NYMEX Natural Gas Future February 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 |
3.351 |
3.312 |
-0.039 |
-1.2% |
3.362 |
| High |
3.400 |
3.394 |
-0.006 |
-0.2% |
3.400 |
| Low |
3.334 |
3.311 |
-0.023 |
-0.7% |
3.241 |
| Close |
3.364 |
3.373 |
0.009 |
0.3% |
3.364 |
| Range |
0.066 |
0.083 |
0.017 |
25.8% |
0.159 |
| ATR |
0.100 |
0.099 |
-0.001 |
-1.2% |
0.000 |
| Volume |
21,911 |
19,063 |
-2,848 |
-13.0% |
103,713 |
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.608 |
3.574 |
3.419 |
|
| R3 |
3.525 |
3.491 |
3.396 |
|
| R2 |
3.442 |
3.442 |
3.388 |
|
| R1 |
3.408 |
3.408 |
3.381 |
3.425 |
| PP |
3.359 |
3.359 |
3.359 |
3.368 |
| S1 |
3.325 |
3.325 |
3.365 |
3.342 |
| S2 |
3.276 |
3.276 |
3.358 |
|
| S3 |
3.193 |
3.242 |
3.350 |
|
| S4 |
3.110 |
3.159 |
3.327 |
|
|
| 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% |
0.075 |
2.2% |
83% |
False |
False |
20,329 |
| 10 |
3.400 |
3.175 |
0.225 |
6.7% |
0.090 |
2.7% |
88% |
False |
False |
21,386 |
| 20 |
3.420 |
3.041 |
0.379 |
11.2% |
0.108 |
3.2% |
88% |
False |
False |
20,882 |
| 40 |
3.420 |
3.041 |
0.379 |
11.2% |
0.094 |
2.8% |
88% |
False |
False |
16,936 |
| 60 |
3.420 |
2.835 |
0.585 |
17.3% |
0.085 |
2.5% |
92% |
False |
False |
14,215 |
| 80 |
3.420 |
2.755 |
0.665 |
19.7% |
0.077 |
2.3% |
93% |
False |
False |
12,080 |
| 100 |
3.420 |
2.750 |
0.670 |
19.9% |
0.071 |
2.1% |
93% |
False |
False |
10,747 |
| 120 |
3.420 |
2.750 |
0.670 |
19.9% |
0.069 |
2.0% |
93% |
False |
False |
9,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.747 |
|
2.618 |
3.611 |
|
1.618 |
3.528 |
|
1.000 |
3.477 |
|
0.618 |
3.445 |
|
HIGH |
3.394 |
|
0.618 |
3.362 |
|
0.500 |
3.353 |
|
0.382 |
3.343 |
|
LOW |
3.311 |
|
0.618 |
3.260 |
|
1.000 |
3.228 |
|
1.618 |
3.177 |
|
2.618 |
3.094 |
|
4.250 |
2.958 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.366 |
3.367 |
| PP |
3.359 |
3.361 |
| S1 |
3.353 |
3.356 |
|