NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 19-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.934 |
2.928 |
-0.006 |
-0.2% |
2.875 |
| High |
2.956 |
2.976 |
0.020 |
0.7% |
2.956 |
| Low |
2.921 |
2.915 |
-0.006 |
-0.2% |
2.861 |
| Close |
2.948 |
2.960 |
0.012 |
0.4% |
2.948 |
| Range |
0.035 |
0.061 |
0.026 |
74.3% |
0.095 |
| ATR |
0.056 |
0.056 |
0.000 |
0.7% |
0.000 |
| Volume |
25,993 |
20,387 |
-5,606 |
-21.6% |
120,902 |
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.133 |
3.108 |
2.994 |
|
| R3 |
3.072 |
3.047 |
2.977 |
|
| R2 |
3.011 |
3.011 |
2.971 |
|
| R1 |
2.986 |
2.986 |
2.966 |
2.999 |
| PP |
2.950 |
2.950 |
2.950 |
2.957 |
| S1 |
2.925 |
2.925 |
2.954 |
2.938 |
| S2 |
2.889 |
2.889 |
2.949 |
|
| S3 |
2.828 |
2.864 |
2.943 |
|
| S4 |
2.767 |
2.803 |
2.926 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.207 |
3.172 |
3.000 |
|
| R3 |
3.112 |
3.077 |
2.974 |
|
| R2 |
3.017 |
3.017 |
2.965 |
|
| R1 |
2.982 |
2.982 |
2.957 |
3.000 |
| PP |
2.922 |
2.922 |
2.922 |
2.930 |
| S1 |
2.887 |
2.887 |
2.939 |
2.905 |
| S2 |
2.827 |
2.827 |
2.931 |
|
| S3 |
2.732 |
2.792 |
2.922 |
|
| S4 |
2.637 |
2.697 |
2.896 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.976 |
2.861 |
0.115 |
3.9% |
0.048 |
1.6% |
86% |
True |
False |
23,364 |
| 10 |
2.976 |
2.764 |
0.212 |
7.2% |
0.051 |
1.7% |
92% |
True |
False |
23,185 |
| 20 |
2.976 |
2.681 |
0.295 |
10.0% |
0.060 |
2.0% |
95% |
True |
False |
22,920 |
| 40 |
2.976 |
2.681 |
0.295 |
10.0% |
0.054 |
1.8% |
95% |
True |
False |
18,888 |
| 60 |
2.976 |
2.489 |
0.487 |
16.5% |
0.051 |
1.7% |
97% |
True |
False |
17,146 |
| 80 |
2.976 |
2.423 |
0.553 |
18.7% |
0.047 |
1.6% |
97% |
True |
False |
14,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.235 |
|
2.618 |
3.136 |
|
1.618 |
3.075 |
|
1.000 |
3.037 |
|
0.618 |
3.014 |
|
HIGH |
2.976 |
|
0.618 |
2.953 |
|
0.500 |
2.946 |
|
0.382 |
2.938 |
|
LOW |
2.915 |
|
0.618 |
2.877 |
|
1.000 |
2.854 |
|
1.618 |
2.816 |
|
2.618 |
2.755 |
|
4.250 |
2.656 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.955 |
2.952 |
| PP |
2.950 |
2.944 |
| S1 |
2.946 |
2.936 |
|