NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 21-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.258 |
3.237 |
-0.021 |
-0.6% |
3.245 |
| High |
3.303 |
3.318 |
0.015 |
0.5% |
3.278 |
| Low |
3.227 |
3.233 |
0.006 |
0.2% |
3.130 |
| Close |
3.238 |
3.304 |
0.066 |
2.0% |
3.249 |
| Range |
0.076 |
0.085 |
0.009 |
11.8% |
0.148 |
| ATR |
0.087 |
0.087 |
0.000 |
-0.2% |
0.000 |
| Volume |
28,615 |
31,278 |
2,663 |
9.3% |
197,796 |
|
| Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.540 |
3.507 |
3.351 |
|
| R3 |
3.455 |
3.422 |
3.327 |
|
| R2 |
3.370 |
3.370 |
3.320 |
|
| R1 |
3.337 |
3.337 |
3.312 |
3.354 |
| PP |
3.285 |
3.285 |
3.285 |
3.293 |
| S1 |
3.252 |
3.252 |
3.296 |
3.269 |
| S2 |
3.200 |
3.200 |
3.288 |
|
| S3 |
3.115 |
3.167 |
3.281 |
|
| S4 |
3.030 |
3.082 |
3.257 |
|
|
| 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 |
3.318 |
3.191 |
0.127 |
3.8% |
0.072 |
2.2% |
89% |
True |
False |
31,277 |
| 10 |
3.318 |
3.072 |
0.246 |
7.4% |
0.075 |
2.3% |
94% |
True |
False |
38,147 |
| 20 |
3.318 |
2.935 |
0.383 |
11.6% |
0.092 |
2.8% |
96% |
True |
False |
35,012 |
| 40 |
3.318 |
2.935 |
0.383 |
11.6% |
0.086 |
2.6% |
96% |
True |
False |
28,849 |
| 60 |
3.318 |
2.778 |
0.540 |
16.3% |
0.077 |
2.3% |
97% |
True |
False |
24,375 |
| 80 |
3.318 |
2.660 |
0.658 |
19.9% |
0.070 |
2.1% |
98% |
True |
False |
20,791 |
| 100 |
3.318 |
2.653 |
0.665 |
20.1% |
0.065 |
2.0% |
98% |
True |
False |
18,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.679 |
|
2.618 |
3.541 |
|
1.618 |
3.456 |
|
1.000 |
3.403 |
|
0.618 |
3.371 |
|
HIGH |
3.318 |
|
0.618 |
3.286 |
|
0.500 |
3.276 |
|
0.382 |
3.265 |
|
LOW |
3.233 |
|
0.618 |
3.180 |
|
1.000 |
3.148 |
|
1.618 |
3.095 |
|
2.618 |
3.010 |
|
4.250 |
2.872 |
|
|
| Fisher Pivots for day following 21-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.295 |
3.289 |
| PP |
3.285 |
3.274 |
| S1 |
3.276 |
3.259 |
|