NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 20-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.205 |
3.288 |
0.083 |
2.6% |
3.287 |
| High |
3.311 |
3.342 |
0.031 |
0.9% |
3.329 |
| Low |
3.205 |
3.248 |
0.043 |
1.3% |
3.132 |
| Close |
3.280 |
3.260 |
-0.020 |
-0.6% |
3.271 |
| Range |
0.106 |
0.094 |
-0.012 |
-11.3% |
0.197 |
| ATR |
0.116 |
0.114 |
-0.002 |
-1.3% |
0.000 |
| Volume |
89,958 |
78,869 |
-11,089 |
-12.3% |
471,158 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.565 |
3.507 |
3.312 |
|
| R3 |
3.471 |
3.413 |
3.286 |
|
| R2 |
3.377 |
3.377 |
3.277 |
|
| R1 |
3.319 |
3.319 |
3.269 |
3.301 |
| PP |
3.283 |
3.283 |
3.283 |
3.275 |
| S1 |
3.225 |
3.225 |
3.251 |
3.207 |
| S2 |
3.189 |
3.189 |
3.243 |
|
| S3 |
3.095 |
3.131 |
3.234 |
|
| S4 |
3.001 |
3.037 |
3.208 |
|
|
| 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 |
3.342 |
3.132 |
0.210 |
6.4% |
0.094 |
2.9% |
61% |
True |
False |
87,833 |
| 10 |
3.342 |
3.060 |
0.282 |
8.7% |
0.104 |
3.2% |
71% |
True |
False |
95,499 |
| 20 |
3.370 |
2.922 |
0.448 |
13.7% |
0.126 |
3.9% |
75% |
False |
False |
81,593 |
| 40 |
3.370 |
2.922 |
0.448 |
13.7% |
0.109 |
3.3% |
75% |
False |
False |
64,340 |
| 60 |
3.370 |
2.753 |
0.617 |
18.9% |
0.099 |
3.0% |
82% |
False |
False |
51,187 |
| 80 |
3.370 |
2.657 |
0.713 |
21.9% |
0.089 |
2.7% |
85% |
False |
False |
42,797 |
| 100 |
3.370 |
2.637 |
0.733 |
22.5% |
0.081 |
2.5% |
85% |
False |
False |
37,136 |
| 120 |
3.370 |
2.637 |
0.733 |
22.5% |
0.078 |
2.4% |
85% |
False |
False |
32,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.742 |
|
2.618 |
3.588 |
|
1.618 |
3.494 |
|
1.000 |
3.436 |
|
0.618 |
3.400 |
|
HIGH |
3.342 |
|
0.618 |
3.306 |
|
0.500 |
3.295 |
|
0.382 |
3.284 |
|
LOW |
3.248 |
|
0.618 |
3.190 |
|
1.000 |
3.154 |
|
1.618 |
3.096 |
|
2.618 |
3.002 |
|
4.250 |
2.849 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.295 |
3.274 |
| PP |
3.283 |
3.269 |
| S1 |
3.272 |
3.265 |
|