NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 27-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.264 |
3.320 |
0.056 |
1.7% |
3.312 |
| High |
3.365 |
3.400 |
0.035 |
1.0% |
3.442 |
| Low |
3.251 |
3.263 |
0.012 |
0.4% |
3.258 |
| Close |
3.329 |
3.376 |
0.047 |
1.4% |
3.285 |
| Range |
0.114 |
0.137 |
0.023 |
20.2% |
0.184 |
| ATR |
0.099 |
0.101 |
0.003 |
2.8% |
0.000 |
| Volume |
16,084 |
20,377 |
4,293 |
26.7% |
84,459 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.757 |
3.704 |
3.451 |
|
| R3 |
3.620 |
3.567 |
3.414 |
|
| R2 |
3.483 |
3.483 |
3.401 |
|
| R1 |
3.430 |
3.430 |
3.389 |
3.457 |
| PP |
3.346 |
3.346 |
3.346 |
3.360 |
| S1 |
3.293 |
3.293 |
3.363 |
3.320 |
| S2 |
3.209 |
3.209 |
3.351 |
|
| S3 |
3.072 |
3.156 |
3.338 |
|
| S4 |
2.935 |
3.019 |
3.301 |
|
|
| 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% |
0.108 |
3.2% |
65% |
False |
False |
16,832 |
| 10 |
3.442 |
3.241 |
0.201 |
6.0% |
0.093 |
2.8% |
67% |
False |
False |
18,245 |
| 20 |
3.442 |
3.041 |
0.401 |
11.9% |
0.104 |
3.1% |
84% |
False |
False |
20,547 |
| 40 |
3.442 |
3.041 |
0.401 |
11.9% |
0.097 |
2.9% |
84% |
False |
False |
17,741 |
| 60 |
3.442 |
2.958 |
0.484 |
14.3% |
0.088 |
2.6% |
86% |
False |
False |
15,082 |
| 80 |
3.442 |
2.756 |
0.686 |
20.3% |
0.080 |
2.4% |
90% |
False |
False |
12,770 |
| 100 |
3.442 |
2.750 |
0.692 |
20.5% |
0.074 |
2.2% |
90% |
False |
False |
11,437 |
| 120 |
3.442 |
2.750 |
0.692 |
20.5% |
0.071 |
2.1% |
90% |
False |
False |
10,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.982 |
|
2.618 |
3.759 |
|
1.618 |
3.622 |
|
1.000 |
3.537 |
|
0.618 |
3.485 |
|
HIGH |
3.400 |
|
0.618 |
3.348 |
|
0.500 |
3.332 |
|
0.382 |
3.315 |
|
LOW |
3.263 |
|
0.618 |
3.178 |
|
1.000 |
3.126 |
|
1.618 |
3.041 |
|
2.618 |
2.904 |
|
4.250 |
2.681 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.361 |
3.359 |
| PP |
3.346 |
3.342 |
| S1 |
3.332 |
3.326 |
|