NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 29-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.932 |
2.920 |
-0.012 |
-0.4% |
2.888 |
| High |
2.937 |
2.942 |
0.005 |
0.2% |
2.965 |
| Low |
2.912 |
2.865 |
-0.047 |
-1.6% |
2.865 |
| Close |
2.929 |
2.927 |
-0.002 |
-0.1% |
2.892 |
| Range |
0.025 |
0.077 |
0.052 |
208.0% |
0.100 |
| ATR |
0.049 |
0.051 |
0.002 |
4.0% |
0.000 |
| Volume |
11,014 |
14,931 |
3,917 |
35.6% |
44,387 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.142 |
3.112 |
2.969 |
|
| R3 |
3.065 |
3.035 |
2.948 |
|
| R2 |
2.988 |
2.988 |
2.941 |
|
| R1 |
2.958 |
2.958 |
2.934 |
2.973 |
| PP |
2.911 |
2.911 |
2.911 |
2.919 |
| S1 |
2.881 |
2.881 |
2.920 |
2.896 |
| S2 |
2.834 |
2.834 |
2.913 |
|
| S3 |
2.757 |
2.804 |
2.906 |
|
| S4 |
2.680 |
2.727 |
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 |
2.946 |
2.865 |
0.081 |
2.8% |
0.055 |
1.9% |
77% |
False |
True |
10,993 |
| 10 |
2.965 |
2.865 |
0.100 |
3.4% |
0.050 |
1.7% |
62% |
False |
True |
9,935 |
| 20 |
2.965 |
2.650 |
0.315 |
10.8% |
0.051 |
1.7% |
88% |
False |
False |
10,161 |
| 40 |
2.965 |
2.650 |
0.315 |
10.8% |
0.049 |
1.7% |
88% |
False |
False |
8,967 |
| 60 |
2.965 |
2.605 |
0.360 |
12.3% |
0.047 |
1.6% |
89% |
False |
False |
8,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.269 |
|
2.618 |
3.144 |
|
1.618 |
3.067 |
|
1.000 |
3.019 |
|
0.618 |
2.990 |
|
HIGH |
2.942 |
|
0.618 |
2.913 |
|
0.500 |
2.904 |
|
0.382 |
2.894 |
|
LOW |
2.865 |
|
0.618 |
2.817 |
|
1.000 |
2.788 |
|
1.618 |
2.740 |
|
2.618 |
2.663 |
|
4.250 |
2.538 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.919 |
2.920 |
| PP |
2.911 |
2.913 |
| S1 |
2.904 |
2.906 |
|