NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 20-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.888 |
2.918 |
0.030 |
1.0% |
2.832 |
| High |
2.933 |
2.954 |
0.021 |
0.7% |
2.911 |
| Low |
2.880 |
2.912 |
0.032 |
1.1% |
2.818 |
| Close |
2.920 |
2.926 |
0.006 |
0.2% |
2.906 |
| Range |
0.053 |
0.042 |
-0.011 |
-20.8% |
0.093 |
| ATR |
0.050 |
0.050 |
-0.001 |
-1.2% |
0.000 |
| Volume |
7,181 |
6,837 |
-344 |
-4.8% |
46,310 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.057 |
3.033 |
2.949 |
|
| R3 |
3.015 |
2.991 |
2.938 |
|
| R2 |
2.973 |
2.973 |
2.934 |
|
| R1 |
2.949 |
2.949 |
2.930 |
2.961 |
| PP |
2.931 |
2.931 |
2.931 |
2.937 |
| S1 |
2.907 |
2.907 |
2.922 |
2.919 |
| S2 |
2.889 |
2.889 |
2.918 |
|
| S3 |
2.847 |
2.865 |
2.914 |
|
| S4 |
2.805 |
2.823 |
2.903 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.157 |
3.125 |
2.957 |
|
| R3 |
3.064 |
3.032 |
2.932 |
|
| R2 |
2.971 |
2.971 |
2.923 |
|
| R1 |
2.939 |
2.939 |
2.915 |
2.955 |
| PP |
2.878 |
2.878 |
2.878 |
2.887 |
| S1 |
2.846 |
2.846 |
2.897 |
2.862 |
| S2 |
2.785 |
2.785 |
2.889 |
|
| S3 |
2.692 |
2.753 |
2.880 |
|
| S4 |
2.599 |
2.660 |
2.855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.954 |
2.821 |
0.133 |
4.5% |
0.046 |
1.6% |
79% |
True |
False |
7,775 |
| 10 |
2.954 |
2.719 |
0.235 |
8.0% |
0.044 |
1.5% |
88% |
True |
False |
9,316 |
| 20 |
2.954 |
2.650 |
0.304 |
10.4% |
0.053 |
1.8% |
91% |
True |
False |
9,663 |
| 40 |
2.954 |
2.650 |
0.304 |
10.4% |
0.048 |
1.6% |
91% |
True |
False |
8,572 |
| 60 |
2.954 |
2.486 |
0.468 |
16.0% |
0.046 |
1.6% |
94% |
True |
False |
8,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.133 |
|
2.618 |
3.064 |
|
1.618 |
3.022 |
|
1.000 |
2.996 |
|
0.618 |
2.980 |
|
HIGH |
2.954 |
|
0.618 |
2.938 |
|
0.500 |
2.933 |
|
0.382 |
2.928 |
|
LOW |
2.912 |
|
0.618 |
2.886 |
|
1.000 |
2.870 |
|
1.618 |
2.844 |
|
2.618 |
2.802 |
|
4.250 |
2.734 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.933 |
2.923 |
| PP |
2.931 |
2.920 |
| S1 |
2.928 |
2.917 |
|