NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 27-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.870 |
2.915 |
0.045 |
1.6% |
2.888 |
| High |
2.926 |
2.946 |
0.020 |
0.7% |
2.965 |
| Low |
2.870 |
2.886 |
0.016 |
0.6% |
2.865 |
| Close |
2.916 |
2.933 |
0.017 |
0.6% |
2.892 |
| Range |
0.056 |
0.060 |
0.004 |
7.1% |
0.100 |
| ATR |
0.051 |
0.051 |
0.001 |
1.3% |
0.000 |
| Volume |
6,855 |
12,105 |
5,250 |
76.6% |
44,387 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.102 |
3.077 |
2.966 |
|
| R3 |
3.042 |
3.017 |
2.950 |
|
| R2 |
2.982 |
2.982 |
2.944 |
|
| R1 |
2.957 |
2.957 |
2.939 |
2.970 |
| PP |
2.922 |
2.922 |
2.922 |
2.928 |
| S1 |
2.897 |
2.897 |
2.928 |
2.910 |
| S2 |
2.862 |
2.862 |
2.922 |
|
| S3 |
2.802 |
2.837 |
2.917 |
|
| S4 |
2.742 |
2.777 |
2.900 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.207 |
3.150 |
2.947 |
|
| R3 |
3.107 |
3.050 |
2.920 |
|
| R2 |
3.007 |
3.007 |
2.910 |
|
| R1 |
2.950 |
2.950 |
2.901 |
2.979 |
| PP |
2.907 |
2.907 |
2.907 |
2.922 |
| S1 |
2.850 |
2.850 |
2.883 |
2.879 |
| S2 |
2.807 |
2.807 |
2.874 |
|
| S3 |
2.707 |
2.750 |
2.865 |
|
| S4 |
2.607 |
2.650 |
2.837 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.965 |
2.865 |
0.100 |
3.4% |
0.054 |
1.8% |
68% |
False |
False |
9,865 |
| 10 |
2.965 |
2.821 |
0.144 |
4.9% |
0.050 |
1.7% |
78% |
False |
False |
8,820 |
| 20 |
2.965 |
2.650 |
0.315 |
10.7% |
0.052 |
1.8% |
90% |
False |
False |
9,575 |
| 40 |
2.965 |
2.650 |
0.315 |
10.7% |
0.049 |
1.7% |
90% |
False |
False |
8,828 |
| 60 |
2.965 |
2.561 |
0.404 |
13.8% |
0.046 |
1.6% |
92% |
False |
False |
8,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.201 |
|
2.618 |
3.103 |
|
1.618 |
3.043 |
|
1.000 |
3.006 |
|
0.618 |
2.983 |
|
HIGH |
2.946 |
|
0.618 |
2.923 |
|
0.500 |
2.916 |
|
0.382 |
2.909 |
|
LOW |
2.886 |
|
0.618 |
2.849 |
|
1.000 |
2.826 |
|
1.618 |
2.789 |
|
2.618 |
2.729 |
|
4.250 |
2.631 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.927 |
2.924 |
| PP |
2.922 |
2.915 |
| S1 |
2.916 |
2.906 |
|