NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 27-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.906 |
2.950 |
0.044 |
1.5% |
2.928 |
| High |
2.969 |
2.993 |
0.024 |
0.8% |
3.010 |
| Low |
2.904 |
2.918 |
0.014 |
0.5% |
2.902 |
| Close |
2.954 |
2.973 |
0.019 |
0.6% |
2.927 |
| Range |
0.065 |
0.075 |
0.010 |
15.4% |
0.108 |
| ATR |
0.057 |
0.058 |
0.001 |
2.3% |
0.000 |
| Volume |
16,732 |
23,809 |
7,077 |
42.3% |
117,187 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.186 |
3.155 |
3.014 |
|
| R3 |
3.111 |
3.080 |
2.994 |
|
| R2 |
3.036 |
3.036 |
2.987 |
|
| R1 |
3.005 |
3.005 |
2.980 |
3.021 |
| PP |
2.961 |
2.961 |
2.961 |
2.969 |
| S1 |
2.930 |
2.930 |
2.966 |
2.946 |
| S2 |
2.886 |
2.886 |
2.959 |
|
| S3 |
2.811 |
2.855 |
2.952 |
|
| S4 |
2.736 |
2.780 |
2.932 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.270 |
3.207 |
2.986 |
|
| R3 |
3.162 |
3.099 |
2.957 |
|
| R2 |
3.054 |
3.054 |
2.947 |
|
| R1 |
2.991 |
2.991 |
2.937 |
2.969 |
| PP |
2.946 |
2.946 |
2.946 |
2.935 |
| S1 |
2.883 |
2.883 |
2.917 |
2.861 |
| S2 |
2.838 |
2.838 |
2.907 |
|
| S3 |
2.730 |
2.775 |
2.897 |
|
| S4 |
2.622 |
2.667 |
2.868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.010 |
2.902 |
0.108 |
3.6% |
0.063 |
2.1% |
66% |
False |
False |
22,945 |
| 10 |
3.010 |
2.861 |
0.149 |
5.0% |
0.056 |
1.9% |
75% |
False |
False |
23,375 |
| 20 |
3.010 |
2.681 |
0.329 |
11.1% |
0.060 |
2.0% |
89% |
False |
False |
23,051 |
| 40 |
3.010 |
2.681 |
0.329 |
11.1% |
0.055 |
1.9% |
89% |
False |
False |
19,904 |
| 60 |
3.010 |
2.596 |
0.414 |
13.9% |
0.052 |
1.7% |
91% |
False |
False |
18,068 |
| 80 |
3.010 |
2.425 |
0.585 |
19.7% |
0.049 |
1.6% |
94% |
False |
False |
15,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.312 |
|
2.618 |
3.189 |
|
1.618 |
3.114 |
|
1.000 |
3.068 |
|
0.618 |
3.039 |
|
HIGH |
2.993 |
|
0.618 |
2.964 |
|
0.500 |
2.956 |
|
0.382 |
2.947 |
|
LOW |
2.918 |
|
0.618 |
2.872 |
|
1.000 |
2.843 |
|
1.618 |
2.797 |
|
2.618 |
2.722 |
|
4.250 |
2.599 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.967 |
2.965 |
| PP |
2.961 |
2.956 |
| S1 |
2.956 |
2.948 |
|