NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 23-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.004 |
2.946 |
-0.058 |
-1.9% |
2.928 |
| High |
3.007 |
2.960 |
-0.047 |
-1.6% |
3.010 |
| Low |
2.942 |
2.902 |
-0.040 |
-1.4% |
2.902 |
| Close |
2.956 |
2.927 |
-0.029 |
-1.0% |
2.927 |
| Range |
0.065 |
0.058 |
-0.007 |
-10.8% |
0.108 |
| ATR |
0.056 |
0.056 |
0.000 |
0.3% |
0.000 |
| Volume |
21,321 |
28,327 |
7,006 |
32.9% |
117,187 |
|
| Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.104 |
3.073 |
2.959 |
|
| R3 |
3.046 |
3.015 |
2.943 |
|
| R2 |
2.988 |
2.988 |
2.938 |
|
| R1 |
2.957 |
2.957 |
2.932 |
2.944 |
| PP |
2.930 |
2.930 |
2.930 |
2.923 |
| S1 |
2.899 |
2.899 |
2.922 |
2.886 |
| S2 |
2.872 |
2.872 |
2.916 |
|
| S3 |
2.814 |
2.841 |
2.911 |
|
| S4 |
2.756 |
2.783 |
2.895 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.270 |
3.207 |
2.986 |
|
| R3 |
3.162 |
3.099 |
2.957 |
|
| R2 |
3.054 |
3.054 |
2.947 |
|
| R1 |
2.991 |
2.991 |
2.937 |
2.969 |
| PP |
2.946 |
2.946 |
2.946 |
2.935 |
| S1 |
2.883 |
2.883 |
2.917 |
2.861 |
| S2 |
2.838 |
2.838 |
2.907 |
|
| S3 |
2.730 |
2.775 |
2.897 |
|
| S4 |
2.622 |
2.667 |
2.868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.010 |
2.902 |
0.108 |
3.7% |
0.056 |
1.9% |
23% |
False |
True |
23,437 |
| 10 |
3.010 |
2.861 |
0.149 |
5.1% |
0.050 |
1.7% |
44% |
False |
False |
23,808 |
| 20 |
3.010 |
2.681 |
0.329 |
11.2% |
0.060 |
2.0% |
75% |
False |
False |
23,392 |
| 40 |
3.010 |
2.681 |
0.329 |
11.2% |
0.055 |
1.9% |
75% |
False |
False |
19,673 |
| 60 |
3.010 |
2.546 |
0.464 |
15.9% |
0.051 |
1.8% |
82% |
False |
False |
18,048 |
| 80 |
3.010 |
2.425 |
0.585 |
20.0% |
0.048 |
1.6% |
86% |
False |
False |
15,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.207 |
|
2.618 |
3.112 |
|
1.618 |
3.054 |
|
1.000 |
3.018 |
|
0.618 |
2.996 |
|
HIGH |
2.960 |
|
0.618 |
2.938 |
|
0.500 |
2.931 |
|
0.382 |
2.924 |
|
LOW |
2.902 |
|
0.618 |
2.866 |
|
1.000 |
2.844 |
|
1.618 |
2.808 |
|
2.618 |
2.750 |
|
4.250 |
2.656 |
|
|
| Fisher Pivots for day following 23-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.931 |
2.956 |
| PP |
2.930 |
2.946 |
| S1 |
2.928 |
2.937 |
|