NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 21-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.377 |
3.351 |
-0.026 |
-0.8% |
3.362 |
| High |
3.426 |
3.442 |
0.016 |
0.5% |
3.400 |
| Low |
3.341 |
3.348 |
0.007 |
0.2% |
3.241 |
| Close |
3.352 |
3.427 |
0.075 |
2.2% |
3.364 |
| Range |
0.085 |
0.094 |
0.009 |
10.6% |
0.159 |
| ATR |
0.098 |
0.097 |
0.000 |
-0.3% |
0.000 |
| Volume |
17,694 |
16,725 |
-969 |
-5.5% |
103,713 |
|
| Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.688 |
3.651 |
3.479 |
|
| R3 |
3.594 |
3.557 |
3.453 |
|
| R2 |
3.500 |
3.500 |
3.444 |
|
| R1 |
3.463 |
3.463 |
3.436 |
3.482 |
| PP |
3.406 |
3.406 |
3.406 |
3.415 |
| S1 |
3.369 |
3.369 |
3.418 |
3.388 |
| S2 |
3.312 |
3.312 |
3.410 |
|
| S3 |
3.218 |
3.275 |
3.401 |
|
| S4 |
3.124 |
3.181 |
3.375 |
|
|
| 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 |
3.442 |
3.311 |
0.131 |
3.8% |
0.080 |
2.3% |
89% |
True |
False |
18,540 |
| 10 |
3.442 |
3.183 |
0.259 |
7.6% |
0.083 |
2.4% |
94% |
True |
False |
20,681 |
| 20 |
3.442 |
3.041 |
0.401 |
11.7% |
0.104 |
3.0% |
96% |
True |
False |
21,040 |
| 40 |
3.442 |
3.041 |
0.401 |
11.7% |
0.096 |
2.8% |
96% |
True |
False |
17,361 |
| 60 |
3.442 |
2.874 |
0.568 |
16.6% |
0.086 |
2.5% |
97% |
True |
False |
14,603 |
| 80 |
3.442 |
2.756 |
0.686 |
20.0% |
0.078 |
2.3% |
98% |
True |
False |
12,372 |
| 100 |
3.442 |
2.750 |
0.692 |
20.2% |
0.072 |
2.1% |
98% |
True |
False |
10,980 |
| 120 |
3.442 |
2.750 |
0.692 |
20.2% |
0.070 |
2.0% |
98% |
True |
False |
9,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.842 |
|
2.618 |
3.688 |
|
1.618 |
3.594 |
|
1.000 |
3.536 |
|
0.618 |
3.500 |
|
HIGH |
3.442 |
|
0.618 |
3.406 |
|
0.500 |
3.395 |
|
0.382 |
3.384 |
|
LOW |
3.348 |
|
0.618 |
3.290 |
|
1.000 |
3.254 |
|
1.618 |
3.196 |
|
2.618 |
3.102 |
|
4.250 |
2.949 |
|
|
| Fisher Pivots for day following 21-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.416 |
3.410 |
| PP |
3.406 |
3.393 |
| S1 |
3.395 |
3.377 |
|