NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 29-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.240 |
3.225 |
-0.015 |
-0.5% |
3.209 |
| High |
3.257 |
3.271 |
0.014 |
0.4% |
3.318 |
| Low |
3.209 |
3.125 |
-0.084 |
-2.6% |
3.148 |
| Close |
3.236 |
3.233 |
-0.003 |
-0.1% |
3.175 |
| Range |
0.048 |
0.146 |
0.098 |
204.2% |
0.170 |
| ATR |
0.087 |
0.092 |
0.004 |
4.8% |
0.000 |
| Volume |
21,536 |
48,280 |
26,744 |
124.2% |
149,603 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.648 |
3.586 |
3.313 |
|
| R3 |
3.502 |
3.440 |
3.273 |
|
| R2 |
3.356 |
3.356 |
3.260 |
|
| R1 |
3.294 |
3.294 |
3.246 |
3.325 |
| PP |
3.210 |
3.210 |
3.210 |
3.225 |
| S1 |
3.148 |
3.148 |
3.220 |
3.179 |
| S2 |
3.064 |
3.064 |
3.206 |
|
| S3 |
2.918 |
3.002 |
3.193 |
|
| S4 |
2.772 |
2.856 |
3.153 |
|
|
| 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 |
3.272 |
3.125 |
0.147 |
4.5% |
0.101 |
3.1% |
73% |
False |
True |
31,521 |
| 10 |
3.318 |
3.125 |
0.193 |
6.0% |
0.089 |
2.7% |
56% |
False |
True |
31,362 |
| 20 |
3.318 |
2.935 |
0.383 |
11.8% |
0.091 |
2.8% |
78% |
False |
False |
35,474 |
| 40 |
3.318 |
2.935 |
0.383 |
11.8% |
0.088 |
2.7% |
78% |
False |
False |
29,719 |
| 60 |
3.318 |
2.896 |
0.422 |
13.1% |
0.080 |
2.5% |
80% |
False |
False |
25,769 |
| 80 |
3.318 |
2.660 |
0.658 |
20.4% |
0.073 |
2.3% |
87% |
False |
False |
22,233 |
| 100 |
3.318 |
2.653 |
0.665 |
20.6% |
0.069 |
2.1% |
87% |
False |
False |
20,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.892 |
|
2.618 |
3.653 |
|
1.618 |
3.507 |
|
1.000 |
3.417 |
|
0.618 |
3.361 |
|
HIGH |
3.271 |
|
0.618 |
3.215 |
|
0.500 |
3.198 |
|
0.382 |
3.181 |
|
LOW |
3.125 |
|
0.618 |
3.035 |
|
1.000 |
2.979 |
|
1.618 |
2.889 |
|
2.618 |
2.743 |
|
4.250 |
2.505 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.221 |
3.222 |
| PP |
3.210 |
3.210 |
| S1 |
3.198 |
3.199 |
|