NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.761 |
2.645 |
-0.116 |
-4.2% |
2.455 |
| High |
2.771 |
2.829 |
0.058 |
2.1% |
2.821 |
| Low |
2.610 |
2.639 |
0.029 |
1.1% |
2.446 |
| Close |
2.636 |
2.775 |
0.139 |
5.3% |
2.741 |
| Range |
0.161 |
0.190 |
0.029 |
18.0% |
0.375 |
| ATR |
0.173 |
0.174 |
0.001 |
0.8% |
0.000 |
| Volume |
184,592 |
150,327 |
-34,265 |
-18.6% |
961,834 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.318 |
3.236 |
2.880 |
|
| R3 |
3.128 |
3.046 |
2.827 |
|
| R2 |
2.938 |
2.938 |
2.810 |
|
| R1 |
2.856 |
2.856 |
2.792 |
2.897 |
| PP |
2.748 |
2.748 |
2.748 |
2.768 |
| S1 |
2.666 |
2.666 |
2.758 |
2.707 |
| S2 |
2.558 |
2.558 |
2.740 |
|
| S3 |
2.368 |
2.476 |
2.723 |
|
| S4 |
2.178 |
2.286 |
2.671 |
|
|
| 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 |
2.610 |
0.345 |
12.4% |
0.163 |
5.9% |
48% |
False |
False |
180,078 |
| 10 |
2.955 |
2.373 |
0.582 |
21.0% |
0.184 |
6.6% |
69% |
False |
False |
181,860 |
| 20 |
2.955 |
2.373 |
0.582 |
21.0% |
0.182 |
6.6% |
69% |
False |
False |
167,778 |
| 40 |
3.002 |
2.373 |
0.629 |
22.7% |
0.146 |
5.3% |
64% |
False |
False |
125,902 |
| 60 |
3.002 |
2.283 |
0.719 |
25.9% |
0.130 |
4.7% |
68% |
False |
False |
101,677 |
| 80 |
3.002 |
2.133 |
0.869 |
31.3% |
0.114 |
4.1% |
74% |
False |
False |
82,932 |
| 100 |
3.002 |
2.133 |
0.869 |
31.3% |
0.103 |
3.7% |
74% |
False |
False |
69,182 |
| 120 |
3.002 |
2.133 |
0.869 |
31.3% |
0.098 |
3.5% |
74% |
False |
False |
60,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.637 |
|
2.618 |
3.326 |
|
1.618 |
3.136 |
|
1.000 |
3.019 |
|
0.618 |
2.946 |
|
HIGH |
2.829 |
|
0.618 |
2.756 |
|
0.500 |
2.734 |
|
0.382 |
2.712 |
|
LOW |
2.639 |
|
0.618 |
2.522 |
|
1.000 |
2.449 |
|
1.618 |
2.332 |
|
2.618 |
2.142 |
|
4.250 |
1.832 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.761 |
2.766 |
| PP |
2.748 |
2.756 |
| S1 |
2.734 |
2.747 |
|