NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.299 |
3.318 |
0.019 |
0.6% |
3.100 |
| High |
3.325 |
3.384 |
0.059 |
1.8% |
3.347 |
| Low |
3.241 |
3.312 |
0.071 |
2.2% |
3.097 |
| Close |
3.294 |
3.355 |
0.061 |
1.9% |
3.305 |
| Range |
0.084 |
0.072 |
-0.012 |
-14.3% |
0.250 |
| ATR |
0.104 |
0.103 |
-0.001 |
-0.9% |
0.000 |
| Volume |
22,313 |
17,310 |
-5,003 |
-22.4% |
117,392 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.566 |
3.533 |
3.395 |
|
| R3 |
3.494 |
3.461 |
3.375 |
|
| R2 |
3.422 |
3.422 |
3.368 |
|
| R1 |
3.389 |
3.389 |
3.362 |
3.406 |
| PP |
3.350 |
3.350 |
3.350 |
3.359 |
| S1 |
3.317 |
3.317 |
3.348 |
3.334 |
| S2 |
3.278 |
3.278 |
3.342 |
|
| S3 |
3.206 |
3.245 |
3.335 |
|
| S4 |
3.134 |
3.173 |
3.315 |
|
|
| 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 |
3.237 |
0.163 |
4.9% |
0.085 |
2.5% |
72% |
False |
False |
21,343 |
| 10 |
3.400 |
3.041 |
0.359 |
10.7% |
0.105 |
3.1% |
87% |
False |
False |
23,005 |
| 20 |
3.420 |
3.041 |
0.379 |
11.3% |
0.112 |
3.3% |
83% |
False |
False |
20,078 |
| 40 |
3.420 |
3.041 |
0.379 |
11.3% |
0.093 |
2.8% |
83% |
False |
False |
16,453 |
| 60 |
3.420 |
2.771 |
0.649 |
19.3% |
0.085 |
2.5% |
90% |
False |
False |
13,672 |
| 80 |
3.420 |
2.750 |
0.670 |
20.0% |
0.076 |
2.3% |
90% |
False |
False |
11,763 |
| 100 |
3.420 |
2.750 |
0.670 |
20.0% |
0.070 |
2.1% |
90% |
False |
False |
10,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.690 |
|
2.618 |
3.572 |
|
1.618 |
3.500 |
|
1.000 |
3.456 |
|
0.618 |
3.428 |
|
HIGH |
3.384 |
|
0.618 |
3.356 |
|
0.500 |
3.348 |
|
0.382 |
3.340 |
|
LOW |
3.312 |
|
0.618 |
3.268 |
|
1.000 |
3.240 |
|
1.618 |
3.196 |
|
2.618 |
3.124 |
|
4.250 |
3.006 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.353 |
3.341 |
| PP |
3.350 |
3.327 |
| S1 |
3.348 |
3.313 |
|