NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 14-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.231 |
3.209 |
-0.022 |
-0.7% |
2.989 |
| High |
3.269 |
3.226 |
-0.043 |
-1.3% |
3.263 |
| Low |
3.189 |
3.132 |
-0.057 |
-1.8% |
2.989 |
| Close |
3.247 |
3.189 |
-0.058 |
-1.8% |
3.204 |
| Range |
0.080 |
0.094 |
0.014 |
17.5% |
0.274 |
| ATR |
0.120 |
0.120 |
0.000 |
-0.3% |
0.000 |
| Volume |
105,081 |
106,345 |
1,264 |
1.2% |
453,550 |
|
| Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.464 |
3.421 |
3.241 |
|
| R3 |
3.370 |
3.327 |
3.215 |
|
| R2 |
3.276 |
3.276 |
3.206 |
|
| R1 |
3.233 |
3.233 |
3.198 |
3.208 |
| PP |
3.182 |
3.182 |
3.182 |
3.170 |
| S1 |
3.139 |
3.139 |
3.180 |
3.114 |
| S2 |
3.088 |
3.088 |
3.172 |
|
| S3 |
2.994 |
3.045 |
3.163 |
|
| S4 |
2.900 |
2.951 |
3.137 |
|
|
| 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 |
3.075 |
0.254 |
8.0% |
0.100 |
3.1% |
45% |
False |
False |
103,797 |
| 10 |
3.329 |
2.922 |
0.407 |
12.8% |
0.131 |
4.1% |
66% |
False |
False |
93,691 |
| 20 |
3.370 |
2.922 |
0.448 |
14.0% |
0.131 |
4.1% |
60% |
False |
False |
77,459 |
| 40 |
3.370 |
2.922 |
0.448 |
14.0% |
0.106 |
3.3% |
60% |
False |
False |
58,020 |
| 60 |
3.370 |
2.665 |
0.705 |
22.1% |
0.097 |
3.0% |
74% |
False |
False |
46,658 |
| 80 |
3.370 |
2.637 |
0.733 |
23.0% |
0.086 |
2.7% |
75% |
False |
False |
39,392 |
| 100 |
3.370 |
2.637 |
0.733 |
23.0% |
0.079 |
2.5% |
75% |
False |
False |
34,279 |
| 120 |
3.370 |
2.637 |
0.733 |
23.0% |
0.077 |
2.4% |
75% |
False |
False |
30,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.626 |
|
2.618 |
3.472 |
|
1.618 |
3.378 |
|
1.000 |
3.320 |
|
0.618 |
3.284 |
|
HIGH |
3.226 |
|
0.618 |
3.190 |
|
0.500 |
3.179 |
|
0.382 |
3.168 |
|
LOW |
3.132 |
|
0.618 |
3.074 |
|
1.000 |
3.038 |
|
1.618 |
2.980 |
|
2.618 |
2.886 |
|
4.250 |
2.733 |
|
|
| Fisher Pivots for day following 14-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.186 |
3.231 |
| PP |
3.182 |
3.217 |
| S1 |
3.179 |
3.203 |
|