|
2.618 |
3.192 |
|
1.618 |
3.031 |
|
1.000 |
2.932 |
|
0.618 |
2.870 |
|
HIGH |
2.771 |
|
0.618 |
2.709 |
|
0.500 |
2.691 |
|
0.382 |
2.672 |
|
LOW |
2.610 |
|
0.618 |
2.511 |
|
1.000 |
2.449 |
|
1.618 |
2.350 |
|
2.618 |
2.189 |
|
4.250 |
1.926 |
|
|
| Fisher Pivots for day following 14-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.691 |
2.783 |
| PP |
2.672 |
2.734 |
| S1 |
2.654 |
2.685 |
|