NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.199 |
3.231 |
0.032 |
1.0% |
3.245 |
| High |
3.260 |
3.278 |
0.018 |
0.6% |
3.278 |
| Low |
3.191 |
3.222 |
0.031 |
1.0% |
3.130 |
| Close |
3.235 |
3.249 |
0.014 |
0.4% |
3.249 |
| Range |
0.069 |
0.056 |
-0.013 |
-18.8% |
0.148 |
| ATR |
0.091 |
0.089 |
-0.003 |
-2.8% |
0.000 |
| Volume |
29,587 |
37,789 |
8,202 |
27.7% |
197,796 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.418 |
3.389 |
3.280 |
|
| R3 |
3.362 |
3.333 |
3.264 |
|
| R2 |
3.306 |
3.306 |
3.259 |
|
| R1 |
3.277 |
3.277 |
3.254 |
3.292 |
| PP |
3.250 |
3.250 |
3.250 |
3.257 |
| S1 |
3.221 |
3.221 |
3.244 |
3.236 |
| S2 |
3.194 |
3.194 |
3.239 |
|
| S3 |
3.138 |
3.165 |
3.234 |
|
| S4 |
3.082 |
3.109 |
3.218 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.663 |
3.604 |
3.330 |
|
| R3 |
3.515 |
3.456 |
3.290 |
|
| R2 |
3.367 |
3.367 |
3.276 |
|
| R1 |
3.308 |
3.308 |
3.263 |
3.338 |
| PP |
3.219 |
3.219 |
3.219 |
3.234 |
| S1 |
3.160 |
3.160 |
3.235 |
3.190 |
| S2 |
3.071 |
3.071 |
3.222 |
|
| S3 |
2.923 |
3.012 |
3.208 |
|
| S4 |
2.775 |
2.864 |
3.168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.278 |
3.130 |
0.148 |
4.6% |
0.070 |
2.2% |
80% |
True |
False |
39,559 |
| 10 |
3.278 |
2.987 |
0.291 |
9.0% |
0.090 |
2.8% |
90% |
True |
False |
39,344 |
| 20 |
3.278 |
2.935 |
0.343 |
10.6% |
0.097 |
3.0% |
92% |
True |
False |
34,006 |
| 40 |
3.278 |
2.935 |
0.343 |
10.6% |
0.083 |
2.6% |
92% |
True |
False |
27,668 |
| 60 |
3.278 |
2.707 |
0.571 |
17.6% |
0.076 |
2.3% |
95% |
True |
False |
23,323 |
| 80 |
3.278 |
2.653 |
0.625 |
19.2% |
0.069 |
2.1% |
95% |
True |
False |
20,185 |
| 100 |
3.278 |
2.653 |
0.625 |
19.2% |
0.064 |
2.0% |
95% |
True |
False |
18,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.516 |
|
2.618 |
3.425 |
|
1.618 |
3.369 |
|
1.000 |
3.334 |
|
0.618 |
3.313 |
|
HIGH |
3.278 |
|
0.618 |
3.257 |
|
0.500 |
3.250 |
|
0.382 |
3.243 |
|
LOW |
3.222 |
|
0.618 |
3.187 |
|
1.000 |
3.166 |
|
1.618 |
3.131 |
|
2.618 |
3.075 |
|
4.250 |
2.984 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.250 |
3.234 |
| PP |
3.250 |
3.219 |
| S1 |
3.249 |
3.204 |
|