NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.318 |
3.351 |
0.033 |
1.0% |
3.362 |
| High |
3.384 |
3.400 |
0.016 |
0.5% |
3.400 |
| Low |
3.312 |
3.334 |
0.022 |
0.7% |
3.241 |
| Close |
3.355 |
3.364 |
0.009 |
0.3% |
3.364 |
| Range |
0.072 |
0.066 |
-0.006 |
-8.3% |
0.159 |
| ATR |
0.103 |
0.100 |
-0.003 |
-2.5% |
0.000 |
| Volume |
17,310 |
21,911 |
4,601 |
26.6% |
103,713 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.564 |
3.530 |
3.400 |
|
| R3 |
3.498 |
3.464 |
3.382 |
|
| R2 |
3.432 |
3.432 |
3.376 |
|
| R1 |
3.398 |
3.398 |
3.370 |
3.415 |
| PP |
3.366 |
3.366 |
3.366 |
3.375 |
| S1 |
3.332 |
3.332 |
3.358 |
3.349 |
| S2 |
3.300 |
3.300 |
3.352 |
|
| S3 |
3.234 |
3.266 |
3.346 |
|
| S4 |
3.168 |
3.200 |
3.328 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.812 |
3.747 |
3.451 |
|
| R3 |
3.653 |
3.588 |
3.408 |
|
| R2 |
3.494 |
3.494 |
3.393 |
|
| R1 |
3.429 |
3.429 |
3.379 |
3.462 |
| PP |
3.335 |
3.335 |
3.335 |
3.351 |
| S1 |
3.270 |
3.270 |
3.349 |
3.303 |
| S2 |
3.176 |
3.176 |
3.335 |
|
| S3 |
3.017 |
3.111 |
3.320 |
|
| S4 |
2.858 |
2.952 |
3.277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.400 |
3.241 |
0.159 |
4.7% |
0.077 |
2.3% |
77% |
True |
False |
20,742 |
| 10 |
3.400 |
3.097 |
0.303 |
9.0% |
0.102 |
3.0% |
88% |
True |
False |
22,110 |
| 20 |
3.420 |
3.041 |
0.379 |
11.3% |
0.109 |
3.2% |
85% |
False |
False |
20,624 |
| 40 |
3.420 |
3.041 |
0.379 |
11.3% |
0.094 |
2.8% |
85% |
False |
False |
16,735 |
| 60 |
3.420 |
2.804 |
0.616 |
18.3% |
0.085 |
2.5% |
91% |
False |
False |
13,944 |
| 80 |
3.420 |
2.750 |
0.670 |
19.9% |
0.077 |
2.3% |
92% |
False |
False |
11,962 |
| 100 |
3.420 |
2.750 |
0.670 |
19.9% |
0.070 |
2.1% |
92% |
False |
False |
10,603 |
| 120 |
3.420 |
2.750 |
0.670 |
19.9% |
0.069 |
2.0% |
92% |
False |
False |
9,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.681 |
|
2.618 |
3.573 |
|
1.618 |
3.507 |
|
1.000 |
3.466 |
|
0.618 |
3.441 |
|
HIGH |
3.400 |
|
0.618 |
3.375 |
|
0.500 |
3.367 |
|
0.382 |
3.359 |
|
LOW |
3.334 |
|
0.618 |
3.293 |
|
1.000 |
3.268 |
|
1.618 |
3.227 |
|
2.618 |
3.161 |
|
4.250 |
3.054 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.367 |
3.350 |
| PP |
3.366 |
3.335 |
| S1 |
3.365 |
3.321 |
|