NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 26-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.227 |
3.159 |
-0.068 |
-2.1% |
3.209 |
| High |
3.240 |
3.244 |
0.004 |
0.1% |
3.318 |
| Low |
3.148 |
3.143 |
-0.005 |
-0.2% |
3.148 |
| Close |
3.175 |
3.213 |
0.038 |
1.2% |
3.175 |
| Range |
0.092 |
0.101 |
0.009 |
9.8% |
0.170 |
| ATR |
0.087 |
0.088 |
0.001 |
1.1% |
0.000 |
| Volume |
31,370 |
26,181 |
-5,189 |
-16.5% |
149,603 |
|
| Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.503 |
3.459 |
3.269 |
|
| R3 |
3.402 |
3.358 |
3.241 |
|
| R2 |
3.301 |
3.301 |
3.232 |
|
| R1 |
3.257 |
3.257 |
3.222 |
3.279 |
| PP |
3.200 |
3.200 |
3.200 |
3.211 |
| S1 |
3.156 |
3.156 |
3.204 |
3.178 |
| S2 |
3.099 |
3.099 |
3.194 |
|
| S3 |
2.998 |
3.055 |
3.185 |
|
| S4 |
2.897 |
2.954 |
3.157 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.724 |
3.619 |
3.269 |
|
| R3 |
3.554 |
3.449 |
3.222 |
|
| R2 |
3.384 |
3.384 |
3.206 |
|
| R1 |
3.279 |
3.279 |
3.191 |
3.247 |
| PP |
3.214 |
3.214 |
3.214 |
3.197 |
| S1 |
3.109 |
3.109 |
3.159 |
3.077 |
| S2 |
3.044 |
3.044 |
3.144 |
|
| S3 |
2.874 |
2.939 |
3.128 |
|
| S4 |
2.704 |
2.769 |
3.082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.318 |
3.143 |
0.175 |
5.4% |
0.089 |
2.8% |
40% |
False |
True |
29,333 |
| 10 |
3.318 |
3.130 |
0.188 |
5.9% |
0.079 |
2.5% |
44% |
False |
False |
32,419 |
| 20 |
3.318 |
2.935 |
0.383 |
11.9% |
0.095 |
2.9% |
73% |
False |
False |
35,076 |
| 40 |
3.318 |
2.935 |
0.383 |
11.9% |
0.086 |
2.7% |
73% |
False |
False |
29,123 |
| 60 |
3.318 |
2.807 |
0.511 |
15.9% |
0.078 |
2.4% |
79% |
False |
False |
25,121 |
| 80 |
3.318 |
2.660 |
0.658 |
20.5% |
0.072 |
2.2% |
84% |
False |
False |
21,470 |
| 100 |
3.318 |
2.653 |
0.665 |
20.7% |
0.067 |
2.1% |
84% |
False |
False |
19,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.673 |
|
2.618 |
3.508 |
|
1.618 |
3.407 |
|
1.000 |
3.345 |
|
0.618 |
3.306 |
|
HIGH |
3.244 |
|
0.618 |
3.205 |
|
0.500 |
3.194 |
|
0.382 |
3.182 |
|
LOW |
3.143 |
|
0.618 |
3.081 |
|
1.000 |
3.042 |
|
1.618 |
2.980 |
|
2.618 |
2.879 |
|
4.250 |
2.714 |
|
|
| Fisher Pivots for day following 26-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.207 |
3.229 |
| PP |
3.200 |
3.224 |
| S1 |
3.194 |
3.218 |
|