NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 03-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.374 |
3.236 |
-0.138 |
-4.1% |
3.176 |
| High |
3.393 |
3.241 |
-0.152 |
-4.5% |
3.396 |
| Low |
3.214 |
3.041 |
-0.173 |
-5.4% |
3.151 |
| Close |
3.244 |
3.059 |
-0.185 |
-5.7% |
3.354 |
| Range |
0.179 |
0.200 |
0.021 |
11.7% |
0.245 |
| ATR |
0.125 |
0.130 |
0.006 |
4.5% |
0.000 |
| Volume |
156,206 |
184,775 |
28,569 |
18.3% |
682,338 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.714 |
3.586 |
3.169 |
|
| R3 |
3.514 |
3.386 |
3.114 |
|
| R2 |
3.314 |
3.314 |
3.096 |
|
| R1 |
3.186 |
3.186 |
3.077 |
3.150 |
| PP |
3.114 |
3.114 |
3.114 |
3.096 |
| S1 |
2.986 |
2.986 |
3.041 |
2.950 |
| S2 |
2.914 |
2.914 |
3.022 |
|
| S3 |
2.714 |
2.786 |
3.004 |
|
| S4 |
2.514 |
2.586 |
2.949 |
|
|
| 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 |
3.041 |
0.355 |
11.6% |
0.155 |
5.1% |
5% |
False |
True |
151,640 |
| 10 |
3.396 |
3.041 |
0.355 |
11.6% |
0.139 |
4.5% |
5% |
False |
True |
133,113 |
| 20 |
3.396 |
3.041 |
0.355 |
11.6% |
0.121 |
4.0% |
5% |
False |
True |
114,306 |
| 40 |
3.396 |
2.922 |
0.474 |
15.5% |
0.120 |
3.9% |
29% |
False |
False |
86,319 |
| 60 |
3.396 |
2.922 |
0.474 |
15.5% |
0.107 |
3.5% |
29% |
False |
False |
68,786 |
| 80 |
3.396 |
2.657 |
0.739 |
24.2% |
0.098 |
3.2% |
54% |
False |
False |
56,654 |
| 100 |
3.396 |
2.637 |
0.759 |
24.8% |
0.089 |
2.9% |
56% |
False |
False |
48,964 |
| 120 |
3.396 |
2.637 |
0.759 |
24.8% |
0.084 |
2.8% |
56% |
False |
False |
42,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.091 |
|
2.618 |
3.765 |
|
1.618 |
3.565 |
|
1.000 |
3.441 |
|
0.618 |
3.365 |
|
HIGH |
3.241 |
|
0.618 |
3.165 |
|
0.500 |
3.141 |
|
0.382 |
3.117 |
|
LOW |
3.041 |
|
0.618 |
2.917 |
|
1.000 |
2.841 |
|
1.618 |
2.717 |
|
2.618 |
2.517 |
|
4.250 |
2.191 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.141 |
3.219 |
| PP |
3.114 |
3.165 |
| S1 |
3.086 |
3.112 |
|