NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 26-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.263 |
3.176 |
-0.087 |
-2.7% |
3.205 |
| High |
3.277 |
3.293 |
0.016 |
0.5% |
3.362 |
| Low |
3.166 |
3.159 |
-0.007 |
-0.2% |
3.166 |
| Close |
3.195 |
3.253 |
0.058 |
1.8% |
3.195 |
| Range |
0.111 |
0.134 |
0.023 |
20.7% |
0.196 |
| ATR |
0.113 |
0.114 |
0.002 |
1.3% |
0.000 |
| Volume |
94,649 |
98,807 |
4,158 |
4.4% |
476,638 |
|
| Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.637 |
3.579 |
3.327 |
|
| R3 |
3.503 |
3.445 |
3.290 |
|
| R2 |
3.369 |
3.369 |
3.278 |
|
| R1 |
3.311 |
3.311 |
3.265 |
3.340 |
| PP |
3.235 |
3.235 |
3.235 |
3.250 |
| S1 |
3.177 |
3.177 |
3.241 |
3.206 |
| S2 |
3.101 |
3.101 |
3.228 |
|
| S3 |
2.967 |
3.043 |
3.216 |
|
| S4 |
2.833 |
2.909 |
3.179 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.829 |
3.708 |
3.303 |
|
| R3 |
3.633 |
3.512 |
3.249 |
|
| R2 |
3.437 |
3.437 |
3.231 |
|
| R1 |
3.316 |
3.316 |
3.213 |
3.279 |
| PP |
3.241 |
3.241 |
3.241 |
3.222 |
| S1 |
3.120 |
3.120 |
3.177 |
3.083 |
| S2 |
3.045 |
3.045 |
3.159 |
|
| S3 |
2.849 |
2.924 |
3.141 |
|
| S4 |
2.653 |
2.728 |
3.087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.362 |
3.159 |
0.203 |
6.2% |
0.111 |
3.4% |
46% |
False |
True |
97,097 |
| 10 |
3.362 |
3.132 |
0.230 |
7.1% |
0.101 |
3.1% |
53% |
False |
False |
95,086 |
| 20 |
3.362 |
2.922 |
0.440 |
13.5% |
0.123 |
3.8% |
75% |
False |
False |
90,758 |
| 40 |
3.370 |
2.922 |
0.448 |
13.8% |
0.111 |
3.4% |
74% |
False |
False |
71,345 |
| 60 |
3.370 |
2.811 |
0.559 |
17.2% |
0.101 |
3.1% |
79% |
False |
False |
56,551 |
| 80 |
3.370 |
2.657 |
0.713 |
21.9% |
0.091 |
2.8% |
84% |
False |
False |
46,868 |
| 100 |
3.370 |
2.637 |
0.733 |
22.5% |
0.084 |
2.6% |
84% |
False |
False |
40,538 |
| 120 |
3.370 |
2.637 |
0.733 |
22.5% |
0.079 |
2.4% |
84% |
False |
False |
35,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.863 |
|
2.618 |
3.644 |
|
1.618 |
3.510 |
|
1.000 |
3.427 |
|
0.618 |
3.376 |
|
HIGH |
3.293 |
|
0.618 |
3.242 |
|
0.500 |
3.226 |
|
0.382 |
3.210 |
|
LOW |
3.159 |
|
0.618 |
3.076 |
|
1.000 |
3.025 |
|
1.618 |
2.942 |
|
2.618 |
2.808 |
|
4.250 |
2.590 |
|
|
| Fisher Pivots for day following 26-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.244 |
3.259 |
| PP |
3.235 |
3.257 |
| S1 |
3.226 |
3.255 |
|