NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 22-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.237 |
3.301 |
0.064 |
2.0% |
3.245 |
| High |
3.318 |
3.315 |
-0.003 |
-0.1% |
3.278 |
| Low |
3.233 |
3.223 |
-0.010 |
-0.3% |
3.130 |
| Close |
3.304 |
3.239 |
-0.065 |
-2.0% |
3.249 |
| Range |
0.085 |
0.092 |
0.007 |
8.2% |
0.148 |
| ATR |
0.087 |
0.087 |
0.000 |
0.4% |
0.000 |
| Volume |
31,278 |
29,221 |
-2,057 |
-6.6% |
197,796 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.535 |
3.479 |
3.290 |
|
| R3 |
3.443 |
3.387 |
3.264 |
|
| R2 |
3.351 |
3.351 |
3.256 |
|
| R1 |
3.295 |
3.295 |
3.247 |
3.277 |
| PP |
3.259 |
3.259 |
3.259 |
3.250 |
| S1 |
3.203 |
3.203 |
3.231 |
3.185 |
| S2 |
3.167 |
3.167 |
3.222 |
|
| S3 |
3.075 |
3.111 |
3.214 |
|
| S4 |
2.983 |
3.019 |
3.188 |
|
|
| 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 |
3.200 |
0.118 |
3.6% |
0.077 |
2.4% |
33% |
False |
False |
31,204 |
| 10 |
3.318 |
3.128 |
0.190 |
5.9% |
0.077 |
2.4% |
58% |
False |
False |
36,806 |
| 20 |
3.318 |
2.935 |
0.383 |
11.8% |
0.092 |
2.8% |
79% |
False |
False |
34,949 |
| 40 |
3.318 |
2.935 |
0.383 |
11.8% |
0.086 |
2.7% |
79% |
False |
False |
29,210 |
| 60 |
3.318 |
2.778 |
0.540 |
16.7% |
0.077 |
2.4% |
85% |
False |
False |
24,572 |
| 80 |
3.318 |
2.660 |
0.658 |
20.3% |
0.071 |
2.2% |
88% |
False |
False |
21,020 |
| 100 |
3.318 |
2.653 |
0.665 |
20.5% |
0.065 |
2.0% |
88% |
False |
False |
19,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.706 |
|
2.618 |
3.556 |
|
1.618 |
3.464 |
|
1.000 |
3.407 |
|
0.618 |
3.372 |
|
HIGH |
3.315 |
|
0.618 |
3.280 |
|
0.500 |
3.269 |
|
0.382 |
3.258 |
|
LOW |
3.223 |
|
0.618 |
3.166 |
|
1.000 |
3.131 |
|
1.618 |
3.074 |
|
2.618 |
2.982 |
|
4.250 |
2.832 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.269 |
3.271 |
| PP |
3.259 |
3.260 |
| S1 |
3.249 |
3.250 |
|