NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 22-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.897 |
3.025 |
0.128 |
4.4% |
2.891 |
| High |
3.053 |
3.066 |
0.013 |
0.4% |
2.955 |
| Low |
2.890 |
2.980 |
0.090 |
3.1% |
2.610 |
| Close |
3.023 |
3.007 |
-0.016 |
-0.5% |
2.773 |
| Range |
0.163 |
0.086 |
-0.077 |
-47.2% |
0.345 |
| ATR |
0.177 |
0.171 |
-0.007 |
-3.7% |
0.000 |
| Volume |
154,373 |
93,193 |
-61,180 |
-39.6% |
839,479 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.276 |
3.227 |
3.054 |
|
| R3 |
3.190 |
3.141 |
3.031 |
|
| R2 |
3.104 |
3.104 |
3.023 |
|
| R1 |
3.055 |
3.055 |
3.015 |
3.037 |
| PP |
3.018 |
3.018 |
3.018 |
3.008 |
| S1 |
2.969 |
2.969 |
2.999 |
2.951 |
| S2 |
2.932 |
2.932 |
2.991 |
|
| S3 |
2.846 |
2.883 |
2.983 |
|
| S4 |
2.760 |
2.797 |
2.960 |
|
|
| 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 |
3.066 |
2.638 |
0.428 |
14.2% |
0.162 |
5.4% |
86% |
True |
False |
132,851 |
| 10 |
3.066 |
2.610 |
0.456 |
15.2% |
0.163 |
5.4% |
87% |
True |
False |
156,464 |
| 20 |
3.066 |
2.373 |
0.693 |
23.0% |
0.175 |
5.8% |
91% |
True |
False |
161,731 |
| 40 |
3.066 |
2.373 |
0.693 |
23.0% |
0.155 |
5.2% |
91% |
True |
False |
137,244 |
| 60 |
3.066 |
2.373 |
0.693 |
23.0% |
0.136 |
4.5% |
91% |
True |
False |
110,101 |
| 80 |
3.066 |
2.219 |
0.847 |
28.2% |
0.120 |
4.0% |
93% |
True |
False |
89,763 |
| 100 |
3.066 |
2.133 |
0.933 |
31.0% |
0.108 |
3.6% |
94% |
True |
False |
75,254 |
| 120 |
3.066 |
2.133 |
0.933 |
31.0% |
0.102 |
3.4% |
94% |
True |
False |
65,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.432 |
|
2.618 |
3.291 |
|
1.618 |
3.205 |
|
1.000 |
3.152 |
|
0.618 |
3.119 |
|
HIGH |
3.066 |
|
0.618 |
3.033 |
|
0.500 |
3.023 |
|
0.382 |
3.013 |
|
LOW |
2.980 |
|
0.618 |
2.927 |
|
1.000 |
2.894 |
|
1.618 |
2.841 |
|
2.618 |
2.755 |
|
4.250 |
2.615 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.023 |
2.986 |
| PP |
3.018 |
2.966 |
| S1 |
3.012 |
2.945 |
|