NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 29-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.371 |
3.356 |
-0.015 |
-0.4% |
3.312 |
| High |
3.386 |
3.405 |
0.019 |
0.6% |
3.442 |
| Low |
3.335 |
3.237 |
-0.098 |
-2.9% |
3.258 |
| Close |
3.363 |
3.364 |
0.001 |
0.0% |
3.285 |
| Range |
0.051 |
0.168 |
0.117 |
229.4% |
0.184 |
| ATR |
0.098 |
0.103 |
0.005 |
5.1% |
0.000 |
| Volume |
15,092 |
36,307 |
21,215 |
140.6% |
84,459 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.839 |
3.770 |
3.456 |
|
| R3 |
3.671 |
3.602 |
3.410 |
|
| R2 |
3.503 |
3.503 |
3.395 |
|
| R1 |
3.434 |
3.434 |
3.379 |
3.469 |
| PP |
3.335 |
3.335 |
3.335 |
3.353 |
| S1 |
3.266 |
3.266 |
3.349 |
3.301 |
| S2 |
3.167 |
3.167 |
3.333 |
|
| S3 |
2.999 |
3.098 |
3.318 |
|
| S4 |
2.831 |
2.930 |
3.272 |
|
|
| 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 |
3.405 |
3.237 |
0.168 |
5.0% |
0.114 |
3.4% |
76% |
True |
True |
20,352 |
| 10 |
3.442 |
3.237 |
0.205 |
6.1% |
0.099 |
2.9% |
62% |
False |
True |
19,423 |
| 20 |
3.442 |
3.041 |
0.401 |
11.9% |
0.102 |
3.0% |
81% |
False |
False |
21,214 |
| 40 |
3.442 |
3.041 |
0.401 |
11.9% |
0.099 |
2.9% |
81% |
False |
False |
18,081 |
| 60 |
3.442 |
3.012 |
0.430 |
12.8% |
0.089 |
2.7% |
82% |
False |
False |
15,576 |
| 80 |
3.442 |
2.756 |
0.686 |
20.4% |
0.082 |
2.4% |
89% |
False |
False |
13,243 |
| 100 |
3.442 |
2.750 |
0.692 |
20.6% |
0.076 |
2.3% |
89% |
False |
False |
11,803 |
| 120 |
3.442 |
2.750 |
0.692 |
20.6% |
0.072 |
2.1% |
89% |
False |
False |
10,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.119 |
|
2.618 |
3.845 |
|
1.618 |
3.677 |
|
1.000 |
3.573 |
|
0.618 |
3.509 |
|
HIGH |
3.405 |
|
0.618 |
3.341 |
|
0.500 |
3.321 |
|
0.382 |
3.301 |
|
LOW |
3.237 |
|
0.618 |
3.133 |
|
1.000 |
3.069 |
|
1.618 |
2.965 |
|
2.618 |
2.797 |
|
4.250 |
2.523 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.350 |
3.350 |
| PP |
3.335 |
3.335 |
| S1 |
3.321 |
3.321 |
|