NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 10-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.872 |
2.860 |
-0.012 |
-0.4% |
3.374 |
| High |
2.929 |
3.012 |
0.083 |
2.8% |
3.393 |
| Low |
2.821 |
2.855 |
0.034 |
1.2% |
2.866 |
| Close |
2.859 |
2.949 |
0.090 |
3.1% |
2.888 |
| Range |
0.108 |
0.157 |
0.049 |
45.4% |
0.527 |
| ATR |
0.128 |
0.130 |
0.002 |
1.6% |
0.000 |
| Volume |
125,977 |
158,192 |
32,215 |
25.6% |
846,931 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.410 |
3.336 |
3.035 |
|
| R3 |
3.253 |
3.179 |
2.992 |
|
| R2 |
3.096 |
3.096 |
2.978 |
|
| R1 |
3.022 |
3.022 |
2.963 |
3.059 |
| PP |
2.939 |
2.939 |
2.939 |
2.957 |
| S1 |
2.865 |
2.865 |
2.935 |
2.902 |
| S2 |
2.782 |
2.782 |
2.920 |
|
| S3 |
2.625 |
2.708 |
2.906 |
|
| S4 |
2.468 |
2.551 |
2.863 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.630 |
4.286 |
3.178 |
|
| R3 |
4.103 |
3.759 |
3.033 |
|
| R2 |
3.576 |
3.576 |
2.985 |
|
| R1 |
3.232 |
3.232 |
2.936 |
3.141 |
| PP |
3.049 |
3.049 |
3.049 |
3.003 |
| S1 |
2.705 |
2.705 |
2.840 |
2.614 |
| S2 |
2.522 |
2.522 |
2.791 |
|
| S3 |
1.995 |
2.178 |
2.743 |
|
| S4 |
1.468 |
1.651 |
2.598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.113 |
2.821 |
0.292 |
9.9% |
0.129 |
4.4% |
44% |
False |
False |
158,023 |
| 10 |
3.396 |
2.821 |
0.575 |
19.5% |
0.142 |
4.8% |
22% |
False |
False |
154,832 |
| 20 |
3.396 |
2.821 |
0.575 |
19.5% |
0.125 |
4.2% |
22% |
False |
False |
128,020 |
| 40 |
3.396 |
2.821 |
0.575 |
19.5% |
0.128 |
4.3% |
22% |
False |
False |
101,018 |
| 60 |
3.396 |
2.821 |
0.575 |
19.5% |
0.112 |
3.8% |
22% |
False |
False |
79,959 |
| 80 |
3.396 |
2.665 |
0.731 |
24.8% |
0.103 |
3.5% |
39% |
False |
False |
65,800 |
| 100 |
3.396 |
2.637 |
0.759 |
25.7% |
0.094 |
3.2% |
41% |
False |
False |
56,197 |
| 120 |
3.396 |
2.637 |
0.759 |
25.7% |
0.087 |
2.9% |
41% |
False |
False |
49,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.679 |
|
2.618 |
3.423 |
|
1.618 |
3.266 |
|
1.000 |
3.169 |
|
0.618 |
3.109 |
|
HIGH |
3.012 |
|
0.618 |
2.952 |
|
0.500 |
2.934 |
|
0.382 |
2.915 |
|
LOW |
2.855 |
|
0.618 |
2.758 |
|
1.000 |
2.698 |
|
1.618 |
2.601 |
|
2.618 |
2.444 |
|
4.250 |
2.188 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.944 |
2.938 |
| PP |
2.939 |
2.927 |
| S1 |
2.934 |
2.917 |
|