NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 12-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.244 |
3.362 |
0.118 |
3.6% |
3.100 |
| High |
3.347 |
3.400 |
0.053 |
1.6% |
3.347 |
| Low |
3.237 |
3.309 |
0.072 |
2.2% |
3.097 |
| Close |
3.305 |
3.355 |
0.050 |
1.5% |
3.305 |
| Range |
0.110 |
0.091 |
-0.019 |
-17.3% |
0.250 |
| ATR |
0.107 |
0.106 |
-0.001 |
-0.8% |
0.000 |
| Volume |
24,914 |
21,131 |
-3,783 |
-15.2% |
117,392 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.628 |
3.582 |
3.405 |
|
| R3 |
3.537 |
3.491 |
3.380 |
|
| R2 |
3.446 |
3.446 |
3.372 |
|
| R1 |
3.400 |
3.400 |
3.363 |
3.378 |
| PP |
3.355 |
3.355 |
3.355 |
3.343 |
| S1 |
3.309 |
3.309 |
3.347 |
3.287 |
| S2 |
3.264 |
3.264 |
3.338 |
|
| S3 |
3.173 |
3.218 |
3.330 |
|
| S4 |
3.082 |
3.127 |
3.305 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.000 |
3.902 |
3.443 |
|
| R3 |
3.750 |
3.652 |
3.374 |
|
| R2 |
3.500 |
3.500 |
3.351 |
|
| R1 |
3.402 |
3.402 |
3.328 |
3.451 |
| PP |
3.250 |
3.250 |
3.250 |
3.274 |
| S1 |
3.152 |
3.152 |
3.282 |
3.201 |
| S2 |
3.000 |
3.000 |
3.259 |
|
| S3 |
2.750 |
2.902 |
3.236 |
|
| S4 |
2.500 |
2.652 |
3.168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.400 |
3.175 |
0.225 |
6.7% |
0.105 |
3.1% |
80% |
True |
False |
22,444 |
| 10 |
3.400 |
3.041 |
0.359 |
10.7% |
0.126 |
3.8% |
87% |
True |
False |
23,692 |
| 20 |
3.420 |
3.041 |
0.379 |
11.3% |
0.111 |
3.3% |
83% |
False |
False |
18,630 |
| 40 |
3.420 |
3.041 |
0.379 |
11.3% |
0.091 |
2.7% |
83% |
False |
False |
15,542 |
| 60 |
3.420 |
2.756 |
0.664 |
19.8% |
0.084 |
2.5% |
90% |
False |
False |
12,869 |
| 80 |
3.420 |
2.750 |
0.670 |
20.0% |
0.075 |
2.2% |
90% |
False |
False |
11,200 |
| 100 |
3.420 |
2.750 |
0.670 |
20.0% |
0.070 |
2.1% |
90% |
False |
False |
9,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.787 |
|
2.618 |
3.638 |
|
1.618 |
3.547 |
|
1.000 |
3.491 |
|
0.618 |
3.456 |
|
HIGH |
3.400 |
|
0.618 |
3.365 |
|
0.500 |
3.355 |
|
0.382 |
3.344 |
|
LOW |
3.309 |
|
0.618 |
3.253 |
|
1.000 |
3.218 |
|
1.618 |
3.162 |
|
2.618 |
3.071 |
|
4.250 |
2.922 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.355 |
3.334 |
| PP |
3.355 |
3.313 |
| S1 |
3.355 |
3.292 |
|