NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 28-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.950 |
2.972 |
0.022 |
0.7% |
2.928 |
| High |
2.993 |
2.978 |
-0.015 |
-0.5% |
3.010 |
| Low |
2.918 |
2.949 |
0.031 |
1.1% |
2.902 |
| Close |
2.973 |
2.970 |
-0.003 |
-0.1% |
2.927 |
| Range |
0.075 |
0.029 |
-0.046 |
-61.3% |
0.108 |
| ATR |
0.058 |
0.056 |
-0.002 |
-3.6% |
0.000 |
| Volume |
23,809 |
19,421 |
-4,388 |
-18.4% |
117,187 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.053 |
3.040 |
2.986 |
|
| R3 |
3.024 |
3.011 |
2.978 |
|
| R2 |
2.995 |
2.995 |
2.975 |
|
| R1 |
2.982 |
2.982 |
2.973 |
2.974 |
| PP |
2.966 |
2.966 |
2.966 |
2.962 |
| S1 |
2.953 |
2.953 |
2.967 |
2.945 |
| S2 |
2.937 |
2.937 |
2.965 |
|
| S3 |
2.908 |
2.924 |
2.962 |
|
| S4 |
2.879 |
2.895 |
2.954 |
|
|
| 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 |
3.007 |
2.902 |
0.105 |
3.5% |
0.058 |
2.0% |
65% |
False |
False |
21,922 |
| 10 |
3.010 |
2.895 |
0.115 |
3.9% |
0.054 |
1.8% |
65% |
False |
False |
22,620 |
| 20 |
3.010 |
2.681 |
0.329 |
11.1% |
0.058 |
2.0% |
88% |
False |
False |
23,337 |
| 40 |
3.010 |
2.681 |
0.329 |
11.1% |
0.055 |
1.9% |
88% |
False |
False |
19,928 |
| 60 |
3.010 |
2.630 |
0.380 |
12.8% |
0.052 |
1.7% |
89% |
False |
False |
18,024 |
| 80 |
3.010 |
2.425 |
0.585 |
19.7% |
0.048 |
1.6% |
93% |
False |
False |
15,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.101 |
|
2.618 |
3.054 |
|
1.618 |
3.025 |
|
1.000 |
3.007 |
|
0.618 |
2.996 |
|
HIGH |
2.978 |
|
0.618 |
2.967 |
|
0.500 |
2.964 |
|
0.382 |
2.960 |
|
LOW |
2.949 |
|
0.618 |
2.931 |
|
1.000 |
2.920 |
|
1.618 |
2.902 |
|
2.618 |
2.873 |
|
4.250 |
2.826 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.968 |
2.963 |
| PP |
2.966 |
2.956 |
| S1 |
2.964 |
2.949 |
|