NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.193 |
3.199 |
0.006 |
0.2% |
2.993 |
| High |
3.209 |
3.260 |
0.051 |
1.6% |
3.216 |
| Low |
3.130 |
3.191 |
0.061 |
1.9% |
2.987 |
| Close |
3.181 |
3.235 |
0.054 |
1.7% |
3.192 |
| Range |
0.079 |
0.069 |
-0.010 |
-12.7% |
0.229 |
| ATR |
0.092 |
0.091 |
-0.001 |
-1.0% |
0.000 |
| Volume |
35,572 |
29,587 |
-5,985 |
-16.8% |
195,647 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.436 |
3.404 |
3.273 |
|
| R3 |
3.367 |
3.335 |
3.254 |
|
| R2 |
3.298 |
3.298 |
3.248 |
|
| R1 |
3.266 |
3.266 |
3.241 |
3.282 |
| PP |
3.229 |
3.229 |
3.229 |
3.237 |
| S1 |
3.197 |
3.197 |
3.229 |
3.213 |
| S2 |
3.160 |
3.160 |
3.222 |
|
| S3 |
3.091 |
3.128 |
3.216 |
|
| S4 |
3.022 |
3.059 |
3.197 |
|
|
| 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 |
3.128 |
0.143 |
4.4% |
0.077 |
2.4% |
75% |
False |
False |
42,408 |
| 10 |
3.271 |
2.935 |
0.336 |
10.4% |
0.093 |
2.9% |
89% |
False |
False |
39,585 |
| 20 |
3.271 |
2.935 |
0.336 |
10.4% |
0.099 |
3.1% |
89% |
False |
False |
33,170 |
| 40 |
3.271 |
2.935 |
0.336 |
10.4% |
0.083 |
2.6% |
89% |
False |
False |
27,189 |
| 60 |
3.271 |
2.681 |
0.590 |
18.2% |
0.076 |
2.3% |
94% |
False |
False |
22,863 |
| 80 |
3.271 |
2.653 |
0.618 |
19.1% |
0.068 |
2.1% |
94% |
False |
False |
19,845 |
| 100 |
3.271 |
2.653 |
0.618 |
19.1% |
0.064 |
2.0% |
94% |
False |
False |
17,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.553 |
|
2.618 |
3.441 |
|
1.618 |
3.372 |
|
1.000 |
3.329 |
|
0.618 |
3.303 |
|
HIGH |
3.260 |
|
0.618 |
3.234 |
|
0.500 |
3.226 |
|
0.382 |
3.217 |
|
LOW |
3.191 |
|
0.618 |
3.148 |
|
1.000 |
3.122 |
|
1.618 |
3.079 |
|
2.618 |
3.010 |
|
4.250 |
2.898 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.232 |
3.222 |
| PP |
3.229 |
3.208 |
| S1 |
3.226 |
3.195 |
|