NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 12-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.131 |
3.287 |
0.156 |
5.0% |
2.989 |
| High |
3.263 |
3.329 |
0.066 |
2.0% |
3.263 |
| Low |
3.131 |
3.219 |
0.088 |
2.8% |
2.989 |
| Close |
3.204 |
3.271 |
0.067 |
2.1% |
3.204 |
| Range |
0.132 |
0.110 |
-0.022 |
-16.7% |
0.274 |
| ATR |
0.123 |
0.123 |
0.000 |
0.1% |
0.000 |
| Volume |
112,574 |
95,739 |
-16,835 |
-15.0% |
453,550 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.603 |
3.547 |
3.332 |
|
| R3 |
3.493 |
3.437 |
3.301 |
|
| R2 |
3.383 |
3.383 |
3.291 |
|
| R1 |
3.327 |
3.327 |
3.281 |
3.300 |
| PP |
3.273 |
3.273 |
3.273 |
3.260 |
| S1 |
3.217 |
3.217 |
3.261 |
3.190 |
| S2 |
3.163 |
3.163 |
3.251 |
|
| S3 |
3.053 |
3.107 |
3.241 |
|
| S4 |
2.943 |
2.997 |
3.211 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.974 |
3.863 |
3.355 |
|
| R3 |
3.700 |
3.589 |
3.279 |
|
| R2 |
3.426 |
3.426 |
3.254 |
|
| R1 |
3.315 |
3.315 |
3.229 |
3.371 |
| PP |
3.152 |
3.152 |
3.152 |
3.180 |
| S1 |
3.041 |
3.041 |
3.179 |
3.097 |
| S2 |
2.878 |
2.878 |
3.154 |
|
| S3 |
2.604 |
2.767 |
3.129 |
|
| S4 |
2.330 |
2.493 |
3.053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.329 |
3.060 |
0.269 |
8.2% |
0.126 |
3.8% |
78% |
True |
False |
94,322 |
| 10 |
3.329 |
2.922 |
0.407 |
12.4% |
0.146 |
4.5% |
86% |
True |
False |
86,430 |
| 20 |
3.370 |
2.922 |
0.448 |
13.7% |
0.129 |
4.0% |
78% |
False |
False |
70,300 |
| 40 |
3.370 |
2.922 |
0.448 |
13.7% |
0.105 |
3.2% |
78% |
False |
False |
53,735 |
| 60 |
3.370 |
2.657 |
0.713 |
21.8% |
0.096 |
2.9% |
86% |
False |
False |
43,522 |
| 80 |
3.370 |
2.637 |
0.733 |
22.4% |
0.085 |
2.6% |
86% |
False |
False |
37,155 |
| 100 |
3.370 |
2.637 |
0.733 |
22.4% |
0.079 |
2.4% |
86% |
False |
False |
32,350 |
| 120 |
3.370 |
2.637 |
0.733 |
22.4% |
0.077 |
2.3% |
86% |
False |
False |
28,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.797 |
|
2.618 |
3.617 |
|
1.618 |
3.507 |
|
1.000 |
3.439 |
|
0.618 |
3.397 |
|
HIGH |
3.329 |
|
0.618 |
3.287 |
|
0.500 |
3.274 |
|
0.382 |
3.261 |
|
LOW |
3.219 |
|
0.618 |
3.151 |
|
1.000 |
3.109 |
|
1.618 |
3.041 |
|
2.618 |
2.931 |
|
4.250 |
2.752 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.274 |
3.248 |
| PP |
3.273 |
3.225 |
| S1 |
3.272 |
3.202 |
|