NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 02-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.313 |
3.374 |
0.061 |
1.8% |
3.176 |
| High |
3.396 |
3.393 |
-0.003 |
-0.1% |
3.396 |
| Low |
3.256 |
3.214 |
-0.042 |
-1.3% |
3.151 |
| Close |
3.354 |
3.244 |
-0.110 |
-3.3% |
3.354 |
| Range |
0.140 |
0.179 |
0.039 |
27.9% |
0.245 |
| ATR |
0.121 |
0.125 |
0.004 |
3.5% |
0.000 |
| Volume |
146,433 |
156,206 |
9,773 |
6.7% |
682,338 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.821 |
3.711 |
3.342 |
|
| R3 |
3.642 |
3.532 |
3.293 |
|
| R2 |
3.463 |
3.463 |
3.277 |
|
| R1 |
3.353 |
3.353 |
3.260 |
3.319 |
| PP |
3.284 |
3.284 |
3.284 |
3.266 |
| S1 |
3.174 |
3.174 |
3.228 |
3.140 |
| S2 |
3.105 |
3.105 |
3.211 |
|
| S3 |
2.926 |
2.995 |
3.195 |
|
| S4 |
2.747 |
2.816 |
3.146 |
|
|
| 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 |
7.6% |
0.146 |
4.5% |
38% |
False |
False |
147,947 |
| 10 |
3.396 |
3.151 |
0.245 |
7.6% |
0.128 |
4.0% |
38% |
False |
False |
122,522 |
| 20 |
3.396 |
3.060 |
0.336 |
10.4% |
0.118 |
3.6% |
55% |
False |
False |
108,110 |
| 40 |
3.396 |
2.922 |
0.474 |
14.6% |
0.118 |
3.6% |
68% |
False |
False |
82,831 |
| 60 |
3.396 |
2.922 |
0.474 |
14.6% |
0.105 |
3.2% |
68% |
False |
False |
66,106 |
| 80 |
3.396 |
2.657 |
0.739 |
22.8% |
0.096 |
3.0% |
79% |
False |
False |
54,590 |
| 100 |
3.396 |
2.637 |
0.759 |
23.4% |
0.088 |
2.7% |
80% |
False |
False |
47,242 |
| 120 |
3.396 |
2.637 |
0.759 |
23.4% |
0.083 |
2.6% |
80% |
False |
False |
41,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.154 |
|
2.618 |
3.862 |
|
1.618 |
3.683 |
|
1.000 |
3.572 |
|
0.618 |
3.504 |
|
HIGH |
3.393 |
|
0.618 |
3.325 |
|
0.500 |
3.304 |
|
0.382 |
3.282 |
|
LOW |
3.214 |
|
0.618 |
3.103 |
|
1.000 |
3.035 |
|
1.618 |
2.924 |
|
2.618 |
2.745 |
|
4.250 |
2.453 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.304 |
3.274 |
| PP |
3.284 |
3.264 |
| S1 |
3.264 |
3.254 |
|