NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 26-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.985 |
2.941 |
-0.044 |
-1.5% |
2.641 |
| High |
3.006 |
3.080 |
0.074 |
2.5% |
3.066 |
| Low |
2.918 |
2.907 |
-0.011 |
-0.4% |
2.638 |
| Close |
2.971 |
3.024 |
0.053 |
1.8% |
2.971 |
| Range |
0.088 |
0.173 |
0.085 |
96.6% |
0.428 |
| ATR |
0.165 |
0.166 |
0.001 |
0.3% |
0.000 |
| Volume |
73,245 |
35,714 |
-37,531 |
-51.2% |
591,070 |
|
| Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.523 |
3.446 |
3.119 |
|
| R3 |
3.350 |
3.273 |
3.072 |
|
| R2 |
3.177 |
3.177 |
3.056 |
|
| R1 |
3.100 |
3.100 |
3.040 |
3.139 |
| PP |
3.004 |
3.004 |
3.004 |
3.023 |
| S1 |
2.927 |
2.927 |
3.008 |
2.966 |
| S2 |
2.831 |
2.831 |
2.992 |
|
| S3 |
2.658 |
2.754 |
2.976 |
|
| S4 |
2.485 |
2.581 |
2.929 |
|
|
| 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 |
3.080 |
2.824 |
0.256 |
8.5% |
0.127 |
4.2% |
78% |
True |
False |
95,266 |
| 10 |
3.080 |
2.610 |
0.470 |
15.5% |
0.155 |
5.1% |
88% |
True |
False |
128,656 |
| 20 |
3.080 |
2.373 |
0.707 |
23.4% |
0.176 |
5.8% |
92% |
True |
False |
154,504 |
| 40 |
3.080 |
2.373 |
0.707 |
23.4% |
0.155 |
5.1% |
92% |
True |
False |
136,664 |
| 60 |
3.080 |
2.373 |
0.707 |
23.4% |
0.137 |
4.5% |
92% |
True |
False |
110,748 |
| 80 |
3.080 |
2.253 |
0.827 |
27.3% |
0.122 |
4.0% |
93% |
True |
False |
90,532 |
| 100 |
3.080 |
2.133 |
0.947 |
31.3% |
0.109 |
3.6% |
94% |
True |
False |
76,043 |
| 120 |
3.080 |
2.133 |
0.947 |
31.3% |
0.102 |
3.4% |
94% |
True |
False |
65,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.815 |
|
2.618 |
3.533 |
|
1.618 |
3.360 |
|
1.000 |
3.253 |
|
0.618 |
3.187 |
|
HIGH |
3.080 |
|
0.618 |
3.014 |
|
0.500 |
2.994 |
|
0.382 |
2.973 |
|
LOW |
2.907 |
|
0.618 |
2.800 |
|
1.000 |
2.734 |
|
1.618 |
2.627 |
|
2.618 |
2.454 |
|
4.250 |
2.172 |
|
|
| Fisher Pivots for day following 26-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.014 |
3.014 |
| PP |
3.004 |
3.004 |
| S1 |
2.994 |
2.994 |
|