NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 01-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.502 |
2.550 |
0.048 |
1.9% |
2.588 |
| High |
2.579 |
2.592 |
0.013 |
0.5% |
2.928 |
| Low |
2.425 |
2.441 |
0.016 |
0.7% |
2.518 |
| Close |
2.527 |
2.527 |
0.000 |
0.0% |
2.807 |
| Range |
0.154 |
0.151 |
-0.003 |
-1.9% |
0.410 |
| ATR |
0.146 |
0.146 |
0.000 |
0.3% |
0.000 |
| Volume |
145,933 |
155,886 |
9,953 |
6.8% |
805,326 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.973 |
2.901 |
2.610 |
|
| R3 |
2.822 |
2.750 |
2.569 |
|
| R2 |
2.671 |
2.671 |
2.555 |
|
| R1 |
2.599 |
2.599 |
2.541 |
2.560 |
| PP |
2.520 |
2.520 |
2.520 |
2.500 |
| S1 |
2.448 |
2.448 |
2.513 |
2.409 |
| S2 |
2.369 |
2.369 |
2.499 |
|
| S3 |
2.218 |
2.297 |
2.485 |
|
| S4 |
2.067 |
2.146 |
2.444 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.981 |
3.804 |
3.033 |
|
| R3 |
3.571 |
3.394 |
2.920 |
|
| R2 |
3.161 |
3.161 |
2.882 |
|
| R1 |
2.984 |
2.984 |
2.845 |
3.073 |
| PP |
2.751 |
2.751 |
2.751 |
2.795 |
| S1 |
2.574 |
2.574 |
2.769 |
2.663 |
| S2 |
2.341 |
2.341 |
2.732 |
|
| S3 |
1.931 |
2.164 |
2.694 |
|
| S4 |
1.521 |
1.754 |
2.582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.918 |
2.425 |
0.493 |
19.5% |
0.170 |
6.7% |
21% |
False |
False |
150,352 |
| 10 |
2.928 |
2.425 |
0.503 |
19.9% |
0.180 |
7.1% |
20% |
False |
False |
153,696 |
| 20 |
3.002 |
2.425 |
0.577 |
22.8% |
0.145 |
5.7% |
18% |
False |
False |
126,021 |
| 40 |
3.002 |
2.425 |
0.577 |
22.8% |
0.124 |
4.9% |
18% |
False |
False |
96,201 |
| 60 |
3.002 |
2.253 |
0.749 |
29.6% |
0.111 |
4.4% |
37% |
False |
False |
75,773 |
| 80 |
3.002 |
2.133 |
0.869 |
34.4% |
0.099 |
3.9% |
45% |
False |
False |
62,155 |
| 100 |
3.002 |
2.133 |
0.869 |
34.4% |
0.092 |
3.7% |
45% |
False |
False |
52,453 |
| 120 |
3.002 |
2.133 |
0.869 |
34.4% |
0.090 |
3.6% |
45% |
False |
False |
45,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.234 |
|
2.618 |
2.987 |
|
1.618 |
2.836 |
|
1.000 |
2.743 |
|
0.618 |
2.685 |
|
HIGH |
2.592 |
|
0.618 |
2.534 |
|
0.500 |
2.517 |
|
0.382 |
2.499 |
|
LOW |
2.441 |
|
0.618 |
2.348 |
|
1.000 |
2.290 |
|
1.618 |
2.197 |
|
2.618 |
2.046 |
|
4.250 |
1.799 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.524 |
2.607 |
| PP |
2.520 |
2.580 |
| S1 |
2.517 |
2.554 |
|