NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 27-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.159 |
3.204 |
0.045 |
1.4% |
3.209 |
| High |
3.244 |
3.272 |
0.028 |
0.9% |
3.318 |
| Low |
3.143 |
3.155 |
0.012 |
0.4% |
3.148 |
| Close |
3.213 |
3.247 |
0.034 |
1.1% |
3.175 |
| Range |
0.101 |
0.117 |
0.016 |
15.8% |
0.170 |
| ATR |
0.088 |
0.090 |
0.002 |
2.3% |
0.000 |
| Volume |
26,181 |
30,239 |
4,058 |
15.5% |
149,603 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.576 |
3.528 |
3.311 |
|
| R3 |
3.459 |
3.411 |
3.279 |
|
| R2 |
3.342 |
3.342 |
3.268 |
|
| R1 |
3.294 |
3.294 |
3.258 |
3.318 |
| PP |
3.225 |
3.225 |
3.225 |
3.237 |
| S1 |
3.177 |
3.177 |
3.236 |
3.201 |
| S2 |
3.108 |
3.108 |
3.226 |
|
| S3 |
2.991 |
3.060 |
3.215 |
|
| S4 |
2.874 |
2.943 |
3.183 |
|
|
| 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 |
3.143 |
0.175 |
5.4% |
0.097 |
3.0% |
59% |
False |
False |
29,657 |
| 10 |
3.318 |
3.130 |
0.188 |
5.8% |
0.084 |
2.6% |
62% |
False |
False |
30,897 |
| 20 |
3.318 |
2.935 |
0.383 |
11.8% |
0.093 |
2.9% |
81% |
False |
False |
34,776 |
| 40 |
3.318 |
2.935 |
0.383 |
11.8% |
0.087 |
2.7% |
81% |
False |
False |
29,350 |
| 60 |
3.318 |
2.847 |
0.471 |
14.5% |
0.079 |
2.4% |
85% |
False |
False |
25,130 |
| 80 |
3.318 |
2.660 |
0.658 |
20.3% |
0.072 |
2.2% |
89% |
False |
False |
21,607 |
| 100 |
3.318 |
2.653 |
0.665 |
20.5% |
0.067 |
2.1% |
89% |
False |
False |
19,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.769 |
|
2.618 |
3.578 |
|
1.618 |
3.461 |
|
1.000 |
3.389 |
|
0.618 |
3.344 |
|
HIGH |
3.272 |
|
0.618 |
3.227 |
|
0.500 |
3.214 |
|
0.382 |
3.200 |
|
LOW |
3.155 |
|
0.618 |
3.083 |
|
1.000 |
3.038 |
|
1.618 |
2.966 |
|
2.618 |
2.849 |
|
4.250 |
2.658 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.236 |
3.234 |
| PP |
3.225 |
3.221 |
| S1 |
3.214 |
3.208 |
|