NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 23-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.025 |
2.985 |
-0.040 |
-1.3% |
2.641 |
| High |
3.066 |
3.006 |
-0.060 |
-2.0% |
3.066 |
| Low |
2.980 |
2.918 |
-0.062 |
-2.1% |
2.638 |
| Close |
3.007 |
2.971 |
-0.036 |
-1.2% |
2.971 |
| Range |
0.086 |
0.088 |
0.002 |
2.3% |
0.428 |
| ATR |
0.171 |
0.165 |
-0.006 |
-3.4% |
0.000 |
| Volume |
93,193 |
73,245 |
-19,948 |
-21.4% |
591,070 |
|
| Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.229 |
3.188 |
3.019 |
|
| R3 |
3.141 |
3.100 |
2.995 |
|
| R2 |
3.053 |
3.053 |
2.987 |
|
| R1 |
3.012 |
3.012 |
2.979 |
2.989 |
| PP |
2.965 |
2.965 |
2.965 |
2.953 |
| S1 |
2.924 |
2.924 |
2.963 |
2.901 |
| S2 |
2.877 |
2.877 |
2.955 |
|
| S3 |
2.789 |
2.836 |
2.947 |
|
| S4 |
2.701 |
2.748 |
2.923 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.176 |
4.001 |
3.206 |
|
| R3 |
3.748 |
3.573 |
3.089 |
|
| R2 |
3.320 |
3.320 |
3.049 |
|
| R1 |
3.145 |
3.145 |
3.010 |
3.233 |
| PP |
2.892 |
2.892 |
2.892 |
2.935 |
| S1 |
2.717 |
2.717 |
2.932 |
2.805 |
| S2 |
2.464 |
2.464 |
2.893 |
|
| S3 |
2.036 |
2.289 |
2.853 |
|
| S4 |
1.608 |
1.861 |
2.736 |
|
|
| 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 |
14.4% |
0.143 |
4.8% |
78% |
False |
False |
118,214 |
| 10 |
3.066 |
2.610 |
0.456 |
15.3% |
0.151 |
5.1% |
79% |
False |
False |
143,054 |
| 20 |
3.066 |
2.373 |
0.693 |
23.3% |
0.173 |
5.8% |
86% |
False |
False |
158,378 |
| 40 |
3.066 |
2.373 |
0.693 |
23.3% |
0.153 |
5.1% |
86% |
False |
False |
137,160 |
| 60 |
3.066 |
2.373 |
0.693 |
23.3% |
0.136 |
4.6% |
86% |
False |
False |
110,750 |
| 80 |
3.066 |
2.253 |
0.813 |
27.4% |
0.121 |
4.1% |
88% |
False |
False |
90,317 |
| 100 |
3.066 |
2.133 |
0.933 |
31.4% |
0.108 |
3.6% |
90% |
False |
False |
75,790 |
| 120 |
3.066 |
2.133 |
0.933 |
31.4% |
0.101 |
3.4% |
90% |
False |
False |
65,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.380 |
|
2.618 |
3.236 |
|
1.618 |
3.148 |
|
1.000 |
3.094 |
|
0.618 |
3.060 |
|
HIGH |
3.006 |
|
0.618 |
2.972 |
|
0.500 |
2.962 |
|
0.382 |
2.952 |
|
LOW |
2.918 |
|
0.618 |
2.864 |
|
1.000 |
2.830 |
|
1.618 |
2.776 |
|
2.618 |
2.688 |
|
4.250 |
2.544 |
|
|
| Fisher Pivots for day following 23-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.968 |
2.978 |
| PP |
2.965 |
2.976 |
| S1 |
2.962 |
2.973 |
|