NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 28-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.320 |
3.371 |
0.051 |
1.5% |
3.312 |
| High |
3.400 |
3.386 |
-0.014 |
-0.4% |
3.442 |
| Low |
3.263 |
3.335 |
0.072 |
2.2% |
3.258 |
| Close |
3.376 |
3.363 |
-0.013 |
-0.4% |
3.285 |
| Range |
0.137 |
0.051 |
-0.086 |
-62.8% |
0.184 |
| ATR |
0.101 |
0.098 |
-0.004 |
-3.5% |
0.000 |
| Volume |
20,377 |
15,092 |
-5,285 |
-25.9% |
84,459 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.514 |
3.490 |
3.391 |
|
| R3 |
3.463 |
3.439 |
3.377 |
|
| R2 |
3.412 |
3.412 |
3.372 |
|
| R1 |
3.388 |
3.388 |
3.368 |
3.375 |
| PP |
3.361 |
3.361 |
3.361 |
3.355 |
| S1 |
3.337 |
3.337 |
3.358 |
3.324 |
| S2 |
3.310 |
3.310 |
3.354 |
|
| S3 |
3.259 |
3.286 |
3.349 |
|
| S4 |
3.208 |
3.235 |
3.335 |
|
|
| 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 |
3.435 |
3.251 |
0.184 |
5.5% |
0.099 |
2.9% |
61% |
False |
False |
16,506 |
| 10 |
3.442 |
3.251 |
0.191 |
5.7% |
0.090 |
2.7% |
59% |
False |
False |
17,523 |
| 20 |
3.442 |
3.041 |
0.401 |
11.9% |
0.101 |
3.0% |
80% |
False |
False |
20,395 |
| 40 |
3.442 |
3.041 |
0.401 |
11.9% |
0.097 |
2.9% |
80% |
False |
False |
17,731 |
| 60 |
3.442 |
3.005 |
0.437 |
13.0% |
0.088 |
2.6% |
82% |
False |
False |
15,112 |
| 80 |
3.442 |
2.756 |
0.686 |
20.4% |
0.080 |
2.4% |
88% |
False |
False |
12,851 |
| 100 |
3.442 |
2.750 |
0.692 |
20.6% |
0.075 |
2.2% |
89% |
False |
False |
11,518 |
| 120 |
3.442 |
2.750 |
0.692 |
20.6% |
0.071 |
2.1% |
89% |
False |
False |
10,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.603 |
|
2.618 |
3.520 |
|
1.618 |
3.469 |
|
1.000 |
3.437 |
|
0.618 |
3.418 |
|
HIGH |
3.386 |
|
0.618 |
3.367 |
|
0.500 |
3.361 |
|
0.382 |
3.354 |
|
LOW |
3.335 |
|
0.618 |
3.303 |
|
1.000 |
3.284 |
|
1.618 |
3.252 |
|
2.618 |
3.201 |
|
4.250 |
3.118 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.362 |
3.351 |
| PP |
3.361 |
3.338 |
| S1 |
3.361 |
3.326 |
|