NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 30-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.356 |
3.375 |
0.019 |
0.6% |
3.264 |
| High |
3.405 |
3.452 |
0.047 |
1.4% |
3.452 |
| Low |
3.237 |
3.328 |
0.091 |
2.8% |
3.237 |
| Close |
3.364 |
3.416 |
0.052 |
1.5% |
3.416 |
| Range |
0.168 |
0.124 |
-0.044 |
-26.2% |
0.215 |
| ATR |
0.103 |
0.104 |
0.002 |
1.5% |
0.000 |
| Volume |
36,307 |
25,329 |
-10,978 |
-30.2% |
113,189 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.771 |
3.717 |
3.484 |
|
| R3 |
3.647 |
3.593 |
3.450 |
|
| R2 |
3.523 |
3.523 |
3.439 |
|
| R1 |
3.469 |
3.469 |
3.427 |
3.496 |
| PP |
3.399 |
3.399 |
3.399 |
3.412 |
| S1 |
3.345 |
3.345 |
3.405 |
3.372 |
| S2 |
3.275 |
3.275 |
3.393 |
|
| S3 |
3.151 |
3.221 |
3.382 |
|
| S4 |
3.027 |
3.097 |
3.348 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.013 |
3.930 |
3.534 |
|
| R3 |
3.798 |
3.715 |
3.475 |
|
| R2 |
3.583 |
3.583 |
3.455 |
|
| R1 |
3.500 |
3.500 |
3.436 |
3.542 |
| PP |
3.368 |
3.368 |
3.368 |
3.389 |
| S1 |
3.285 |
3.285 |
3.396 |
3.327 |
| S2 |
3.153 |
3.153 |
3.377 |
|
| S3 |
2.938 |
3.070 |
3.357 |
|
| S4 |
2.723 |
2.855 |
3.298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.452 |
3.237 |
0.215 |
6.3% |
0.119 |
3.5% |
83% |
True |
False |
22,637 |
| 10 |
3.452 |
3.237 |
0.215 |
6.3% |
0.105 |
3.1% |
83% |
True |
False |
19,764 |
| 20 |
3.452 |
3.097 |
0.355 |
10.4% |
0.103 |
3.0% |
90% |
True |
False |
20,937 |
| 40 |
3.452 |
3.041 |
0.411 |
12.0% |
0.101 |
2.9% |
91% |
True |
False |
18,451 |
| 60 |
3.452 |
3.012 |
0.440 |
12.9% |
0.090 |
2.6% |
92% |
True |
False |
15,844 |
| 80 |
3.452 |
2.756 |
0.696 |
20.4% |
0.083 |
2.4% |
95% |
True |
False |
13,478 |
| 100 |
3.452 |
2.750 |
0.702 |
20.6% |
0.076 |
2.2% |
95% |
True |
False |
12,000 |
| 120 |
3.452 |
2.750 |
0.702 |
20.6% |
0.073 |
2.1% |
95% |
True |
False |
10,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.979 |
|
2.618 |
3.777 |
|
1.618 |
3.653 |
|
1.000 |
3.576 |
|
0.618 |
3.529 |
|
HIGH |
3.452 |
|
0.618 |
3.405 |
|
0.500 |
3.390 |
|
0.382 |
3.375 |
|
LOW |
3.328 |
|
0.618 |
3.251 |
|
1.000 |
3.204 |
|
1.618 |
3.127 |
|
2.618 |
3.003 |
|
4.250 |
2.801 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.407 |
3.392 |
| PP |
3.399 |
3.368 |
| S1 |
3.390 |
3.345 |
|