NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 05-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.485 |
2.455 |
-0.030 |
-1.2% |
2.785 |
| High |
2.551 |
2.727 |
0.176 |
6.9% |
2.823 |
| Low |
2.373 |
2.446 |
0.073 |
3.1% |
2.373 |
| Close |
2.438 |
2.615 |
0.177 |
7.3% |
2.438 |
| Range |
0.178 |
0.281 |
0.103 |
57.9% |
0.450 |
| ATR |
0.148 |
0.158 |
0.010 |
6.8% |
0.000 |
| Volume |
163,725 |
195,405 |
31,680 |
19.3% |
775,189 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.439 |
3.308 |
2.770 |
|
| R3 |
3.158 |
3.027 |
2.692 |
|
| R2 |
2.877 |
2.877 |
2.667 |
|
| R1 |
2.746 |
2.746 |
2.641 |
2.812 |
| PP |
2.596 |
2.596 |
2.596 |
2.629 |
| S1 |
2.465 |
2.465 |
2.589 |
2.531 |
| S2 |
2.315 |
2.315 |
2.563 |
|
| S3 |
2.034 |
2.184 |
2.538 |
|
| S4 |
1.753 |
1.903 |
2.460 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.895 |
3.616 |
2.686 |
|
| R3 |
3.445 |
3.166 |
2.562 |
|
| R2 |
2.995 |
2.995 |
2.521 |
|
| R1 |
2.716 |
2.716 |
2.479 |
2.631 |
| PP |
2.545 |
2.545 |
2.545 |
2.502 |
| S1 |
2.266 |
2.266 |
2.397 |
2.181 |
| S2 |
2.095 |
2.095 |
2.356 |
|
| S3 |
1.645 |
1.816 |
2.314 |
|
| S4 |
1.195 |
1.366 |
2.191 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.789 |
2.373 |
0.416 |
15.9% |
0.213 |
8.1% |
58% |
False |
False |
171,480 |
| 10 |
2.928 |
2.373 |
0.555 |
21.2% |
0.197 |
7.5% |
44% |
False |
False |
158,756 |
| 20 |
2.990 |
2.373 |
0.617 |
23.6% |
0.158 |
6.0% |
39% |
False |
False |
136,530 |
| 40 |
3.002 |
2.373 |
0.629 |
24.1% |
0.130 |
5.0% |
38% |
False |
False |
102,285 |
| 60 |
3.002 |
2.253 |
0.749 |
28.6% |
0.114 |
4.4% |
48% |
False |
False |
80,307 |
| 80 |
3.002 |
2.133 |
0.869 |
33.2% |
0.102 |
3.9% |
55% |
False |
False |
66,160 |
| 100 |
3.002 |
2.133 |
0.869 |
33.2% |
0.095 |
3.6% |
55% |
False |
False |
55,654 |
| 120 |
3.002 |
2.133 |
0.869 |
33.2% |
0.093 |
3.6% |
55% |
False |
False |
48,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.921 |
|
2.618 |
3.463 |
|
1.618 |
3.182 |
|
1.000 |
3.008 |
|
0.618 |
2.901 |
|
HIGH |
2.727 |
|
0.618 |
2.620 |
|
0.500 |
2.587 |
|
0.382 |
2.553 |
|
LOW |
2.446 |
|
0.618 |
2.272 |
|
1.000 |
2.165 |
|
1.618 |
1.991 |
|
2.618 |
1.710 |
|
4.250 |
1.252 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.606 |
2.593 |
| PP |
2.596 |
2.572 |
| S1 |
2.587 |
2.550 |
|