NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 19-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.261 |
3.205 |
-0.056 |
-1.7% |
3.287 |
| High |
3.319 |
3.311 |
-0.008 |
-0.2% |
3.329 |
| Low |
3.234 |
3.205 |
-0.029 |
-0.9% |
3.132 |
| Close |
3.271 |
3.280 |
0.009 |
0.3% |
3.271 |
| Range |
0.085 |
0.106 |
0.021 |
24.7% |
0.197 |
| ATR |
0.116 |
0.116 |
-0.001 |
-0.6% |
0.000 |
| Volume |
82,613 |
89,958 |
7,345 |
8.9% |
471,158 |
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.583 |
3.538 |
3.338 |
|
| R3 |
3.477 |
3.432 |
3.309 |
|
| R2 |
3.371 |
3.371 |
3.299 |
|
| R1 |
3.326 |
3.326 |
3.290 |
3.349 |
| PP |
3.265 |
3.265 |
3.265 |
3.277 |
| S1 |
3.220 |
3.220 |
3.270 |
3.243 |
| S2 |
3.159 |
3.159 |
3.261 |
|
| S3 |
3.053 |
3.114 |
3.251 |
|
| S4 |
2.947 |
3.008 |
3.222 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.835 |
3.750 |
3.379 |
|
| R3 |
3.638 |
3.553 |
3.325 |
|
| R2 |
3.441 |
3.441 |
3.307 |
|
| R1 |
3.356 |
3.356 |
3.289 |
3.300 |
| PP |
3.244 |
3.244 |
3.244 |
3.216 |
| S1 |
3.159 |
3.159 |
3.253 |
3.103 |
| S2 |
3.047 |
3.047 |
3.235 |
|
| S3 |
2.850 |
2.962 |
3.217 |
|
| S4 |
2.653 |
2.765 |
3.163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.319 |
3.132 |
0.187 |
5.7% |
0.091 |
2.8% |
79% |
False |
False |
93,075 |
| 10 |
3.329 |
3.060 |
0.269 |
8.2% |
0.109 |
3.3% |
82% |
False |
False |
93,699 |
| 20 |
3.370 |
2.922 |
0.448 |
13.7% |
0.127 |
3.9% |
80% |
False |
False |
80,142 |
| 40 |
3.370 |
2.922 |
0.448 |
13.7% |
0.108 |
3.3% |
80% |
False |
False |
62,914 |
| 60 |
3.370 |
2.737 |
0.633 |
19.3% |
0.098 |
3.0% |
86% |
False |
False |
50,142 |
| 80 |
3.370 |
2.645 |
0.725 |
22.1% |
0.088 |
2.7% |
88% |
False |
False |
41,948 |
| 100 |
3.370 |
2.637 |
0.733 |
22.3% |
0.080 |
2.4% |
88% |
False |
False |
36,481 |
| 120 |
3.370 |
2.637 |
0.733 |
22.3% |
0.078 |
2.4% |
88% |
False |
False |
32,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.762 |
|
2.618 |
3.589 |
|
1.618 |
3.483 |
|
1.000 |
3.417 |
|
0.618 |
3.377 |
|
HIGH |
3.311 |
|
0.618 |
3.271 |
|
0.500 |
3.258 |
|
0.382 |
3.245 |
|
LOW |
3.205 |
|
0.618 |
3.139 |
|
1.000 |
3.099 |
|
1.618 |
3.033 |
|
2.618 |
2.927 |
|
4.250 |
2.755 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.273 |
3.273 |
| PP |
3.265 |
3.266 |
| S1 |
3.258 |
3.260 |
|