NYMEX Natural Gas Future April 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 |
2.972 |
2.961 |
-0.011 |
-0.4% |
2.928 |
| High |
2.978 |
2.985 |
0.007 |
0.2% |
3.010 |
| Low |
2.949 |
2.898 |
-0.051 |
-1.7% |
2.902 |
| Close |
2.970 |
2.968 |
-0.002 |
-0.1% |
2.927 |
| Range |
0.029 |
0.087 |
0.058 |
200.0% |
0.108 |
| ATR |
0.056 |
0.058 |
0.002 |
4.0% |
0.000 |
| Volume |
19,421 |
30,754 |
11,333 |
58.4% |
117,187 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.211 |
3.177 |
3.016 |
|
| R3 |
3.124 |
3.090 |
2.992 |
|
| R2 |
3.037 |
3.037 |
2.984 |
|
| R1 |
3.003 |
3.003 |
2.976 |
3.020 |
| PP |
2.950 |
2.950 |
2.950 |
2.959 |
| S1 |
2.916 |
2.916 |
2.960 |
2.933 |
| S2 |
2.863 |
2.863 |
2.952 |
|
| S3 |
2.776 |
2.829 |
2.944 |
|
| S4 |
2.689 |
2.742 |
2.920 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.270 |
3.207 |
2.986 |
|
| R3 |
3.162 |
3.099 |
2.957 |
|
| R2 |
3.054 |
3.054 |
2.947 |
|
| R1 |
2.991 |
2.991 |
2.937 |
2.969 |
| PP |
2.946 |
2.946 |
2.946 |
2.935 |
| S1 |
2.883 |
2.883 |
2.917 |
2.861 |
| S2 |
2.838 |
2.838 |
2.907 |
|
| S3 |
2.730 |
2.775 |
2.897 |
|
| S4 |
2.622 |
2.667 |
2.868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.993 |
2.898 |
0.095 |
3.2% |
0.063 |
2.1% |
74% |
False |
True |
23,808 |
| 10 |
3.010 |
2.898 |
0.112 |
3.8% |
0.057 |
1.9% |
63% |
False |
True |
23,389 |
| 20 |
3.010 |
2.681 |
0.329 |
11.1% |
0.058 |
1.9% |
87% |
False |
False |
23,689 |
| 40 |
3.010 |
2.681 |
0.329 |
11.1% |
0.056 |
1.9% |
87% |
False |
False |
20,185 |
| 60 |
3.010 |
2.640 |
0.370 |
12.5% |
0.052 |
1.8% |
89% |
False |
False |
18,267 |
| 80 |
3.010 |
2.425 |
0.585 |
19.7% |
0.049 |
1.7% |
93% |
False |
False |
16,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.355 |
|
2.618 |
3.213 |
|
1.618 |
3.126 |
|
1.000 |
3.072 |
|
0.618 |
3.039 |
|
HIGH |
2.985 |
|
0.618 |
2.952 |
|
0.500 |
2.942 |
|
0.382 |
2.931 |
|
LOW |
2.898 |
|
0.618 |
2.844 |
|
1.000 |
2.811 |
|
1.618 |
2.757 |
|
2.618 |
2.670 |
|
4.250 |
2.528 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.959 |
2.961 |
| PP |
2.950 |
2.953 |
| S1 |
2.942 |
2.946 |
|