NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 22-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.255 |
3.338 |
0.083 |
2.5% |
3.287 |
| High |
3.362 |
3.359 |
-0.003 |
-0.1% |
3.329 |
| Low |
3.253 |
3.254 |
0.001 |
0.0% |
3.132 |
| Close |
3.348 |
3.272 |
-0.076 |
-2.3% |
3.271 |
| Range |
0.109 |
0.105 |
-0.004 |
-3.7% |
0.197 |
| ATR |
0.114 |
0.113 |
-0.001 |
-0.5% |
0.000 |
| Volume |
117,460 |
95,702 |
-21,758 |
-18.5% |
471,158 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.610 |
3.546 |
3.330 |
|
| R3 |
3.505 |
3.441 |
3.301 |
|
| R2 |
3.400 |
3.400 |
3.291 |
|
| R1 |
3.336 |
3.336 |
3.282 |
3.316 |
| PP |
3.295 |
3.295 |
3.295 |
3.285 |
| S1 |
3.231 |
3.231 |
3.262 |
3.211 |
| S2 |
3.190 |
3.190 |
3.253 |
|
| S3 |
3.085 |
3.126 |
3.243 |
|
| S4 |
2.980 |
3.021 |
3.214 |
|
|
| 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 |
3.205 |
0.157 |
4.8% |
0.100 |
3.1% |
43% |
False |
False |
92,920 |
| 10 |
3.362 |
3.131 |
0.231 |
7.1% |
0.101 |
3.1% |
61% |
False |
False |
96,572 |
| 20 |
3.370 |
2.922 |
0.448 |
13.7% |
0.121 |
3.7% |
78% |
False |
False |
85,654 |
| 40 |
3.370 |
2.922 |
0.448 |
13.7% |
0.111 |
3.4% |
78% |
False |
False |
68,455 |
| 60 |
3.370 |
2.781 |
0.589 |
18.0% |
0.100 |
3.0% |
83% |
False |
False |
54,065 |
| 80 |
3.370 |
2.657 |
0.713 |
21.8% |
0.090 |
2.7% |
86% |
False |
False |
44,931 |
| 100 |
3.370 |
2.637 |
0.733 |
22.4% |
0.082 |
2.5% |
87% |
False |
False |
38,975 |
| 120 |
3.370 |
2.637 |
0.733 |
22.4% |
0.079 |
2.4% |
87% |
False |
False |
34,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.805 |
|
2.618 |
3.634 |
|
1.618 |
3.529 |
|
1.000 |
3.464 |
|
0.618 |
3.424 |
|
HIGH |
3.359 |
|
0.618 |
3.319 |
|
0.500 |
3.307 |
|
0.382 |
3.294 |
|
LOW |
3.254 |
|
0.618 |
3.189 |
|
1.000 |
3.149 |
|
1.618 |
3.084 |
|
2.618 |
2.979 |
|
4.250 |
2.808 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.307 |
3.305 |
| PP |
3.295 |
3.294 |
| S1 |
3.284 |
3.283 |
|