NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 30-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.247 |
3.082 |
-0.165 |
-5.1% |
3.116 |
| High |
3.267 |
3.166 |
-0.101 |
-3.1% |
3.370 |
| Low |
3.070 |
3.039 |
-0.031 |
-1.0% |
3.074 |
| Close |
3.118 |
3.117 |
-0.001 |
0.0% |
3.277 |
| Range |
0.197 |
0.127 |
-0.070 |
-35.5% |
0.296 |
| ATR |
0.106 |
0.107 |
0.002 |
1.4% |
0.000 |
| Volume |
72,717 |
66,099 |
-6,618 |
-9.1% |
305,542 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.488 |
3.430 |
3.187 |
|
| R3 |
3.361 |
3.303 |
3.152 |
|
| R2 |
3.234 |
3.234 |
3.140 |
|
| R1 |
3.176 |
3.176 |
3.129 |
3.205 |
| PP |
3.107 |
3.107 |
3.107 |
3.122 |
| S1 |
3.049 |
3.049 |
3.105 |
3.078 |
| S2 |
2.980 |
2.980 |
3.094 |
|
| S3 |
2.853 |
2.922 |
3.082 |
|
| S4 |
2.726 |
2.795 |
3.047 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.128 |
3.999 |
3.440 |
|
| R3 |
3.832 |
3.703 |
3.358 |
|
| R2 |
3.536 |
3.536 |
3.331 |
|
| R1 |
3.407 |
3.407 |
3.304 |
3.472 |
| PP |
3.240 |
3.240 |
3.240 |
3.273 |
| S1 |
3.111 |
3.111 |
3.250 |
3.176 |
| S2 |
2.944 |
2.944 |
3.223 |
|
| S3 |
2.648 |
2.815 |
3.196 |
|
| S4 |
2.352 |
2.519 |
3.114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.370 |
3.039 |
0.331 |
10.6% |
0.129 |
4.1% |
24% |
False |
True |
56,533 |
| 10 |
3.370 |
3.023 |
0.347 |
11.1% |
0.132 |
4.2% |
27% |
False |
False |
61,227 |
| 20 |
3.370 |
3.023 |
0.347 |
11.1% |
0.105 |
3.4% |
27% |
False |
False |
53,243 |
| 40 |
3.370 |
2.936 |
0.434 |
13.9% |
0.093 |
3.0% |
42% |
False |
False |
40,696 |
| 60 |
3.370 |
2.657 |
0.713 |
22.9% |
0.083 |
2.7% |
65% |
False |
False |
33,608 |
| 80 |
3.370 |
2.637 |
0.733 |
23.5% |
0.077 |
2.5% |
65% |
False |
False |
29,387 |
| 100 |
3.370 |
2.637 |
0.733 |
23.5% |
0.073 |
2.3% |
65% |
False |
False |
26,055 |
| 120 |
3.370 |
2.637 |
0.733 |
23.5% |
0.073 |
2.3% |
65% |
False |
False |
23,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.706 |
|
2.618 |
3.498 |
|
1.618 |
3.371 |
|
1.000 |
3.293 |
|
0.618 |
3.244 |
|
HIGH |
3.166 |
|
0.618 |
3.117 |
|
0.500 |
3.103 |
|
0.382 |
3.088 |
|
LOW |
3.039 |
|
0.618 |
2.961 |
|
1.000 |
2.912 |
|
1.618 |
2.834 |
|
2.618 |
2.707 |
|
4.250 |
2.499 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.112 |
3.163 |
| PP |
3.107 |
3.148 |
| S1 |
3.103 |
3.132 |
|