NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 13-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.245 |
3.210 |
-0.035 |
-1.1% |
2.993 |
| High |
3.271 |
3.237 |
-0.034 |
-1.0% |
3.216 |
| Low |
3.188 |
3.172 |
-0.016 |
-0.5% |
2.987 |
| Close |
3.233 |
3.224 |
-0.009 |
-0.3% |
3.192 |
| Range |
0.083 |
0.065 |
-0.018 |
-21.7% |
0.229 |
| ATR |
0.094 |
0.092 |
-0.002 |
-2.2% |
0.000 |
| Volume |
49,385 |
45,463 |
-3,922 |
-7.9% |
195,647 |
|
| Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.406 |
3.380 |
3.260 |
|
| R3 |
3.341 |
3.315 |
3.242 |
|
| R2 |
3.276 |
3.276 |
3.236 |
|
| R1 |
3.250 |
3.250 |
3.230 |
3.263 |
| PP |
3.211 |
3.211 |
3.211 |
3.218 |
| S1 |
3.185 |
3.185 |
3.218 |
3.198 |
| S2 |
3.146 |
3.146 |
3.212 |
|
| S3 |
3.081 |
3.120 |
3.206 |
|
| S4 |
3.016 |
3.055 |
3.188 |
|
|
| 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% |
0.085 |
2.6% |
79% |
False |
False |
45,939 |
| 10 |
3.271 |
2.935 |
0.336 |
10.4% |
0.102 |
3.2% |
86% |
False |
False |
38,655 |
| 20 |
3.271 |
2.935 |
0.336 |
10.4% |
0.099 |
3.1% |
86% |
False |
False |
32,210 |
| 40 |
3.271 |
2.935 |
0.336 |
10.4% |
0.082 |
2.5% |
86% |
False |
False |
26,178 |
| 60 |
3.271 |
2.673 |
0.598 |
18.5% |
0.075 |
2.3% |
92% |
False |
False |
22,021 |
| 80 |
3.271 |
2.653 |
0.618 |
19.2% |
0.068 |
2.1% |
92% |
False |
False |
19,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.513 |
|
2.618 |
3.407 |
|
1.618 |
3.342 |
|
1.000 |
3.302 |
|
0.618 |
3.277 |
|
HIGH |
3.237 |
|
0.618 |
3.212 |
|
0.500 |
3.205 |
|
0.382 |
3.197 |
|
LOW |
3.172 |
|
0.618 |
3.132 |
|
1.000 |
3.107 |
|
1.618 |
3.067 |
|
2.618 |
3.002 |
|
4.250 |
2.896 |
|
|
| Fisher Pivots for day following 13-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.218 |
3.216 |
| PP |
3.211 |
3.208 |
| S1 |
3.205 |
3.200 |
|