NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 04-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.236 |
3.056 |
-0.180 |
-5.6% |
3.176 |
| High |
3.241 |
3.091 |
-0.150 |
-4.6% |
3.396 |
| Low |
3.041 |
3.002 |
-0.039 |
-1.3% |
3.151 |
| Close |
3.059 |
3.046 |
-0.013 |
-0.4% |
3.354 |
| Range |
0.200 |
0.089 |
-0.111 |
-55.5% |
0.245 |
| ATR |
0.130 |
0.127 |
-0.003 |
-2.3% |
0.000 |
| Volume |
184,775 |
145,538 |
-39,237 |
-21.2% |
682,338 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.313 |
3.269 |
3.095 |
|
| R3 |
3.224 |
3.180 |
3.070 |
|
| R2 |
3.135 |
3.135 |
3.062 |
|
| R1 |
3.091 |
3.091 |
3.054 |
3.069 |
| PP |
3.046 |
3.046 |
3.046 |
3.035 |
| S1 |
3.002 |
3.002 |
3.038 |
2.980 |
| S2 |
2.957 |
2.957 |
3.030 |
|
| S3 |
2.868 |
2.913 |
3.022 |
|
| S4 |
2.779 |
2.824 |
2.997 |
|
|
| 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 |
3.002 |
0.394 |
12.9% |
0.161 |
5.3% |
11% |
False |
True |
160,343 |
| 10 |
3.396 |
3.002 |
0.394 |
12.9% |
0.137 |
4.5% |
11% |
False |
True |
135,920 |
| 20 |
3.396 |
3.002 |
0.394 |
12.9% |
0.118 |
3.9% |
11% |
False |
True |
116,423 |
| 40 |
3.396 |
2.922 |
0.474 |
15.6% |
0.121 |
4.0% |
26% |
False |
False |
88,773 |
| 60 |
3.396 |
2.922 |
0.474 |
15.6% |
0.107 |
3.5% |
26% |
False |
False |
70,909 |
| 80 |
3.396 |
2.657 |
0.739 |
24.3% |
0.099 |
3.2% |
53% |
False |
False |
58,312 |
| 100 |
3.396 |
2.637 |
0.759 |
24.9% |
0.089 |
2.9% |
54% |
False |
False |
50,308 |
| 120 |
3.396 |
2.637 |
0.759 |
24.9% |
0.084 |
2.8% |
54% |
False |
False |
44,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.469 |
|
2.618 |
3.324 |
|
1.618 |
3.235 |
|
1.000 |
3.180 |
|
0.618 |
3.146 |
|
HIGH |
3.091 |
|
0.618 |
3.057 |
|
0.500 |
3.047 |
|
0.382 |
3.036 |
|
LOW |
3.002 |
|
0.618 |
2.947 |
|
1.000 |
2.913 |
|
1.618 |
2.858 |
|
2.618 |
2.769 |
|
4.250 |
2.624 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.047 |
3.198 |
| PP |
3.046 |
3.147 |
| S1 |
3.046 |
3.097 |
|