NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 20-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.209 |
3.258 |
0.049 |
1.5% |
3.245 |
| High |
3.274 |
3.303 |
0.029 |
0.9% |
3.278 |
| Low |
3.200 |
3.227 |
0.027 |
0.8% |
3.130 |
| Close |
3.256 |
3.238 |
-0.018 |
-0.6% |
3.249 |
| Range |
0.074 |
0.076 |
0.002 |
2.7% |
0.148 |
| ATR |
0.088 |
0.087 |
-0.001 |
-1.0% |
0.000 |
| Volume |
29,119 |
28,615 |
-504 |
-1.7% |
197,796 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.484 |
3.437 |
3.280 |
|
| R3 |
3.408 |
3.361 |
3.259 |
|
| R2 |
3.332 |
3.332 |
3.252 |
|
| R1 |
3.285 |
3.285 |
3.245 |
3.271 |
| PP |
3.256 |
3.256 |
3.256 |
3.249 |
| S1 |
3.209 |
3.209 |
3.231 |
3.195 |
| S2 |
3.180 |
3.180 |
3.224 |
|
| S3 |
3.104 |
3.133 |
3.217 |
|
| S4 |
3.028 |
3.057 |
3.196 |
|
|
| 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 |
3.303 |
3.130 |
0.173 |
5.3% |
0.071 |
2.2% |
62% |
True |
False |
32,136 |
| 10 |
3.303 |
3.051 |
0.252 |
7.8% |
0.078 |
2.4% |
74% |
True |
False |
39,038 |
| 20 |
3.303 |
2.935 |
0.368 |
11.4% |
0.096 |
3.0% |
82% |
True |
False |
34,748 |
| 40 |
3.303 |
2.935 |
0.368 |
11.4% |
0.084 |
2.6% |
82% |
True |
False |
28,556 |
| 60 |
3.303 |
2.756 |
0.547 |
16.9% |
0.076 |
2.4% |
88% |
True |
False |
24,005 |
| 80 |
3.303 |
2.660 |
0.643 |
19.9% |
0.070 |
2.2% |
90% |
True |
False |
20,567 |
| 100 |
3.303 |
2.653 |
0.650 |
20.1% |
0.064 |
2.0% |
90% |
True |
False |
18,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.626 |
|
2.618 |
3.502 |
|
1.618 |
3.426 |
|
1.000 |
3.379 |
|
0.618 |
3.350 |
|
HIGH |
3.303 |
|
0.618 |
3.274 |
|
0.500 |
3.265 |
|
0.382 |
3.256 |
|
LOW |
3.227 |
|
0.618 |
3.180 |
|
1.000 |
3.151 |
|
1.618 |
3.104 |
|
2.618 |
3.028 |
|
4.250 |
2.904 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.265 |
3.252 |
| PP |
3.256 |
3.247 |
| S1 |
3.247 |
3.243 |
|