NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 27-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.176 |
3.242 |
0.066 |
2.1% |
3.205 |
| High |
3.293 |
3.336 |
0.043 |
1.3% |
3.362 |
| Low |
3.159 |
3.180 |
0.021 |
0.7% |
3.166 |
| Close |
3.253 |
3.311 |
0.058 |
1.8% |
3.195 |
| Range |
0.134 |
0.156 |
0.022 |
16.4% |
0.196 |
| ATR |
0.114 |
0.117 |
0.003 |
2.6% |
0.000 |
| Volume |
98,807 |
166,308 |
67,501 |
68.3% |
476,638 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.744 |
3.683 |
3.397 |
|
| R3 |
3.588 |
3.527 |
3.354 |
|
| R2 |
3.432 |
3.432 |
3.340 |
|
| R1 |
3.371 |
3.371 |
3.325 |
3.402 |
| PP |
3.276 |
3.276 |
3.276 |
3.291 |
| S1 |
3.215 |
3.215 |
3.297 |
3.246 |
| S2 |
3.120 |
3.120 |
3.282 |
|
| S3 |
2.964 |
3.059 |
3.268 |
|
| S4 |
2.808 |
2.903 |
3.225 |
|
|
| 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 |
3.159 |
0.203 |
6.1% |
0.123 |
3.7% |
75% |
False |
False |
114,585 |
| 10 |
3.362 |
3.132 |
0.230 |
6.9% |
0.109 |
3.3% |
78% |
False |
False |
101,209 |
| 20 |
3.362 |
2.922 |
0.440 |
13.3% |
0.121 |
3.7% |
88% |
False |
False |
95,438 |
| 40 |
3.370 |
2.922 |
0.448 |
13.5% |
0.112 |
3.4% |
87% |
False |
False |
74,212 |
| 60 |
3.370 |
2.882 |
0.488 |
14.7% |
0.102 |
3.1% |
88% |
False |
False |
58,366 |
| 80 |
3.370 |
2.657 |
0.713 |
21.5% |
0.092 |
2.8% |
92% |
False |
False |
48,559 |
| 100 |
3.370 |
2.637 |
0.733 |
22.1% |
0.085 |
2.6% |
92% |
False |
False |
42,038 |
| 120 |
3.370 |
2.637 |
0.733 |
22.1% |
0.080 |
2.4% |
92% |
False |
False |
37,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.999 |
|
2.618 |
3.744 |
|
1.618 |
3.588 |
|
1.000 |
3.492 |
|
0.618 |
3.432 |
|
HIGH |
3.336 |
|
0.618 |
3.276 |
|
0.500 |
3.258 |
|
0.382 |
3.240 |
|
LOW |
3.180 |
|
0.618 |
3.084 |
|
1.000 |
3.024 |
|
1.618 |
2.928 |
|
2.618 |
2.772 |
|
4.250 |
2.517 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.293 |
3.290 |
| PP |
3.276 |
3.269 |
| S1 |
3.258 |
3.248 |
|