NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 09-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.934 |
2.872 |
-0.062 |
-2.1% |
3.374 |
| High |
2.971 |
2.929 |
-0.042 |
-1.4% |
3.393 |
| Low |
2.866 |
2.821 |
-0.045 |
-1.6% |
2.866 |
| Close |
2.888 |
2.859 |
-0.029 |
-1.0% |
2.888 |
| Range |
0.105 |
0.108 |
0.003 |
2.9% |
0.527 |
| ATR |
0.130 |
0.128 |
-0.002 |
-1.2% |
0.000 |
| Volume |
186,660 |
125,977 |
-60,683 |
-32.5% |
846,931 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.194 |
3.134 |
2.918 |
|
| R3 |
3.086 |
3.026 |
2.889 |
|
| R2 |
2.978 |
2.978 |
2.879 |
|
| R1 |
2.918 |
2.918 |
2.869 |
2.894 |
| PP |
2.870 |
2.870 |
2.870 |
2.858 |
| S1 |
2.810 |
2.810 |
2.849 |
2.786 |
| S2 |
2.762 |
2.762 |
2.839 |
|
| S3 |
2.654 |
2.702 |
2.829 |
|
| S4 |
2.546 |
2.594 |
2.800 |
|
|
| 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 |
3.241 |
2.821 |
0.420 |
14.7% |
0.138 |
4.8% |
9% |
False |
True |
163,340 |
| 10 |
3.396 |
2.821 |
0.575 |
20.1% |
0.142 |
5.0% |
7% |
False |
True |
155,643 |
| 20 |
3.396 |
2.821 |
0.575 |
20.1% |
0.121 |
4.2% |
7% |
False |
True |
125,365 |
| 40 |
3.396 |
2.821 |
0.575 |
20.1% |
0.125 |
4.4% |
7% |
False |
True |
97,832 |
| 60 |
3.396 |
2.821 |
0.575 |
20.1% |
0.110 |
3.9% |
7% |
False |
True |
77,612 |
| 80 |
3.396 |
2.657 |
0.739 |
25.8% |
0.102 |
3.6% |
27% |
False |
False |
63,982 |
| 100 |
3.396 |
2.637 |
0.759 |
26.5% |
0.092 |
3.2% |
29% |
False |
False |
54,797 |
| 120 |
3.396 |
2.637 |
0.759 |
26.5% |
0.086 |
3.0% |
29% |
False |
False |
47,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.388 |
|
2.618 |
3.212 |
|
1.618 |
3.104 |
|
1.000 |
3.037 |
|
0.618 |
2.996 |
|
HIGH |
2.929 |
|
0.618 |
2.888 |
|
0.500 |
2.875 |
|
0.382 |
2.862 |
|
LOW |
2.821 |
|
0.618 |
2.754 |
|
1.000 |
2.713 |
|
1.618 |
2.646 |
|
2.618 |
2.538 |
|
4.250 |
2.362 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.875 |
2.967 |
| PP |
2.870 |
2.931 |
| S1 |
2.864 |
2.895 |
|