NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 28-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.242 |
3.308 |
0.066 |
2.0% |
3.205 |
| High |
3.336 |
3.324 |
-0.012 |
-0.4% |
3.362 |
| Low |
3.180 |
3.265 |
0.085 |
2.7% |
3.166 |
| Close |
3.311 |
3.291 |
-0.020 |
-0.6% |
3.195 |
| Range |
0.156 |
0.059 |
-0.097 |
-62.2% |
0.196 |
| ATR |
0.117 |
0.113 |
-0.004 |
-3.6% |
0.000 |
| Volume |
166,308 |
102,026 |
-64,282 |
-38.7% |
476,638 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.470 |
3.440 |
3.323 |
|
| R3 |
3.411 |
3.381 |
3.307 |
|
| R2 |
3.352 |
3.352 |
3.302 |
|
| R1 |
3.322 |
3.322 |
3.296 |
3.308 |
| PP |
3.293 |
3.293 |
3.293 |
3.286 |
| S1 |
3.263 |
3.263 |
3.286 |
3.249 |
| S2 |
3.234 |
3.234 |
3.280 |
|
| S3 |
3.175 |
3.204 |
3.275 |
|
| S4 |
3.116 |
3.145 |
3.259 |
|
|
| 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 |
3.359 |
3.159 |
0.200 |
6.1% |
0.113 |
3.4% |
66% |
False |
False |
111,498 |
| 10 |
3.362 |
3.159 |
0.203 |
6.2% |
0.105 |
3.2% |
65% |
False |
False |
100,777 |
| 20 |
3.362 |
2.922 |
0.440 |
13.4% |
0.118 |
3.6% |
84% |
False |
False |
97,234 |
| 40 |
3.370 |
2.922 |
0.448 |
13.6% |
0.111 |
3.4% |
82% |
False |
False |
75,238 |
| 60 |
3.370 |
2.922 |
0.448 |
13.6% |
0.101 |
3.1% |
82% |
False |
False |
59,542 |
| 80 |
3.370 |
2.657 |
0.713 |
21.7% |
0.092 |
2.8% |
89% |
False |
False |
49,515 |
| 100 |
3.370 |
2.637 |
0.733 |
22.3% |
0.085 |
2.6% |
89% |
False |
False |
42,957 |
| 120 |
3.370 |
2.637 |
0.733 |
22.3% |
0.080 |
2.4% |
89% |
False |
False |
37,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.575 |
|
2.618 |
3.478 |
|
1.618 |
3.419 |
|
1.000 |
3.383 |
|
0.618 |
3.360 |
|
HIGH |
3.324 |
|
0.618 |
3.301 |
|
0.500 |
3.295 |
|
0.382 |
3.288 |
|
LOW |
3.265 |
|
0.618 |
3.229 |
|
1.000 |
3.206 |
|
1.618 |
3.170 |
|
2.618 |
3.111 |
|
4.250 |
3.014 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.295 |
3.277 |
| PP |
3.293 |
3.262 |
| S1 |
3.292 |
3.248 |
|