NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 19-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.231 |
3.209 |
-0.022 |
-0.7% |
3.245 |
| High |
3.278 |
3.274 |
-0.004 |
-0.1% |
3.278 |
| Low |
3.222 |
3.200 |
-0.022 |
-0.7% |
3.130 |
| Close |
3.249 |
3.256 |
0.007 |
0.2% |
3.249 |
| Range |
0.056 |
0.074 |
0.018 |
32.1% |
0.148 |
| ATR |
0.089 |
0.088 |
-0.001 |
-1.2% |
0.000 |
| Volume |
37,789 |
29,119 |
-8,670 |
-22.9% |
197,796 |
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.465 |
3.435 |
3.297 |
|
| R3 |
3.391 |
3.361 |
3.276 |
|
| R2 |
3.317 |
3.317 |
3.270 |
|
| R1 |
3.287 |
3.287 |
3.263 |
3.302 |
| PP |
3.243 |
3.243 |
3.243 |
3.251 |
| S1 |
3.213 |
3.213 |
3.249 |
3.228 |
| S2 |
3.169 |
3.169 |
3.242 |
|
| S3 |
3.095 |
3.139 |
3.236 |
|
| S4 |
3.021 |
3.065 |
3.215 |
|
|
| 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 |
4.5% |
0.069 |
2.1% |
85% |
False |
False |
35,506 |
| 10 |
3.278 |
3.051 |
0.227 |
7.0% |
0.080 |
2.5% |
90% |
False |
False |
38,638 |
| 20 |
3.278 |
2.935 |
0.343 |
10.5% |
0.096 |
2.9% |
94% |
False |
False |
34,332 |
| 40 |
3.278 |
2.935 |
0.343 |
10.5% |
0.084 |
2.6% |
94% |
False |
False |
28,083 |
| 60 |
3.278 |
2.739 |
0.539 |
16.6% |
0.076 |
2.3% |
96% |
False |
False |
23,687 |
| 80 |
3.278 |
2.660 |
0.618 |
19.0% |
0.069 |
2.1% |
96% |
False |
False |
20,315 |
| 100 |
3.278 |
2.653 |
0.625 |
19.2% |
0.064 |
2.0% |
96% |
False |
False |
18,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.589 |
|
2.618 |
3.468 |
|
1.618 |
3.394 |
|
1.000 |
3.348 |
|
0.618 |
3.320 |
|
HIGH |
3.274 |
|
0.618 |
3.246 |
|
0.500 |
3.237 |
|
0.382 |
3.228 |
|
LOW |
3.200 |
|
0.618 |
3.154 |
|
1.000 |
3.126 |
|
1.618 |
3.080 |
|
2.618 |
3.006 |
|
4.250 |
2.886 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.250 |
3.249 |
| PP |
3.243 |
3.242 |
| S1 |
3.237 |
3.235 |
|