NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 29-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.308 |
3.283 |
-0.025 |
-0.8% |
3.205 |
| High |
3.324 |
3.346 |
0.022 |
0.7% |
3.362 |
| Low |
3.265 |
3.151 |
-0.114 |
-3.5% |
3.166 |
| Close |
3.291 |
3.301 |
0.010 |
0.3% |
3.195 |
| Range |
0.059 |
0.195 |
0.136 |
230.5% |
0.196 |
| ATR |
0.113 |
0.119 |
0.006 |
5.2% |
0.000 |
| Volume |
102,026 |
168,764 |
66,738 |
65.4% |
476,638 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.851 |
3.771 |
3.408 |
|
| R3 |
3.656 |
3.576 |
3.355 |
|
| R2 |
3.461 |
3.461 |
3.337 |
|
| R1 |
3.381 |
3.381 |
3.319 |
3.421 |
| PP |
3.266 |
3.266 |
3.266 |
3.286 |
| S1 |
3.186 |
3.186 |
3.283 |
3.226 |
| S2 |
3.071 |
3.071 |
3.265 |
|
| S3 |
2.876 |
2.991 |
3.247 |
|
| S4 |
2.681 |
2.796 |
3.194 |
|
|
| 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 |
3.346 |
3.151 |
0.195 |
5.9% |
0.131 |
4.0% |
77% |
True |
True |
126,110 |
| 10 |
3.362 |
3.151 |
0.211 |
6.4% |
0.115 |
3.5% |
71% |
False |
True |
109,515 |
| 20 |
3.362 |
2.922 |
0.440 |
13.3% |
0.120 |
3.6% |
86% |
False |
False |
101,119 |
| 40 |
3.370 |
2.922 |
0.448 |
13.6% |
0.114 |
3.4% |
85% |
False |
False |
77,359 |
| 60 |
3.370 |
2.922 |
0.448 |
13.6% |
0.103 |
3.1% |
85% |
False |
False |
61,922 |
| 80 |
3.370 |
2.657 |
0.713 |
21.6% |
0.094 |
2.8% |
90% |
False |
False |
51,435 |
| 100 |
3.370 |
2.637 |
0.733 |
22.2% |
0.086 |
2.6% |
91% |
False |
False |
44,535 |
| 120 |
3.370 |
2.637 |
0.733 |
22.2% |
0.082 |
2.5% |
91% |
False |
False |
39,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.175 |
|
2.618 |
3.857 |
|
1.618 |
3.662 |
|
1.000 |
3.541 |
|
0.618 |
3.467 |
|
HIGH |
3.346 |
|
0.618 |
3.272 |
|
0.500 |
3.249 |
|
0.382 |
3.225 |
|
LOW |
3.151 |
|
0.618 |
3.030 |
|
1.000 |
2.956 |
|
1.618 |
2.835 |
|
2.618 |
2.640 |
|
4.250 |
2.322 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.284 |
3.284 |
| PP |
3.266 |
3.266 |
| S1 |
3.249 |
3.249 |
|