NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 20-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.641 |
2.831 |
0.190 |
7.2% |
2.891 |
| High |
2.890 |
2.950 |
0.060 |
2.1% |
2.955 |
| Low |
2.638 |
2.824 |
0.186 |
7.1% |
2.610 |
| Close |
2.795 |
2.913 |
0.118 |
4.2% |
2.773 |
| Range |
0.252 |
0.126 |
-0.126 |
-50.0% |
0.345 |
| ATR |
0.180 |
0.179 |
-0.002 |
-1.0% |
0.000 |
| Volume |
150,451 |
119,808 |
-30,643 |
-20.4% |
839,479 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.274 |
3.219 |
2.982 |
|
| R3 |
3.148 |
3.093 |
2.948 |
|
| R2 |
3.022 |
3.022 |
2.936 |
|
| R1 |
2.967 |
2.967 |
2.925 |
2.995 |
| PP |
2.896 |
2.896 |
2.896 |
2.909 |
| S1 |
2.841 |
2.841 |
2.901 |
2.869 |
| S2 |
2.770 |
2.770 |
2.890 |
|
| S3 |
2.644 |
2.715 |
2.878 |
|
| S4 |
2.518 |
2.589 |
2.844 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.814 |
3.639 |
2.963 |
|
| R3 |
3.469 |
3.294 |
2.868 |
|
| R2 |
3.124 |
3.124 |
2.836 |
|
| R1 |
2.949 |
2.949 |
2.805 |
2.864 |
| PP |
2.779 |
2.779 |
2.779 |
2.737 |
| S1 |
2.604 |
2.604 |
2.741 |
2.519 |
| S2 |
2.434 |
2.434 |
2.710 |
|
| S3 |
2.089 |
2.259 |
2.678 |
|
| S4 |
1.744 |
1.914 |
2.583 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.950 |
2.610 |
0.340 |
11.7% |
0.182 |
6.3% |
89% |
True |
False |
150,321 |
| 10 |
2.955 |
2.466 |
0.489 |
16.8% |
0.174 |
6.0% |
91% |
False |
False |
172,663 |
| 20 |
2.955 |
2.373 |
0.582 |
20.0% |
0.186 |
6.4% |
93% |
False |
False |
166,335 |
| 40 |
3.002 |
2.373 |
0.629 |
21.6% |
0.153 |
5.2% |
86% |
False |
False |
133,100 |
| 60 |
3.002 |
2.371 |
0.631 |
21.7% |
0.135 |
4.6% |
86% |
False |
False |
107,145 |
| 80 |
3.002 |
2.176 |
0.826 |
28.4% |
0.119 |
4.1% |
89% |
False |
False |
87,427 |
| 100 |
3.002 |
2.133 |
0.869 |
29.8% |
0.106 |
3.6% |
90% |
False |
False |
72,991 |
| 120 |
3.002 |
2.133 |
0.869 |
29.8% |
0.101 |
3.5% |
90% |
False |
False |
63,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.486 |
|
2.618 |
3.280 |
|
1.618 |
3.154 |
|
1.000 |
3.076 |
|
0.618 |
3.028 |
|
HIGH |
2.950 |
|
0.618 |
2.902 |
|
0.500 |
2.887 |
|
0.382 |
2.872 |
|
LOW |
2.824 |
|
0.618 |
2.746 |
|
1.000 |
2.698 |
|
1.618 |
2.620 |
|
2.618 |
2.494 |
|
4.250 |
2.289 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.904 |
2.873 |
| PP |
2.896 |
2.834 |
| S1 |
2.887 |
2.794 |
|