NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 28-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.016 |
3.020 |
0.004 |
0.1% |
2.641 |
| High |
3.091 |
3.051 |
-0.040 |
-1.3% |
3.066 |
| Low |
2.986 |
2.967 |
-0.019 |
-0.6% |
2.638 |
| Close |
3.019 |
2.996 |
-0.023 |
-0.8% |
2.971 |
| Range |
0.105 |
0.084 |
-0.021 |
-20.0% |
0.428 |
| ATR |
0.161 |
0.156 |
-0.006 |
-3.4% |
0.000 |
| Volume |
57,585 |
4,711 |
-52,874 |
-91.8% |
591,070 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.257 |
3.210 |
3.042 |
|
| R3 |
3.173 |
3.126 |
3.019 |
|
| R2 |
3.089 |
3.089 |
3.011 |
|
| R1 |
3.042 |
3.042 |
3.004 |
3.024 |
| PP |
3.005 |
3.005 |
3.005 |
2.995 |
| S1 |
2.958 |
2.958 |
2.988 |
2.940 |
| S2 |
2.921 |
2.921 |
2.981 |
|
| S3 |
2.837 |
2.874 |
2.973 |
|
| S4 |
2.753 |
2.790 |
2.950 |
|
|
| 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 |
3.091 |
2.907 |
0.184 |
6.1% |
0.107 |
3.6% |
48% |
False |
False |
52,889 |
| 10 |
3.091 |
2.638 |
0.453 |
15.1% |
0.145 |
4.8% |
79% |
False |
False |
98,583 |
| 20 |
3.091 |
2.373 |
0.718 |
24.0% |
0.162 |
5.4% |
87% |
False |
False |
140,500 |
| 40 |
3.091 |
2.373 |
0.718 |
24.0% |
0.153 |
5.1% |
87% |
False |
False |
133,140 |
| 60 |
3.091 |
2.373 |
0.718 |
24.0% |
0.135 |
4.5% |
87% |
False |
False |
109,163 |
| 80 |
3.091 |
2.253 |
0.838 |
28.0% |
0.122 |
4.1% |
89% |
False |
False |
90,414 |
| 100 |
3.091 |
2.133 |
0.958 |
32.0% |
0.110 |
3.7% |
90% |
False |
False |
76,395 |
| 120 |
3.091 |
2.133 |
0.958 |
32.0% |
0.103 |
3.4% |
90% |
False |
False |
65,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.408 |
|
2.618 |
3.271 |
|
1.618 |
3.187 |
|
1.000 |
3.135 |
|
0.618 |
3.103 |
|
HIGH |
3.051 |
|
0.618 |
3.019 |
|
0.500 |
3.009 |
|
0.382 |
2.999 |
|
LOW |
2.967 |
|
0.618 |
2.915 |
|
1.000 |
2.883 |
|
1.618 |
2.831 |
|
2.618 |
2.747 |
|
4.250 |
2.610 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.009 |
2.999 |
| PP |
3.005 |
2.998 |
| S1 |
3.000 |
2.997 |
|