NYMEX Natural Gas Future December 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 |
3.338 |
3.263 |
-0.075 |
-2.2% |
3.205 |
| High |
3.359 |
3.277 |
-0.082 |
-2.4% |
3.362 |
| Low |
3.254 |
3.166 |
-0.088 |
-2.7% |
3.166 |
| Close |
3.272 |
3.195 |
-0.077 |
-2.4% |
3.195 |
| Range |
0.105 |
0.111 |
0.006 |
5.7% |
0.196 |
| ATR |
0.113 |
0.113 |
0.000 |
-0.1% |
0.000 |
| Volume |
95,702 |
94,649 |
-1,053 |
-1.1% |
476,638 |
|
| Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.546 |
3.481 |
3.256 |
|
| R3 |
3.435 |
3.370 |
3.226 |
|
| R2 |
3.324 |
3.324 |
3.215 |
|
| R1 |
3.259 |
3.259 |
3.205 |
3.236 |
| PP |
3.213 |
3.213 |
3.213 |
3.201 |
| S1 |
3.148 |
3.148 |
3.185 |
3.125 |
| S2 |
3.102 |
3.102 |
3.175 |
|
| S3 |
2.991 |
3.037 |
3.164 |
|
| S4 |
2.880 |
2.926 |
3.134 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.829 |
3.708 |
3.303 |
|
| R3 |
3.633 |
3.512 |
3.249 |
|
| R2 |
3.437 |
3.437 |
3.231 |
|
| R1 |
3.316 |
3.316 |
3.213 |
3.279 |
| PP |
3.241 |
3.241 |
3.241 |
3.222 |
| S1 |
3.120 |
3.120 |
3.177 |
3.083 |
| S2 |
3.045 |
3.045 |
3.159 |
|
| S3 |
2.849 |
2.924 |
3.141 |
|
| S4 |
2.653 |
2.728 |
3.087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.362 |
3.166 |
0.196 |
6.1% |
0.105 |
3.3% |
15% |
False |
True |
95,327 |
| 10 |
3.362 |
3.132 |
0.230 |
7.2% |
0.099 |
3.1% |
27% |
False |
False |
94,779 |
| 20 |
3.362 |
2.922 |
0.440 |
13.8% |
0.121 |
3.8% |
62% |
False |
False |
87,719 |
| 40 |
3.370 |
2.922 |
0.448 |
14.0% |
0.110 |
3.4% |
61% |
False |
False |
69,716 |
| 60 |
3.370 |
2.781 |
0.589 |
18.4% |
0.100 |
3.1% |
70% |
False |
False |
55,209 |
| 80 |
3.370 |
2.657 |
0.713 |
22.3% |
0.090 |
2.8% |
75% |
False |
False |
45,861 |
| 100 |
3.370 |
2.637 |
0.733 |
22.9% |
0.083 |
2.6% |
76% |
False |
False |
39,681 |
| 120 |
3.370 |
2.637 |
0.733 |
22.9% |
0.079 |
2.5% |
76% |
False |
False |
35,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.749 |
|
2.618 |
3.568 |
|
1.618 |
3.457 |
|
1.000 |
3.388 |
|
0.618 |
3.346 |
|
HIGH |
3.277 |
|
0.618 |
3.235 |
|
0.500 |
3.222 |
|
0.382 |
3.208 |
|
LOW |
3.166 |
|
0.618 |
3.097 |
|
1.000 |
3.055 |
|
1.618 |
2.986 |
|
2.618 |
2.875 |
|
4.250 |
2.694 |
|
|
| Fisher Pivots for day following 23-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.222 |
3.264 |
| PP |
3.213 |
3.241 |
| S1 |
3.204 |
3.218 |
|