NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.209 |
3.209 |
0.000 |
0.0% |
2.989 |
| High |
3.226 |
3.291 |
0.065 |
2.0% |
3.263 |
| Low |
3.132 |
3.200 |
0.068 |
2.2% |
2.989 |
| Close |
3.189 |
3.261 |
0.072 |
2.3% |
3.204 |
| Range |
0.094 |
0.091 |
-0.003 |
-3.2% |
0.274 |
| ATR |
0.120 |
0.119 |
-0.001 |
-1.1% |
0.000 |
| Volume |
106,345 |
81,380 |
-24,965 |
-23.5% |
453,550 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.524 |
3.483 |
3.311 |
|
| R3 |
3.433 |
3.392 |
3.286 |
|
| R2 |
3.342 |
3.342 |
3.278 |
|
| R1 |
3.301 |
3.301 |
3.269 |
3.322 |
| PP |
3.251 |
3.251 |
3.251 |
3.261 |
| S1 |
3.210 |
3.210 |
3.253 |
3.231 |
| S2 |
3.160 |
3.160 |
3.244 |
|
| S3 |
3.069 |
3.119 |
3.236 |
|
| S4 |
2.978 |
3.028 |
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 |
3.131 |
0.198 |
6.1% |
0.101 |
3.1% |
66% |
False |
False |
100,223 |
| 10 |
3.329 |
2.922 |
0.407 |
12.5% |
0.124 |
3.8% |
83% |
False |
False |
92,722 |
| 20 |
3.370 |
2.922 |
0.448 |
13.7% |
0.130 |
4.0% |
76% |
False |
False |
77,853 |
| 40 |
3.370 |
2.922 |
0.448 |
13.7% |
0.107 |
3.3% |
76% |
False |
False |
59,762 |
| 60 |
3.370 |
2.667 |
0.703 |
21.6% |
0.098 |
3.0% |
84% |
False |
False |
47,820 |
| 80 |
3.370 |
2.637 |
0.733 |
22.5% |
0.087 |
2.7% |
85% |
False |
False |
40,219 |
| 100 |
3.370 |
2.637 |
0.733 |
22.5% |
0.079 |
2.4% |
85% |
False |
False |
34,983 |
| 120 |
3.370 |
2.637 |
0.733 |
22.5% |
0.077 |
2.4% |
85% |
False |
False |
30,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.678 |
|
2.618 |
3.529 |
|
1.618 |
3.438 |
|
1.000 |
3.382 |
|
0.618 |
3.347 |
|
HIGH |
3.291 |
|
0.618 |
3.256 |
|
0.500 |
3.246 |
|
0.382 |
3.235 |
|
LOW |
3.200 |
|
0.618 |
3.144 |
|
1.000 |
3.109 |
|
1.618 |
3.053 |
|
2.618 |
2.962 |
|
4.250 |
2.813 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.256 |
3.245 |
| PP |
3.251 |
3.228 |
| S1 |
3.246 |
3.212 |
|