NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 28-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.204 |
3.240 |
0.036 |
1.1% |
3.209 |
| High |
3.272 |
3.257 |
-0.015 |
-0.5% |
3.318 |
| Low |
3.155 |
3.209 |
0.054 |
1.7% |
3.148 |
| Close |
3.247 |
3.236 |
-0.011 |
-0.3% |
3.175 |
| Range |
0.117 |
0.048 |
-0.069 |
-59.0% |
0.170 |
| ATR |
0.090 |
0.087 |
-0.003 |
-3.4% |
0.000 |
| Volume |
30,239 |
21,536 |
-8,703 |
-28.8% |
149,603 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.378 |
3.355 |
3.262 |
|
| R3 |
3.330 |
3.307 |
3.249 |
|
| R2 |
3.282 |
3.282 |
3.245 |
|
| R1 |
3.259 |
3.259 |
3.240 |
3.247 |
| PP |
3.234 |
3.234 |
3.234 |
3.228 |
| S1 |
3.211 |
3.211 |
3.232 |
3.199 |
| S2 |
3.186 |
3.186 |
3.227 |
|
| S3 |
3.138 |
3.163 |
3.223 |
|
| S4 |
3.090 |
3.115 |
3.210 |
|
|
| 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 |
3.315 |
3.143 |
0.172 |
5.3% |
0.090 |
2.8% |
54% |
False |
False |
27,709 |
| 10 |
3.318 |
3.143 |
0.175 |
5.4% |
0.081 |
2.5% |
53% |
False |
False |
29,493 |
| 20 |
3.318 |
2.935 |
0.383 |
11.8% |
0.091 |
2.8% |
79% |
False |
False |
34,676 |
| 40 |
3.318 |
2.935 |
0.383 |
11.8% |
0.087 |
2.7% |
79% |
False |
False |
29,315 |
| 60 |
3.318 |
2.892 |
0.426 |
13.2% |
0.078 |
2.4% |
81% |
False |
False |
25,198 |
| 80 |
3.318 |
2.660 |
0.658 |
20.3% |
0.072 |
2.2% |
88% |
False |
False |
21,731 |
| 100 |
3.318 |
2.653 |
0.665 |
20.6% |
0.067 |
2.1% |
88% |
False |
False |
19,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.461 |
|
2.618 |
3.383 |
|
1.618 |
3.335 |
|
1.000 |
3.305 |
|
0.618 |
3.287 |
|
HIGH |
3.257 |
|
0.618 |
3.239 |
|
0.500 |
3.233 |
|
0.382 |
3.227 |
|
LOW |
3.209 |
|
0.618 |
3.179 |
|
1.000 |
3.161 |
|
1.618 |
3.131 |
|
2.618 |
3.083 |
|
4.250 |
3.005 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.235 |
3.227 |
| PP |
3.234 |
3.217 |
| S1 |
3.233 |
3.208 |
|