NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 12-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.129 |
3.245 |
0.116 |
3.7% |
2.993 |
| High |
3.216 |
3.271 |
0.055 |
1.7% |
3.216 |
| Low |
3.128 |
3.188 |
0.060 |
1.9% |
2.987 |
| Close |
3.192 |
3.233 |
0.041 |
1.3% |
3.192 |
| Range |
0.088 |
0.083 |
-0.005 |
-5.7% |
0.229 |
| ATR |
0.095 |
0.094 |
-0.001 |
-0.9% |
0.000 |
| Volume |
52,037 |
49,385 |
-2,652 |
-5.1% |
195,647 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.480 |
3.439 |
3.279 |
|
| R3 |
3.397 |
3.356 |
3.256 |
|
| R2 |
3.314 |
3.314 |
3.248 |
|
| R1 |
3.273 |
3.273 |
3.241 |
3.252 |
| PP |
3.231 |
3.231 |
3.231 |
3.220 |
| S1 |
3.190 |
3.190 |
3.225 |
3.169 |
| S2 |
3.148 |
3.148 |
3.218 |
|
| S3 |
3.065 |
3.107 |
3.210 |
|
| S4 |
2.982 |
3.024 |
3.187 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.819 |
3.734 |
3.318 |
|
| R3 |
3.590 |
3.505 |
3.255 |
|
| R2 |
3.361 |
3.361 |
3.234 |
|
| R1 |
3.276 |
3.276 |
3.213 |
3.319 |
| PP |
3.132 |
3.132 |
3.132 |
3.153 |
| S1 |
3.047 |
3.047 |
3.171 |
3.090 |
| S2 |
2.903 |
2.903 |
3.150 |
|
| S3 |
2.674 |
2.818 |
3.129 |
|
| S4 |
2.445 |
2.589 |
3.066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.271 |
3.051 |
0.220 |
6.8% |
0.092 |
2.9% |
83% |
True |
False |
41,770 |
| 10 |
3.271 |
2.935 |
0.336 |
10.4% |
0.110 |
3.4% |
89% |
True |
False |
37,733 |
| 20 |
3.271 |
2.935 |
0.336 |
10.4% |
0.099 |
3.0% |
89% |
True |
False |
30,849 |
| 40 |
3.271 |
2.935 |
0.336 |
10.4% |
0.081 |
2.5% |
89% |
True |
False |
25,357 |
| 60 |
3.271 |
2.660 |
0.611 |
18.9% |
0.075 |
2.3% |
94% |
True |
False |
21,490 |
| 80 |
3.271 |
2.653 |
0.618 |
19.1% |
0.067 |
2.1% |
94% |
True |
False |
18,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.624 |
|
2.618 |
3.488 |
|
1.618 |
3.405 |
|
1.000 |
3.354 |
|
0.618 |
3.322 |
|
HIGH |
3.271 |
|
0.618 |
3.239 |
|
0.500 |
3.230 |
|
0.382 |
3.220 |
|
LOW |
3.188 |
|
0.618 |
3.137 |
|
1.000 |
3.105 |
|
1.618 |
3.054 |
|
2.618 |
2.971 |
|
4.250 |
2.835 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.232 |
3.213 |
| PP |
3.231 |
3.192 |
| S1 |
3.230 |
3.172 |
|