NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 13-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.287 |
3.231 |
-0.056 |
-1.7% |
2.989 |
| High |
3.329 |
3.269 |
-0.060 |
-1.8% |
3.263 |
| Low |
3.219 |
3.189 |
-0.030 |
-0.9% |
2.989 |
| Close |
3.271 |
3.247 |
-0.024 |
-0.7% |
3.204 |
| Range |
0.110 |
0.080 |
-0.030 |
-27.3% |
0.274 |
| ATR |
0.123 |
0.120 |
-0.003 |
-2.4% |
0.000 |
| Volume |
95,739 |
105,081 |
9,342 |
9.8% |
453,550 |
|
| Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.475 |
3.441 |
3.291 |
|
| R3 |
3.395 |
3.361 |
3.269 |
|
| R2 |
3.315 |
3.315 |
3.262 |
|
| R1 |
3.281 |
3.281 |
3.254 |
3.298 |
| PP |
3.235 |
3.235 |
3.235 |
3.244 |
| S1 |
3.201 |
3.201 |
3.240 |
3.218 |
| S2 |
3.155 |
3.155 |
3.232 |
|
| S3 |
3.075 |
3.121 |
3.225 |
|
| S4 |
2.995 |
3.041 |
3.203 |
|
|
| 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 |
8.3% |
0.114 |
3.5% |
70% |
False |
False |
103,166 |
| 10 |
3.329 |
2.922 |
0.407 |
12.5% |
0.134 |
4.1% |
80% |
False |
False |
89,666 |
| 20 |
3.370 |
2.922 |
0.448 |
13.8% |
0.131 |
4.0% |
73% |
False |
False |
74,016 |
| 40 |
3.370 |
2.922 |
0.448 |
13.8% |
0.106 |
3.2% |
73% |
False |
False |
55,928 |
| 60 |
3.370 |
2.665 |
0.705 |
21.7% |
0.096 |
3.0% |
83% |
False |
False |
45,059 |
| 80 |
3.370 |
2.637 |
0.733 |
22.6% |
0.086 |
2.6% |
83% |
False |
False |
38,242 |
| 100 |
3.370 |
2.637 |
0.733 |
22.6% |
0.079 |
2.4% |
83% |
False |
False |
33,312 |
| 120 |
3.370 |
2.637 |
0.733 |
22.6% |
0.077 |
2.4% |
83% |
False |
False |
29,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.609 |
|
2.618 |
3.478 |
|
1.618 |
3.398 |
|
1.000 |
3.349 |
|
0.618 |
3.318 |
|
HIGH |
3.269 |
|
0.618 |
3.238 |
|
0.500 |
3.229 |
|
0.382 |
3.220 |
|
LOW |
3.189 |
|
0.618 |
3.140 |
|
1.000 |
3.109 |
|
1.618 |
3.060 |
|
2.618 |
2.980 |
|
4.250 |
2.849 |
|
|
| Fisher Pivots for day following 13-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.241 |
3.241 |
| PP |
3.235 |
3.236 |
| S1 |
3.229 |
3.230 |
|