NYMEX Natural Gas Future February 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 |
3.312 |
3.377 |
0.065 |
2.0% |
3.362 |
| High |
3.394 |
3.426 |
0.032 |
0.9% |
3.400 |
| Low |
3.311 |
3.341 |
0.030 |
0.9% |
3.241 |
| Close |
3.373 |
3.352 |
-0.021 |
-0.6% |
3.364 |
| Range |
0.083 |
0.085 |
0.002 |
2.4% |
0.159 |
| ATR |
0.099 |
0.098 |
-0.001 |
-1.0% |
0.000 |
| Volume |
19,063 |
17,694 |
-1,369 |
-7.2% |
103,713 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.628 |
3.575 |
3.399 |
|
| R3 |
3.543 |
3.490 |
3.375 |
|
| R2 |
3.458 |
3.458 |
3.368 |
|
| R1 |
3.405 |
3.405 |
3.360 |
3.389 |
| PP |
3.373 |
3.373 |
3.373 |
3.365 |
| S1 |
3.320 |
3.320 |
3.344 |
3.304 |
| S2 |
3.288 |
3.288 |
3.336 |
|
| S3 |
3.203 |
3.235 |
3.329 |
|
| S4 |
3.118 |
3.150 |
3.305 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.812 |
3.747 |
3.451 |
|
| R3 |
3.653 |
3.588 |
3.408 |
|
| R2 |
3.494 |
3.494 |
3.393 |
|
| R1 |
3.429 |
3.429 |
3.379 |
3.462 |
| PP |
3.335 |
3.335 |
3.335 |
3.351 |
| S1 |
3.270 |
3.270 |
3.349 |
3.303 |
| S2 |
3.176 |
3.176 |
3.335 |
|
| S3 |
3.017 |
3.111 |
3.320 |
|
| S4 |
2.858 |
2.952 |
3.277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.426 |
3.241 |
0.185 |
5.5% |
0.078 |
2.3% |
60% |
True |
False |
19,658 |
| 10 |
3.426 |
3.175 |
0.251 |
7.5% |
0.087 |
2.6% |
71% |
True |
False |
21,483 |
| 20 |
3.426 |
3.041 |
0.385 |
11.5% |
0.108 |
3.2% |
81% |
True |
False |
21,292 |
| 40 |
3.426 |
3.041 |
0.385 |
11.5% |
0.095 |
2.8% |
81% |
True |
False |
17,191 |
| 60 |
3.426 |
2.845 |
0.581 |
17.3% |
0.086 |
2.6% |
87% |
True |
False |
14,440 |
| 80 |
3.426 |
2.756 |
0.670 |
20.0% |
0.077 |
2.3% |
89% |
True |
False |
12,247 |
| 100 |
3.426 |
2.750 |
0.676 |
20.2% |
0.071 |
2.1% |
89% |
True |
False |
10,882 |
| 120 |
3.426 |
2.750 |
0.676 |
20.2% |
0.069 |
2.1% |
89% |
True |
False |
9,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.787 |
|
2.618 |
3.649 |
|
1.618 |
3.564 |
|
1.000 |
3.511 |
|
0.618 |
3.479 |
|
HIGH |
3.426 |
|
0.618 |
3.394 |
|
0.500 |
3.384 |
|
0.382 |
3.373 |
|
LOW |
3.341 |
|
0.618 |
3.288 |
|
1.000 |
3.256 |
|
1.618 |
3.203 |
|
2.618 |
3.118 |
|
4.250 |
2.980 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.384 |
3.369 |
| PP |
3.373 |
3.363 |
| S1 |
3.363 |
3.358 |
|