NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 30-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.225 |
3.245 |
0.020 |
0.6% |
3.159 |
| High |
3.271 |
3.320 |
0.049 |
1.5% |
3.320 |
| Low |
3.125 |
3.205 |
0.080 |
2.6% |
3.125 |
| Close |
3.233 |
3.284 |
0.051 |
1.6% |
3.284 |
| Range |
0.146 |
0.115 |
-0.031 |
-21.2% |
0.195 |
| ATR |
0.092 |
0.093 |
0.002 |
1.8% |
0.000 |
| Volume |
48,280 |
35,769 |
-12,511 |
-25.9% |
162,005 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.615 |
3.564 |
3.347 |
|
| R3 |
3.500 |
3.449 |
3.316 |
|
| R2 |
3.385 |
3.385 |
3.305 |
|
| R1 |
3.334 |
3.334 |
3.295 |
3.360 |
| PP |
3.270 |
3.270 |
3.270 |
3.282 |
| S1 |
3.219 |
3.219 |
3.273 |
3.245 |
| S2 |
3.155 |
3.155 |
3.263 |
|
| S3 |
3.040 |
3.104 |
3.252 |
|
| S4 |
2.925 |
2.989 |
3.221 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.828 |
3.751 |
3.391 |
|
| R3 |
3.633 |
3.556 |
3.338 |
|
| R2 |
3.438 |
3.438 |
3.320 |
|
| R1 |
3.361 |
3.361 |
3.302 |
3.400 |
| PP |
3.243 |
3.243 |
3.243 |
3.262 |
| S1 |
3.166 |
3.166 |
3.266 |
3.205 |
| S2 |
3.048 |
3.048 |
3.248 |
|
| S3 |
2.853 |
2.971 |
3.230 |
|
| S4 |
2.658 |
2.776 |
3.177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.320 |
3.125 |
0.195 |
5.9% |
0.105 |
3.2% |
82% |
True |
False |
32,401 |
| 10 |
3.320 |
3.125 |
0.195 |
5.9% |
0.095 |
2.9% |
82% |
True |
False |
31,160 |
| 20 |
3.320 |
2.987 |
0.333 |
10.1% |
0.092 |
2.8% |
89% |
True |
False |
35,252 |
| 40 |
3.320 |
2.935 |
0.385 |
11.7% |
0.090 |
2.7% |
91% |
True |
False |
30,254 |
| 60 |
3.320 |
2.896 |
0.424 |
12.9% |
0.081 |
2.5% |
92% |
True |
False |
26,146 |
| 80 |
3.320 |
2.660 |
0.660 |
20.1% |
0.074 |
2.3% |
95% |
True |
False |
22,550 |
| 100 |
3.320 |
2.653 |
0.667 |
20.3% |
0.069 |
2.1% |
95% |
True |
False |
20,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.809 |
|
2.618 |
3.621 |
|
1.618 |
3.506 |
|
1.000 |
3.435 |
|
0.618 |
3.391 |
|
HIGH |
3.320 |
|
0.618 |
3.276 |
|
0.500 |
3.263 |
|
0.382 |
3.249 |
|
LOW |
3.205 |
|
0.618 |
3.134 |
|
1.000 |
3.090 |
|
1.618 |
3.019 |
|
2.618 |
2.904 |
|
4.250 |
2.716 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.277 |
3.264 |
| PP |
3.270 |
3.243 |
| S1 |
3.263 |
3.223 |
|