NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.209 |
3.261 |
0.052 |
1.6% |
3.287 |
| High |
3.291 |
3.319 |
0.028 |
0.9% |
3.329 |
| Low |
3.200 |
3.234 |
0.034 |
1.1% |
3.132 |
| Close |
3.261 |
3.271 |
0.010 |
0.3% |
3.271 |
| Range |
0.091 |
0.085 |
-0.006 |
-6.6% |
0.197 |
| ATR |
0.119 |
0.116 |
-0.002 |
-2.0% |
0.000 |
| Volume |
81,380 |
82,613 |
1,233 |
1.5% |
471,158 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.530 |
3.485 |
3.318 |
|
| R3 |
3.445 |
3.400 |
3.294 |
|
| R2 |
3.360 |
3.360 |
3.287 |
|
| R1 |
3.315 |
3.315 |
3.279 |
3.338 |
| PP |
3.275 |
3.275 |
3.275 |
3.286 |
| S1 |
3.230 |
3.230 |
3.263 |
3.253 |
| S2 |
3.190 |
3.190 |
3.255 |
|
| S3 |
3.105 |
3.145 |
3.248 |
|
| S4 |
3.020 |
3.060 |
3.224 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.835 |
3.750 |
3.379 |
|
| R3 |
3.638 |
3.553 |
3.325 |
|
| R2 |
3.441 |
3.441 |
3.307 |
|
| R1 |
3.356 |
3.356 |
3.289 |
3.300 |
| PP |
3.244 |
3.244 |
3.244 |
3.216 |
| S1 |
3.159 |
3.159 |
3.253 |
3.103 |
| S2 |
3.047 |
3.047 |
3.235 |
|
| S3 |
2.850 |
2.962 |
3.217 |
|
| S4 |
2.653 |
2.765 |
3.163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.329 |
3.132 |
0.197 |
6.0% |
0.092 |
2.8% |
71% |
False |
False |
94,231 |
| 10 |
3.329 |
2.989 |
0.340 |
10.4% |
0.121 |
3.7% |
83% |
False |
False |
92,470 |
| 20 |
3.370 |
2.922 |
0.448 |
13.7% |
0.128 |
3.9% |
78% |
False |
False |
79,165 |
| 40 |
3.370 |
2.922 |
0.448 |
13.7% |
0.108 |
3.3% |
78% |
False |
False |
61,333 |
| 60 |
3.370 |
2.709 |
0.661 |
20.2% |
0.098 |
3.0% |
85% |
False |
False |
48,837 |
| 80 |
3.370 |
2.637 |
0.733 |
22.4% |
0.087 |
2.7% |
86% |
False |
False |
41,077 |
| 100 |
3.370 |
2.637 |
0.733 |
22.4% |
0.080 |
2.4% |
86% |
False |
False |
35,705 |
| 120 |
3.370 |
2.637 |
0.733 |
22.4% |
0.077 |
2.4% |
86% |
False |
False |
31,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.680 |
|
2.618 |
3.542 |
|
1.618 |
3.457 |
|
1.000 |
3.404 |
|
0.618 |
3.372 |
|
HIGH |
3.319 |
|
0.618 |
3.287 |
|
0.500 |
3.277 |
|
0.382 |
3.266 |
|
LOW |
3.234 |
|
0.618 |
3.181 |
|
1.000 |
3.149 |
|
1.618 |
3.096 |
|
2.618 |
3.011 |
|
4.250 |
2.873 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.277 |
3.256 |
| PP |
3.275 |
3.241 |
| S1 |
3.273 |
3.226 |
|