NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.896 |
2.934 |
0.038 |
1.3% |
2.875 |
| High |
2.946 |
2.956 |
0.010 |
0.3% |
2.956 |
| Low |
2.895 |
2.921 |
0.026 |
0.9% |
2.861 |
| Close |
2.934 |
2.948 |
0.014 |
0.5% |
2.948 |
| Range |
0.051 |
0.035 |
-0.016 |
-31.4% |
0.095 |
| ATR |
0.057 |
0.056 |
-0.002 |
-2.8% |
0.000 |
| Volume |
23,063 |
25,993 |
2,930 |
12.7% |
120,902 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.047 |
3.032 |
2.967 |
|
| R3 |
3.012 |
2.997 |
2.958 |
|
| R2 |
2.977 |
2.977 |
2.954 |
|
| R1 |
2.962 |
2.962 |
2.951 |
2.970 |
| PP |
2.942 |
2.942 |
2.942 |
2.945 |
| S1 |
2.927 |
2.927 |
2.945 |
2.935 |
| S2 |
2.907 |
2.907 |
2.942 |
|
| S3 |
2.872 |
2.892 |
2.938 |
|
| S4 |
2.837 |
2.857 |
2.929 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.207 |
3.172 |
3.000 |
|
| R3 |
3.112 |
3.077 |
2.974 |
|
| R2 |
3.017 |
3.017 |
2.965 |
|
| R1 |
2.982 |
2.982 |
2.957 |
3.000 |
| PP |
2.922 |
2.922 |
2.922 |
2.930 |
| S1 |
2.887 |
2.887 |
2.939 |
2.905 |
| S2 |
2.827 |
2.827 |
2.931 |
|
| S3 |
2.732 |
2.792 |
2.922 |
|
| S4 |
2.637 |
2.697 |
2.896 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.956 |
2.861 |
0.095 |
3.2% |
0.043 |
1.5% |
92% |
True |
False |
24,180 |
| 10 |
2.956 |
2.718 |
0.238 |
8.1% |
0.055 |
1.9% |
97% |
True |
False |
23,631 |
| 20 |
2.956 |
2.681 |
0.275 |
9.3% |
0.060 |
2.0% |
97% |
True |
False |
22,960 |
| 40 |
2.956 |
2.681 |
0.275 |
9.3% |
0.054 |
1.8% |
97% |
True |
False |
18,656 |
| 60 |
2.956 |
2.462 |
0.494 |
16.8% |
0.051 |
1.7% |
98% |
True |
False |
16,951 |
| 80 |
2.956 |
2.420 |
0.536 |
18.2% |
0.046 |
1.6% |
99% |
True |
False |
14,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.105 |
|
2.618 |
3.048 |
|
1.618 |
3.013 |
|
1.000 |
2.991 |
|
0.618 |
2.978 |
|
HIGH |
2.956 |
|
0.618 |
2.943 |
|
0.500 |
2.939 |
|
0.382 |
2.934 |
|
LOW |
2.921 |
|
0.618 |
2.899 |
|
1.000 |
2.886 |
|
1.618 |
2.864 |
|
2.618 |
2.829 |
|
4.250 |
2.772 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.945 |
2.935 |
| PP |
2.942 |
2.922 |
| S1 |
2.939 |
2.909 |
|