NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 30-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.283 |
3.313 |
0.030 |
0.9% |
3.176 |
| High |
3.346 |
3.396 |
0.050 |
1.5% |
3.396 |
| Low |
3.151 |
3.256 |
0.105 |
3.3% |
3.151 |
| Close |
3.301 |
3.354 |
0.053 |
1.6% |
3.354 |
| Range |
0.195 |
0.140 |
-0.055 |
-28.2% |
0.245 |
| ATR |
0.119 |
0.121 |
0.001 |
1.3% |
0.000 |
| Volume |
168,764 |
146,433 |
-22,331 |
-13.2% |
682,338 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.755 |
3.695 |
3.431 |
|
| R3 |
3.615 |
3.555 |
3.393 |
|
| R2 |
3.475 |
3.475 |
3.380 |
|
| R1 |
3.415 |
3.415 |
3.367 |
3.445 |
| PP |
3.335 |
3.335 |
3.335 |
3.351 |
| S1 |
3.275 |
3.275 |
3.341 |
3.305 |
| S2 |
3.195 |
3.195 |
3.328 |
|
| S3 |
3.055 |
3.135 |
3.316 |
|
| S4 |
2.915 |
2.995 |
3.277 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.035 |
3.940 |
3.489 |
|
| R3 |
3.790 |
3.695 |
3.421 |
|
| R2 |
3.545 |
3.545 |
3.399 |
|
| R1 |
3.450 |
3.450 |
3.376 |
3.498 |
| PP |
3.300 |
3.300 |
3.300 |
3.324 |
| S1 |
3.205 |
3.205 |
3.332 |
3.253 |
| S2 |
3.055 |
3.055 |
3.309 |
|
| S3 |
2.810 |
2.960 |
3.287 |
|
| S4 |
2.565 |
2.715 |
3.219 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.396 |
3.151 |
0.245 |
7.3% |
0.137 |
4.1% |
83% |
True |
False |
136,467 |
| 10 |
3.396 |
3.151 |
0.245 |
7.3% |
0.121 |
3.6% |
83% |
True |
False |
115,897 |
| 20 |
3.396 |
2.989 |
0.407 |
12.1% |
0.121 |
3.6% |
90% |
True |
False |
104,184 |
| 40 |
3.396 |
2.922 |
0.474 |
14.1% |
0.116 |
3.4% |
91% |
True |
False |
80,156 |
| 60 |
3.396 |
2.922 |
0.474 |
14.1% |
0.104 |
3.1% |
91% |
True |
False |
64,009 |
| 80 |
3.396 |
2.657 |
0.739 |
22.0% |
0.095 |
2.8% |
94% |
True |
False |
52,905 |
| 100 |
3.396 |
2.637 |
0.759 |
22.6% |
0.087 |
2.6% |
94% |
True |
False |
45,870 |
| 120 |
3.396 |
2.637 |
0.759 |
22.6% |
0.082 |
2.4% |
94% |
True |
False |
40,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.991 |
|
2.618 |
3.763 |
|
1.618 |
3.623 |
|
1.000 |
3.536 |
|
0.618 |
3.483 |
|
HIGH |
3.396 |
|
0.618 |
3.343 |
|
0.500 |
3.326 |
|
0.382 |
3.309 |
|
LOW |
3.256 |
|
0.618 |
3.169 |
|
1.000 |
3.116 |
|
1.618 |
3.029 |
|
2.618 |
2.889 |
|
4.250 |
2.661 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.345 |
3.327 |
| PP |
3.335 |
3.300 |
| S1 |
3.326 |
3.274 |
|