NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.645 |
2.778 |
0.133 |
5.0% |
2.891 |
| High |
2.829 |
2.852 |
0.023 |
0.8% |
2.955 |
| Low |
2.639 |
2.670 |
0.031 |
1.2% |
2.610 |
| Close |
2.775 |
2.773 |
-0.002 |
-0.1% |
2.773 |
| Range |
0.190 |
0.182 |
-0.008 |
-4.2% |
0.345 |
| ATR |
0.174 |
0.175 |
0.001 |
0.3% |
0.000 |
| Volume |
150,327 |
146,431 |
-3,896 |
-2.6% |
839,479 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.311 |
3.224 |
2.873 |
|
| R3 |
3.129 |
3.042 |
2.823 |
|
| R2 |
2.947 |
2.947 |
2.806 |
|
| R1 |
2.860 |
2.860 |
2.790 |
2.813 |
| PP |
2.765 |
2.765 |
2.765 |
2.741 |
| S1 |
2.678 |
2.678 |
2.756 |
2.631 |
| S2 |
2.583 |
2.583 |
2.740 |
|
| S3 |
2.401 |
2.496 |
2.723 |
|
| S4 |
2.219 |
2.314 |
2.673 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.814 |
3.639 |
2.963 |
|
| R3 |
3.469 |
3.294 |
2.868 |
|
| R2 |
3.124 |
3.124 |
2.836 |
|
| R1 |
2.949 |
2.949 |
2.805 |
2.864 |
| PP |
2.779 |
2.779 |
2.779 |
2.737 |
| S1 |
2.604 |
2.604 |
2.741 |
2.519 |
| S2 |
2.434 |
2.434 |
2.710 |
|
| S3 |
2.089 |
2.259 |
2.678 |
|
| S4 |
1.744 |
1.914 |
2.583 |
|
|
| 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% |
0.159 |
5.7% |
47% |
False |
False |
167,895 |
| 10 |
2.955 |
2.446 |
0.509 |
18.4% |
0.184 |
6.6% |
64% |
False |
False |
180,131 |
| 20 |
2.955 |
2.373 |
0.582 |
21.0% |
0.184 |
6.6% |
69% |
False |
False |
169,091 |
| 40 |
3.002 |
2.373 |
0.629 |
22.7% |
0.149 |
5.4% |
64% |
False |
False |
128,380 |
| 60 |
3.002 |
2.332 |
0.670 |
24.2% |
0.131 |
4.7% |
66% |
False |
False |
103,519 |
| 80 |
3.002 |
2.133 |
0.869 |
31.3% |
0.116 |
4.2% |
74% |
False |
False |
84,547 |
| 100 |
3.002 |
2.133 |
0.869 |
31.3% |
0.104 |
3.7% |
74% |
False |
False |
70,538 |
| 120 |
3.002 |
2.133 |
0.869 |
31.3% |
0.099 |
3.6% |
74% |
False |
False |
61,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.626 |
|
2.618 |
3.328 |
|
1.618 |
3.146 |
|
1.000 |
3.034 |
|
0.618 |
2.964 |
|
HIGH |
2.852 |
|
0.618 |
2.782 |
|
0.500 |
2.761 |
|
0.382 |
2.740 |
|
LOW |
2.670 |
|
0.618 |
2.558 |
|
1.000 |
2.488 |
|
1.618 |
2.376 |
|
2.618 |
2.194 |
|
4.250 |
1.897 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.769 |
2.759 |
| PP |
2.765 |
2.745 |
| S1 |
2.761 |
2.731 |
|