NYMEX Natural Gas Future May 2021
Trading Metrics calculated at close of trading on 21-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
2.918 |
2.928 |
0.010 |
0.3% |
2.832 |
High |
2.954 |
2.965 |
0.011 |
0.4% |
2.911 |
Low |
2.912 |
2.928 |
0.016 |
0.5% |
2.818 |
Close |
2.926 |
2.953 |
0.027 |
0.9% |
2.906 |
Range |
0.042 |
0.037 |
-0.005 |
-11.9% |
0.093 |
ATR |
0.050 |
0.049 |
-0.001 |
-1.5% |
0.000 |
Volume |
6,837 |
10,820 |
3,983 |
58.3% |
46,310 |
|
Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.060 |
3.043 |
2.973 |
|
R3 |
3.023 |
3.006 |
2.963 |
|
R2 |
2.986 |
2.986 |
2.960 |
|
R1 |
2.969 |
2.969 |
2.956 |
2.978 |
PP |
2.949 |
2.949 |
2.949 |
2.953 |
S1 |
2.932 |
2.932 |
2.950 |
2.941 |
S2 |
2.912 |
2.912 |
2.946 |
|
S3 |
2.875 |
2.895 |
2.943 |
|
S4 |
2.838 |
2.858 |
2.933 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.157 |
3.125 |
2.957 |
|
R3 |
3.064 |
3.032 |
2.932 |
|
R2 |
2.971 |
2.971 |
2.923 |
|
R1 |
2.939 |
2.939 |
2.915 |
2.955 |
PP |
2.878 |
2.878 |
2.878 |
2.887 |
S1 |
2.846 |
2.846 |
2.897 |
2.862 |
S2 |
2.785 |
2.785 |
2.889 |
|
S3 |
2.692 |
2.753 |
2.880 |
|
S4 |
2.599 |
2.660 |
2.855 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.965 |
2.840 |
0.125 |
4.2% |
0.044 |
1.5% |
90% |
True |
False |
8,062 |
10 |
2.965 |
2.723 |
0.242 |
8.2% |
0.042 |
1.4% |
95% |
True |
False |
9,382 |
20 |
2.965 |
2.650 |
0.315 |
10.7% |
0.051 |
1.7% |
96% |
True |
False |
9,511 |
40 |
2.965 |
2.650 |
0.315 |
10.7% |
0.048 |
1.6% |
96% |
True |
False |
8,706 |
60 |
2.965 |
2.520 |
0.445 |
15.1% |
0.046 |
1.5% |
97% |
True |
False |
8,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.122 |
2.618 |
3.062 |
1.618 |
3.025 |
1.000 |
3.002 |
0.618 |
2.988 |
HIGH |
2.965 |
0.618 |
2.951 |
0.500 |
2.947 |
0.382 |
2.942 |
LOW |
2.928 |
0.618 |
2.905 |
1.000 |
2.891 |
1.618 |
2.868 |
2.618 |
2.831 |
4.250 |
2.771 |
|
|
Fisher Pivots for day following 21-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
2.951 |
2.943 |
PP |
2.949 |
2.933 |
S1 |
2.947 |
2.923 |
|