NYMEX Natural Gas Future May 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 |
2.907 |
2.870 |
-0.037 |
-1.3% |
2.888 |
| High |
2.921 |
2.926 |
0.005 |
0.2% |
2.965 |
| Low |
2.865 |
2.870 |
0.005 |
0.2% |
2.865 |
| Close |
2.892 |
2.916 |
0.024 |
0.8% |
2.892 |
| Range |
0.056 |
0.056 |
0.000 |
0.0% |
0.100 |
| ATR |
0.050 |
0.051 |
0.000 |
0.8% |
0.000 |
| Volume |
10,060 |
6,855 |
-3,205 |
-31.9% |
44,387 |
|
| Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.072 |
3.050 |
2.947 |
|
| R3 |
3.016 |
2.994 |
2.931 |
|
| R2 |
2.960 |
2.960 |
2.926 |
|
| R1 |
2.938 |
2.938 |
2.921 |
2.949 |
| PP |
2.904 |
2.904 |
2.904 |
2.910 |
| S1 |
2.882 |
2.882 |
2.911 |
2.893 |
| S2 |
2.848 |
2.848 |
2.906 |
|
| S3 |
2.792 |
2.826 |
2.901 |
|
| S4 |
2.736 |
2.770 |
2.885 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.207 |
3.150 |
2.947 |
|
| R3 |
3.107 |
3.050 |
2.920 |
|
| R2 |
3.007 |
3.007 |
2.910 |
|
| R1 |
2.950 |
2.950 |
2.901 |
2.979 |
| PP |
2.907 |
2.907 |
2.907 |
2.922 |
| S1 |
2.850 |
2.850 |
2.883 |
2.879 |
| S2 |
2.807 |
2.807 |
2.874 |
|
| S3 |
2.707 |
2.750 |
2.865 |
|
| S4 |
2.607 |
2.650 |
2.837 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.965 |
2.865 |
0.100 |
3.4% |
0.050 |
1.7% |
51% |
False |
False |
8,812 |
| 10 |
2.965 |
2.821 |
0.144 |
4.9% |
0.047 |
1.6% |
66% |
False |
False |
8,463 |
| 20 |
2.965 |
2.650 |
0.315 |
10.8% |
0.053 |
1.8% |
84% |
False |
False |
9,379 |
| 40 |
2.965 |
2.650 |
0.315 |
10.8% |
0.049 |
1.7% |
84% |
False |
False |
8,700 |
| 60 |
2.965 |
2.535 |
0.430 |
14.7% |
0.046 |
1.6% |
89% |
False |
False |
8,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.164 |
|
2.618 |
3.073 |
|
1.618 |
3.017 |
|
1.000 |
2.982 |
|
0.618 |
2.961 |
|
HIGH |
2.926 |
|
0.618 |
2.905 |
|
0.500 |
2.898 |
|
0.382 |
2.891 |
|
LOW |
2.870 |
|
0.618 |
2.835 |
|
1.000 |
2.814 |
|
1.618 |
2.779 |
|
2.618 |
2.723 |
|
4.250 |
2.632 |
|
|
| Fisher Pivots for day following 26-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.910 |
2.916 |
| PP |
2.904 |
2.915 |
| S1 |
2.898 |
2.915 |
|