NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 19-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.778 |
2.641 |
-0.137 |
-4.9% |
2.891 |
| High |
2.852 |
2.890 |
0.038 |
1.3% |
2.955 |
| Low |
2.670 |
2.638 |
-0.032 |
-1.2% |
2.610 |
| Close |
2.773 |
2.795 |
0.022 |
0.8% |
2.773 |
| Range |
0.182 |
0.252 |
0.070 |
38.5% |
0.345 |
| ATR |
0.175 |
0.180 |
0.006 |
3.2% |
0.000 |
| Volume |
146,431 |
150,451 |
4,020 |
2.7% |
839,479 |
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.530 |
3.415 |
2.934 |
|
| R3 |
3.278 |
3.163 |
2.864 |
|
| R2 |
3.026 |
3.026 |
2.841 |
|
| R1 |
2.911 |
2.911 |
2.818 |
2.969 |
| PP |
2.774 |
2.774 |
2.774 |
2.803 |
| S1 |
2.659 |
2.659 |
2.772 |
2.717 |
| S2 |
2.522 |
2.522 |
2.749 |
|
| S3 |
2.270 |
2.407 |
2.726 |
|
| S4 |
2.018 |
2.155 |
2.656 |
|
|
| 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 |
2.890 |
2.610 |
0.280 |
10.0% |
0.184 |
6.6% |
66% |
True |
False |
162,046 |
| 10 |
2.955 |
2.466 |
0.489 |
17.5% |
0.181 |
6.5% |
67% |
False |
False |
175,635 |
| 20 |
2.955 |
2.373 |
0.582 |
20.8% |
0.189 |
6.8% |
73% |
False |
False |
167,196 |
| 40 |
3.002 |
2.373 |
0.629 |
22.5% |
0.152 |
5.4% |
67% |
False |
False |
131,106 |
| 60 |
3.002 |
2.360 |
0.642 |
23.0% |
0.134 |
4.8% |
68% |
False |
False |
105,584 |
| 80 |
3.002 |
2.136 |
0.866 |
31.0% |
0.118 |
4.2% |
76% |
False |
False |
86,109 |
| 100 |
3.002 |
2.133 |
0.869 |
31.1% |
0.106 |
3.8% |
76% |
False |
False |
71,915 |
| 120 |
3.002 |
2.133 |
0.869 |
31.1% |
0.101 |
3.6% |
76% |
False |
False |
62,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.961 |
|
2.618 |
3.550 |
|
1.618 |
3.298 |
|
1.000 |
3.142 |
|
0.618 |
3.046 |
|
HIGH |
2.890 |
|
0.618 |
2.794 |
|
0.500 |
2.764 |
|
0.382 |
2.734 |
|
LOW |
2.638 |
|
0.618 |
2.482 |
|
1.000 |
2.386 |
|
1.618 |
2.230 |
|
2.618 |
1.978 |
|
4.250 |
1.567 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.785 |
2.785 |
| PP |
2.774 |
2.774 |
| S1 |
2.764 |
2.764 |
|