NYMEX Natural Gas Future March 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 |
3.301 |
3.227 |
-0.074 |
-2.2% |
3.209 |
| High |
3.315 |
3.240 |
-0.075 |
-2.3% |
3.318 |
| Low |
3.223 |
3.148 |
-0.075 |
-2.3% |
3.148 |
| Close |
3.239 |
3.175 |
-0.064 |
-2.0% |
3.175 |
| Range |
0.092 |
0.092 |
0.000 |
0.0% |
0.170 |
| ATR |
0.087 |
0.087 |
0.000 |
0.4% |
0.000 |
| Volume |
29,221 |
31,370 |
2,149 |
7.4% |
149,603 |
|
| Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.464 |
3.411 |
3.226 |
|
| R3 |
3.372 |
3.319 |
3.200 |
|
| R2 |
3.280 |
3.280 |
3.192 |
|
| R1 |
3.227 |
3.227 |
3.183 |
3.208 |
| PP |
3.188 |
3.188 |
3.188 |
3.178 |
| S1 |
3.135 |
3.135 |
3.167 |
3.116 |
| S2 |
3.096 |
3.096 |
3.158 |
|
| S3 |
3.004 |
3.043 |
3.150 |
|
| S4 |
2.912 |
2.951 |
3.124 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.724 |
3.619 |
3.269 |
|
| R3 |
3.554 |
3.449 |
3.222 |
|
| R2 |
3.384 |
3.384 |
3.206 |
|
| R1 |
3.279 |
3.279 |
3.191 |
3.247 |
| PP |
3.214 |
3.214 |
3.214 |
3.197 |
| S1 |
3.109 |
3.109 |
3.159 |
3.077 |
| S2 |
3.044 |
3.044 |
3.144 |
|
| S3 |
2.874 |
2.939 |
3.128 |
|
| S4 |
2.704 |
2.769 |
3.082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.318 |
3.148 |
0.170 |
5.4% |
0.084 |
2.6% |
16% |
False |
True |
29,920 |
| 10 |
3.318 |
3.130 |
0.188 |
5.9% |
0.077 |
2.4% |
24% |
False |
False |
34,739 |
| 20 |
3.318 |
2.935 |
0.383 |
12.1% |
0.093 |
2.9% |
63% |
False |
False |
35,252 |
| 40 |
3.318 |
2.935 |
0.383 |
12.1% |
0.085 |
2.7% |
63% |
False |
False |
29,327 |
| 60 |
3.318 |
2.778 |
0.540 |
17.0% |
0.078 |
2.4% |
74% |
False |
False |
24,881 |
| 80 |
3.318 |
2.660 |
0.658 |
20.7% |
0.071 |
2.2% |
78% |
False |
False |
21,287 |
| 100 |
3.318 |
2.653 |
0.665 |
20.9% |
0.066 |
2.1% |
78% |
False |
False |
19,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.631 |
|
2.618 |
3.481 |
|
1.618 |
3.389 |
|
1.000 |
3.332 |
|
0.618 |
3.297 |
|
HIGH |
3.240 |
|
0.618 |
3.205 |
|
0.500 |
3.194 |
|
0.382 |
3.183 |
|
LOW |
3.148 |
|
0.618 |
3.091 |
|
1.000 |
3.056 |
|
1.618 |
2.999 |
|
2.618 |
2.907 |
|
4.250 |
2.757 |
|
|
| Fisher Pivots for day following 23-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.194 |
3.233 |
| PP |
3.188 |
3.214 |
| S1 |
3.181 |
3.194 |
|