NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.056 |
3.062 |
0.006 |
0.2% |
3.176 |
| High |
3.091 |
3.113 |
0.022 |
0.7% |
3.396 |
| Low |
3.002 |
2.925 |
-0.077 |
-2.6% |
3.151 |
| Close |
3.046 |
2.942 |
-0.104 |
-3.4% |
3.354 |
| Range |
0.089 |
0.188 |
0.099 |
111.2% |
0.245 |
| ATR |
0.127 |
0.132 |
0.004 |
3.4% |
0.000 |
| Volume |
145,538 |
173,752 |
28,214 |
19.4% |
682,338 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.557 |
3.438 |
3.045 |
|
| R3 |
3.369 |
3.250 |
2.994 |
|
| R2 |
3.181 |
3.181 |
2.976 |
|
| R1 |
3.062 |
3.062 |
2.959 |
3.028 |
| PP |
2.993 |
2.993 |
2.993 |
2.976 |
| S1 |
2.874 |
2.874 |
2.925 |
2.840 |
| S2 |
2.805 |
2.805 |
2.908 |
|
| S3 |
2.617 |
2.686 |
2.890 |
|
| S4 |
2.429 |
2.498 |
2.839 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.035 |
3.940 |
3.489 |
|
| R3 |
3.790 |
3.695 |
3.421 |
|
| R2 |
3.545 |
3.545 |
3.399 |
|
| R1 |
3.450 |
3.450 |
3.376 |
3.498 |
| PP |
3.300 |
3.300 |
3.300 |
3.324 |
| S1 |
3.205 |
3.205 |
3.332 |
3.253 |
| S2 |
3.055 |
3.055 |
3.309 |
|
| S3 |
2.810 |
2.960 |
3.287 |
|
| S4 |
2.565 |
2.715 |
3.219 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.396 |
2.925 |
0.471 |
16.0% |
0.159 |
5.4% |
4% |
False |
True |
161,340 |
| 10 |
3.396 |
2.925 |
0.471 |
16.0% |
0.145 |
4.9% |
4% |
False |
True |
143,725 |
| 20 |
3.396 |
2.925 |
0.471 |
16.0% |
0.123 |
4.2% |
4% |
False |
True |
120,148 |
| 40 |
3.396 |
2.922 |
0.474 |
16.1% |
0.124 |
4.2% |
4% |
False |
False |
92,134 |
| 60 |
3.396 |
2.922 |
0.474 |
16.1% |
0.109 |
3.7% |
4% |
False |
False |
73,294 |
| 80 |
3.396 |
2.657 |
0.739 |
25.1% |
0.101 |
3.4% |
39% |
False |
False |
60,383 |
| 100 |
3.396 |
2.637 |
0.759 |
25.8% |
0.091 |
3.1% |
40% |
False |
False |
51,951 |
| 120 |
3.396 |
2.637 |
0.759 |
25.8% |
0.085 |
2.9% |
40% |
False |
False |
45,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.912 |
|
2.618 |
3.605 |
|
1.618 |
3.417 |
|
1.000 |
3.301 |
|
0.618 |
3.229 |
|
HIGH |
3.113 |
|
0.618 |
3.041 |
|
0.500 |
3.019 |
|
0.382 |
2.997 |
|
LOW |
2.925 |
|
0.618 |
2.809 |
|
1.000 |
2.737 |
|
1.618 |
2.621 |
|
2.618 |
2.433 |
|
4.250 |
2.126 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.019 |
3.083 |
| PP |
2.993 |
3.036 |
| S1 |
2.968 |
2.989 |
|