NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 20-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.928 |
2.960 |
0.032 |
1.1% |
2.875 |
| High |
2.976 |
2.998 |
0.022 |
0.7% |
2.956 |
| Low |
2.915 |
2.951 |
0.036 |
1.2% |
2.861 |
| Close |
2.960 |
2.963 |
0.003 |
0.1% |
2.948 |
| Range |
0.061 |
0.047 |
-0.014 |
-23.0% |
0.095 |
| ATR |
0.056 |
0.056 |
-0.001 |
-1.2% |
0.000 |
| Volume |
20,387 |
22,612 |
2,225 |
10.9% |
120,902 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.112 |
3.084 |
2.989 |
|
| R3 |
3.065 |
3.037 |
2.976 |
|
| R2 |
3.018 |
3.018 |
2.972 |
|
| R1 |
2.990 |
2.990 |
2.967 |
3.004 |
| PP |
2.971 |
2.971 |
2.971 |
2.978 |
| S1 |
2.943 |
2.943 |
2.959 |
2.957 |
| S2 |
2.924 |
2.924 |
2.954 |
|
| S3 |
2.877 |
2.896 |
2.950 |
|
| S4 |
2.830 |
2.849 |
2.937 |
|
|
| 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 |
2.998 |
2.861 |
0.137 |
4.6% |
0.049 |
1.7% |
74% |
True |
False |
23,805 |
| 10 |
2.998 |
2.764 |
0.234 |
7.9% |
0.049 |
1.7% |
85% |
True |
False |
23,615 |
| 20 |
2.998 |
2.681 |
0.317 |
10.7% |
0.061 |
2.0% |
89% |
True |
False |
23,278 |
| 40 |
2.998 |
2.681 |
0.317 |
10.7% |
0.055 |
1.8% |
89% |
True |
False |
19,199 |
| 60 |
2.998 |
2.518 |
0.480 |
16.2% |
0.051 |
1.7% |
93% |
True |
False |
17,395 |
| 80 |
2.998 |
2.425 |
0.573 |
19.3% |
0.047 |
1.6% |
94% |
True |
False |
15,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.198 |
|
2.618 |
3.121 |
|
1.618 |
3.074 |
|
1.000 |
3.045 |
|
0.618 |
3.027 |
|
HIGH |
2.998 |
|
0.618 |
2.980 |
|
0.500 |
2.975 |
|
0.382 |
2.969 |
|
LOW |
2.951 |
|
0.618 |
2.922 |
|
1.000 |
2.904 |
|
1.618 |
2.875 |
|
2.618 |
2.828 |
|
4.250 |
2.751 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.975 |
2.961 |
| PP |
2.971 |
2.959 |
| S1 |
2.967 |
2.957 |
|