NYMEX Natural Gas Future November 2020
| Trading Metrics calculated at close of trading on 21-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.831 |
2.897 |
0.066 |
2.3% |
2.891 |
| High |
2.950 |
3.053 |
0.103 |
3.5% |
2.955 |
| Low |
2.824 |
2.890 |
0.066 |
2.3% |
2.610 |
| Close |
2.913 |
3.023 |
0.110 |
3.8% |
2.773 |
| Range |
0.126 |
0.163 |
0.037 |
29.4% |
0.345 |
| ATR |
0.179 |
0.177 |
-0.001 |
-0.6% |
0.000 |
| Volume |
119,808 |
154,373 |
34,565 |
28.9% |
839,479 |
|
| Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.478 |
3.413 |
3.113 |
|
| R3 |
3.315 |
3.250 |
3.068 |
|
| R2 |
3.152 |
3.152 |
3.053 |
|
| R1 |
3.087 |
3.087 |
3.038 |
3.120 |
| PP |
2.989 |
2.989 |
2.989 |
3.005 |
| S1 |
2.924 |
2.924 |
3.008 |
2.957 |
| S2 |
2.826 |
2.826 |
2.993 |
|
| S3 |
2.663 |
2.761 |
2.978 |
|
| S4 |
2.500 |
2.598 |
2.933 |
|
|
| 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 |
3.053 |
2.638 |
0.415 |
13.7% |
0.183 |
6.0% |
93% |
True |
False |
144,278 |
| 10 |
3.053 |
2.508 |
0.545 |
18.0% |
0.168 |
5.6% |
94% |
True |
False |
166,994 |
| 20 |
3.053 |
2.373 |
0.680 |
22.5% |
0.178 |
5.9% |
96% |
True |
False |
163,918 |
| 40 |
3.053 |
2.373 |
0.680 |
22.5% |
0.156 |
5.1% |
96% |
True |
False |
135,979 |
| 60 |
3.053 |
2.373 |
0.680 |
22.5% |
0.136 |
4.5% |
96% |
True |
False |
109,200 |
| 80 |
3.053 |
2.219 |
0.834 |
27.6% |
0.120 |
4.0% |
96% |
True |
False |
89,013 |
| 100 |
3.053 |
2.133 |
0.920 |
30.4% |
0.107 |
3.5% |
97% |
True |
False |
74,422 |
| 120 |
3.053 |
2.133 |
0.920 |
30.4% |
0.102 |
3.4% |
97% |
True |
False |
64,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.746 |
|
2.618 |
3.480 |
|
1.618 |
3.317 |
|
1.000 |
3.216 |
|
0.618 |
3.154 |
|
HIGH |
3.053 |
|
0.618 |
2.991 |
|
0.500 |
2.972 |
|
0.382 |
2.952 |
|
LOW |
2.890 |
|
0.618 |
2.789 |
|
1.000 |
2.727 |
|
1.618 |
2.626 |
|
2.618 |
2.463 |
|
4.250 |
2.197 |
|
|
| Fisher Pivots for day following 21-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.006 |
2.964 |
| PP |
2.989 |
2.905 |
| S1 |
2.972 |
2.846 |
|