NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 26-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.345 |
3.264 |
-0.081 |
-2.4% |
3.312 |
| High |
3.358 |
3.365 |
0.007 |
0.2% |
3.442 |
| Low |
3.258 |
3.251 |
-0.007 |
-0.2% |
3.258 |
| Close |
3.285 |
3.329 |
0.044 |
1.3% |
3.285 |
| Range |
0.100 |
0.114 |
0.014 |
14.0% |
0.184 |
| ATR |
0.097 |
0.099 |
0.001 |
1.2% |
0.000 |
| Volume |
13,900 |
16,084 |
2,184 |
15.7% |
84,459 |
|
| Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.657 |
3.607 |
3.392 |
|
| R3 |
3.543 |
3.493 |
3.360 |
|
| R2 |
3.429 |
3.429 |
3.350 |
|
| R1 |
3.379 |
3.379 |
3.339 |
3.404 |
| PP |
3.315 |
3.315 |
3.315 |
3.328 |
| S1 |
3.265 |
3.265 |
3.319 |
3.290 |
| S2 |
3.201 |
3.201 |
3.308 |
|
| S3 |
3.087 |
3.151 |
3.298 |
|
| S4 |
2.973 |
3.037 |
3.266 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.880 |
3.767 |
3.386 |
|
| R3 |
3.696 |
3.583 |
3.336 |
|
| R2 |
3.512 |
3.512 |
3.319 |
|
| R1 |
3.399 |
3.399 |
3.302 |
3.364 |
| PP |
3.328 |
3.328 |
3.328 |
3.311 |
| S1 |
3.215 |
3.215 |
3.268 |
3.180 |
| S2 |
3.144 |
3.144 |
3.251 |
|
| S3 |
2.960 |
3.031 |
3.234 |
|
| S4 |
2.776 |
2.847 |
3.184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.442 |
3.251 |
0.191 |
5.7% |
0.097 |
2.9% |
41% |
False |
True |
16,296 |
| 10 |
3.442 |
3.241 |
0.201 |
6.0% |
0.086 |
2.6% |
44% |
False |
False |
18,312 |
| 20 |
3.442 |
3.041 |
0.401 |
12.0% |
0.106 |
3.2% |
72% |
False |
False |
21,002 |
| 40 |
3.442 |
3.041 |
0.401 |
12.0% |
0.097 |
2.9% |
72% |
False |
False |
17,478 |
| 60 |
3.442 |
2.901 |
0.541 |
16.3% |
0.088 |
2.6% |
79% |
False |
False |
15,065 |
| 80 |
3.442 |
2.756 |
0.686 |
20.6% |
0.080 |
2.4% |
84% |
False |
False |
12,662 |
| 100 |
3.442 |
2.750 |
0.692 |
20.8% |
0.074 |
2.2% |
84% |
False |
False |
11,291 |
| 120 |
3.442 |
2.750 |
0.692 |
20.8% |
0.070 |
2.1% |
84% |
False |
False |
10,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.850 |
|
2.618 |
3.663 |
|
1.618 |
3.549 |
|
1.000 |
3.479 |
|
0.618 |
3.435 |
|
HIGH |
3.365 |
|
0.618 |
3.321 |
|
0.500 |
3.308 |
|
0.382 |
3.295 |
|
LOW |
3.251 |
|
0.618 |
3.181 |
|
1.000 |
3.137 |
|
1.618 |
3.067 |
|
2.618 |
2.953 |
|
4.250 |
2.767 |
|
|
| Fisher Pivots for day following 26-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.322 |
3.343 |
| PP |
3.315 |
3.338 |
| S1 |
3.308 |
3.334 |
|