NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 06-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.062 |
2.934 |
-0.128 |
-4.2% |
3.374 |
| High |
3.113 |
2.971 |
-0.142 |
-4.6% |
3.393 |
| Low |
2.925 |
2.866 |
-0.059 |
-2.0% |
2.866 |
| Close |
2.942 |
2.888 |
-0.054 |
-1.8% |
2.888 |
| Range |
0.188 |
0.105 |
-0.083 |
-44.1% |
0.527 |
| ATR |
0.132 |
0.130 |
-0.002 |
-1.4% |
0.000 |
| Volume |
173,752 |
186,660 |
12,908 |
7.4% |
846,931 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.223 |
3.161 |
2.946 |
|
| R3 |
3.118 |
3.056 |
2.917 |
|
| R2 |
3.013 |
3.013 |
2.907 |
|
| R1 |
2.951 |
2.951 |
2.898 |
2.930 |
| PP |
2.908 |
2.908 |
2.908 |
2.898 |
| S1 |
2.846 |
2.846 |
2.878 |
2.825 |
| S2 |
2.803 |
2.803 |
2.869 |
|
| S3 |
2.698 |
2.741 |
2.859 |
|
| S4 |
2.593 |
2.636 |
2.830 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.630 |
4.286 |
3.178 |
|
| R3 |
4.103 |
3.759 |
3.033 |
|
| R2 |
3.576 |
3.576 |
2.985 |
|
| R1 |
3.232 |
3.232 |
2.936 |
3.141 |
| PP |
3.049 |
3.049 |
3.049 |
3.003 |
| S1 |
2.705 |
2.705 |
2.840 |
2.614 |
| S2 |
2.522 |
2.522 |
2.791 |
|
| S3 |
1.995 |
2.178 |
2.743 |
|
| S4 |
1.468 |
1.651 |
2.598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.393 |
2.866 |
0.527 |
18.2% |
0.152 |
5.3% |
4% |
False |
True |
169,386 |
| 10 |
3.396 |
2.866 |
0.530 |
18.4% |
0.145 |
5.0% |
4% |
False |
True |
152,926 |
| 20 |
3.396 |
2.866 |
0.530 |
18.4% |
0.122 |
4.2% |
4% |
False |
True |
123,853 |
| 40 |
3.396 |
2.866 |
0.530 |
18.4% |
0.125 |
4.3% |
4% |
False |
True |
95,875 |
| 60 |
3.396 |
2.866 |
0.530 |
18.4% |
0.110 |
3.8% |
4% |
False |
True |
76,073 |
| 80 |
3.396 |
2.657 |
0.739 |
25.6% |
0.101 |
3.5% |
31% |
False |
False |
62,549 |
| 100 |
3.396 |
2.637 |
0.759 |
26.3% |
0.092 |
3.2% |
33% |
False |
False |
53,704 |
| 120 |
3.396 |
2.637 |
0.759 |
26.3% |
0.085 |
3.0% |
33% |
False |
False |
46,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.417 |
|
2.618 |
3.246 |
|
1.618 |
3.141 |
|
1.000 |
3.076 |
|
0.618 |
3.036 |
|
HIGH |
2.971 |
|
0.618 |
2.931 |
|
0.500 |
2.919 |
|
0.382 |
2.906 |
|
LOW |
2.866 |
|
0.618 |
2.801 |
|
1.000 |
2.761 |
|
1.618 |
2.696 |
|
2.618 |
2.591 |
|
4.250 |
2.420 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.919 |
2.990 |
| PP |
2.908 |
2.956 |
| S1 |
2.898 |
2.922 |
|