NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 21-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.288 |
3.255 |
-0.033 |
-1.0% |
3.287 |
| High |
3.342 |
3.362 |
0.020 |
0.6% |
3.329 |
| Low |
3.248 |
3.253 |
0.005 |
0.2% |
3.132 |
| Close |
3.260 |
3.348 |
0.088 |
2.7% |
3.271 |
| Range |
0.094 |
0.109 |
0.015 |
16.0% |
0.197 |
| ATR |
0.114 |
0.114 |
0.000 |
-0.3% |
0.000 |
| Volume |
78,869 |
117,460 |
38,591 |
48.9% |
471,158 |
|
| Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.648 |
3.607 |
3.408 |
|
| R3 |
3.539 |
3.498 |
3.378 |
|
| R2 |
3.430 |
3.430 |
3.368 |
|
| R1 |
3.389 |
3.389 |
3.358 |
3.410 |
| PP |
3.321 |
3.321 |
3.321 |
3.331 |
| S1 |
3.280 |
3.280 |
3.338 |
3.301 |
| S2 |
3.212 |
3.212 |
3.328 |
|
| S3 |
3.103 |
3.171 |
3.318 |
|
| S4 |
2.994 |
3.062 |
3.288 |
|
|
| 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 |
3.362 |
3.200 |
0.162 |
4.8% |
0.097 |
2.9% |
91% |
True |
False |
90,056 |
| 10 |
3.362 |
3.075 |
0.287 |
8.6% |
0.099 |
2.9% |
95% |
True |
False |
96,926 |
| 20 |
3.370 |
2.922 |
0.448 |
13.4% |
0.122 |
3.6% |
95% |
False |
False |
83,493 |
| 40 |
3.370 |
2.922 |
0.448 |
13.4% |
0.111 |
3.3% |
95% |
False |
False |
66,675 |
| 60 |
3.370 |
2.781 |
0.589 |
17.6% |
0.099 |
3.0% |
96% |
False |
False |
52,900 |
| 80 |
3.370 |
2.657 |
0.713 |
21.3% |
0.089 |
2.7% |
97% |
False |
False |
44,006 |
| 100 |
3.370 |
2.637 |
0.733 |
21.9% |
0.081 |
2.4% |
97% |
False |
False |
38,130 |
| 120 |
3.370 |
2.637 |
0.733 |
21.9% |
0.078 |
2.3% |
97% |
False |
False |
33,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.825 |
|
2.618 |
3.647 |
|
1.618 |
3.538 |
|
1.000 |
3.471 |
|
0.618 |
3.429 |
|
HIGH |
3.362 |
|
0.618 |
3.320 |
|
0.500 |
3.308 |
|
0.382 |
3.295 |
|
LOW |
3.253 |
|
0.618 |
3.186 |
|
1.000 |
3.144 |
|
1.618 |
3.077 |
|
2.618 |
2.968 |
|
4.250 |
2.790 |
|
|
| Fisher Pivots for day following 21-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.335 |
3.327 |
| PP |
3.321 |
3.305 |
| S1 |
3.308 |
3.284 |
|