NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 23-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.421 |
3.345 |
-0.076 |
-2.2% |
3.312 |
| High |
3.435 |
3.358 |
-0.077 |
-2.2% |
3.442 |
| Low |
3.341 |
3.258 |
-0.083 |
-2.5% |
3.258 |
| Close |
3.356 |
3.285 |
-0.071 |
-2.1% |
3.285 |
| Range |
0.094 |
0.100 |
0.006 |
6.4% |
0.184 |
| ATR |
0.097 |
0.097 |
0.000 |
0.2% |
0.000 |
| Volume |
17,077 |
13,900 |
-3,177 |
-18.6% |
84,459 |
|
| Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.600 |
3.543 |
3.340 |
|
| R3 |
3.500 |
3.443 |
3.313 |
|
| R2 |
3.400 |
3.400 |
3.303 |
|
| R1 |
3.343 |
3.343 |
3.294 |
3.322 |
| PP |
3.300 |
3.300 |
3.300 |
3.290 |
| S1 |
3.243 |
3.243 |
3.276 |
3.222 |
| S2 |
3.200 |
3.200 |
3.267 |
|
| S3 |
3.100 |
3.143 |
3.258 |
|
| S4 |
3.000 |
3.043 |
3.230 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.880 |
3.767 |
3.386 |
|
| R3 |
3.696 |
3.583 |
3.336 |
|
| R2 |
3.512 |
3.512 |
3.319 |
|
| R1 |
3.399 |
3.399 |
3.302 |
3.364 |
| PP |
3.328 |
3.328 |
3.328 |
3.311 |
| S1 |
3.215 |
3.215 |
3.268 |
3.180 |
| S2 |
3.144 |
3.144 |
3.251 |
|
| S3 |
2.960 |
3.031 |
3.234 |
|
| S4 |
2.776 |
2.847 |
3.184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.442 |
3.258 |
0.184 |
5.6% |
0.091 |
2.8% |
15% |
False |
True |
16,891 |
| 10 |
3.442 |
3.241 |
0.201 |
6.1% |
0.084 |
2.6% |
22% |
False |
False |
18,817 |
| 20 |
3.442 |
3.041 |
0.401 |
12.2% |
0.104 |
3.2% |
61% |
False |
False |
20,827 |
| 40 |
3.442 |
3.041 |
0.401 |
12.2% |
0.096 |
2.9% |
61% |
False |
False |
17,427 |
| 60 |
3.442 |
2.874 |
0.568 |
17.3% |
0.087 |
2.6% |
72% |
False |
False |
14,883 |
| 80 |
3.442 |
2.756 |
0.686 |
20.9% |
0.079 |
2.4% |
77% |
False |
False |
12,563 |
| 100 |
3.442 |
2.750 |
0.692 |
21.1% |
0.073 |
2.2% |
77% |
False |
False |
11,168 |
| 120 |
3.442 |
2.750 |
0.692 |
21.1% |
0.070 |
2.1% |
77% |
False |
False |
10,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.783 |
|
2.618 |
3.620 |
|
1.618 |
3.520 |
|
1.000 |
3.458 |
|
0.618 |
3.420 |
|
HIGH |
3.358 |
|
0.618 |
3.320 |
|
0.500 |
3.308 |
|
0.382 |
3.296 |
|
LOW |
3.258 |
|
0.618 |
3.196 |
|
1.000 |
3.158 |
|
1.618 |
3.096 |
|
2.618 |
2.996 |
|
4.250 |
2.833 |
|
|
| Fisher Pivots for day following 23-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.308 |
3.350 |
| PP |
3.300 |
3.328 |
| S1 |
3.293 |
3.307 |
|