NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 13-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.875 |
2.886 |
0.011 |
0.4% |
2.723 |
| High |
2.904 |
2.910 |
0.006 |
0.2% |
2.865 |
| Low |
2.869 |
2.868 |
-0.001 |
0.0% |
2.718 |
| Close |
2.893 |
2.905 |
0.012 |
0.4% |
2.858 |
| Range |
0.035 |
0.042 |
0.007 |
20.0% |
0.147 |
| ATR |
0.060 |
0.058 |
-0.001 |
-2.1% |
0.000 |
| Volume |
24,467 |
20,406 |
-4,061 |
-16.6% |
115,414 |
|
| Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.020 |
3.005 |
2.928 |
|
| R3 |
2.978 |
2.963 |
2.917 |
|
| R2 |
2.936 |
2.936 |
2.913 |
|
| R1 |
2.921 |
2.921 |
2.909 |
2.929 |
| PP |
2.894 |
2.894 |
2.894 |
2.898 |
| S1 |
2.879 |
2.879 |
2.901 |
2.887 |
| S2 |
2.852 |
2.852 |
2.897 |
|
| S3 |
2.810 |
2.837 |
2.893 |
|
| S4 |
2.768 |
2.795 |
2.882 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.255 |
3.203 |
2.939 |
|
| R3 |
3.108 |
3.056 |
2.898 |
|
| R2 |
2.961 |
2.961 |
2.885 |
|
| R1 |
2.909 |
2.909 |
2.871 |
2.935 |
| PP |
2.814 |
2.814 |
2.814 |
2.827 |
| S1 |
2.762 |
2.762 |
2.845 |
2.788 |
| S2 |
2.667 |
2.667 |
2.831 |
|
| S3 |
2.520 |
2.615 |
2.818 |
|
| S4 |
2.373 |
2.468 |
2.777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.910 |
2.764 |
0.146 |
5.0% |
0.049 |
1.7% |
97% |
True |
False |
23,426 |
| 10 |
2.910 |
2.681 |
0.229 |
7.9% |
0.063 |
2.2% |
98% |
True |
False |
22,727 |
| 20 |
2.910 |
2.681 |
0.229 |
7.9% |
0.061 |
2.1% |
98% |
True |
False |
21,579 |
| 40 |
2.910 |
2.681 |
0.229 |
7.9% |
0.053 |
1.8% |
98% |
True |
False |
17,699 |
| 60 |
2.910 |
2.437 |
0.473 |
16.3% |
0.050 |
1.7% |
99% |
True |
False |
16,025 |
| 80 |
2.910 |
2.420 |
0.490 |
16.9% |
0.046 |
1.6% |
99% |
True |
False |
14,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.089 |
|
2.618 |
3.020 |
|
1.618 |
2.978 |
|
1.000 |
2.952 |
|
0.618 |
2.936 |
|
HIGH |
2.910 |
|
0.618 |
2.894 |
|
0.500 |
2.889 |
|
0.382 |
2.884 |
|
LOW |
2.868 |
|
0.618 |
2.842 |
|
1.000 |
2.826 |
|
1.618 |
2.800 |
|
2.618 |
2.758 |
|
4.250 |
2.690 |
|
|
| Fisher Pivots for day following 13-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.900 |
2.892 |
| PP |
2.894 |
2.879 |
| S1 |
2.889 |
2.866 |
|