NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 22-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.928 |
2.962 |
0.034 |
1.2% |
2.832 |
| High |
2.965 |
2.964 |
-0.001 |
0.0% |
2.911 |
| Low |
2.928 |
2.904 |
-0.024 |
-0.8% |
2.818 |
| Close |
2.953 |
2.916 |
-0.037 |
-1.3% |
2.906 |
| Range |
0.037 |
0.060 |
0.023 |
62.2% |
0.093 |
| ATR |
0.049 |
0.050 |
0.001 |
1.6% |
0.000 |
| Volume |
10,820 |
9,489 |
-1,331 |
-12.3% |
46,310 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.108 |
3.072 |
2.949 |
|
| R3 |
3.048 |
3.012 |
2.933 |
|
| R2 |
2.988 |
2.988 |
2.927 |
|
| R1 |
2.952 |
2.952 |
2.922 |
2.940 |
| PP |
2.928 |
2.928 |
2.928 |
2.922 |
| S1 |
2.892 |
2.892 |
2.911 |
2.880 |
| S2 |
2.868 |
2.868 |
2.905 |
|
| S3 |
2.808 |
2.832 |
2.900 |
|
| S4 |
2.748 |
2.772 |
2.883 |
|
|
| 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 |
2.879 |
0.086 |
2.9% |
0.045 |
1.5% |
43% |
False |
False |
8,877 |
| 10 |
2.965 |
2.770 |
0.195 |
6.7% |
0.043 |
1.5% |
75% |
False |
False |
9,376 |
| 20 |
2.965 |
2.650 |
0.315 |
10.8% |
0.052 |
1.8% |
84% |
False |
False |
9,371 |
| 40 |
2.965 |
2.650 |
0.315 |
10.8% |
0.049 |
1.7% |
84% |
False |
False |
8,777 |
| 60 |
2.965 |
2.520 |
0.445 |
15.3% |
0.046 |
1.6% |
89% |
False |
False |
8,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.219 |
|
2.618 |
3.121 |
|
1.618 |
3.061 |
|
1.000 |
3.024 |
|
0.618 |
3.001 |
|
HIGH |
2.964 |
|
0.618 |
2.941 |
|
0.500 |
2.934 |
|
0.382 |
2.927 |
|
LOW |
2.904 |
|
0.618 |
2.867 |
|
1.000 |
2.844 |
|
1.618 |
2.807 |
|
2.618 |
2.747 |
|
4.250 |
2.649 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.934 |
2.935 |
| PP |
2.928 |
2.928 |
| S1 |
2.922 |
2.922 |
|