NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 02-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
02-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.133 |
3.022 |
-0.111 |
-3.5% |
3.226 |
| High |
3.176 |
3.038 |
-0.138 |
-4.3% |
3.287 |
| Low |
3.015 |
2.922 |
-0.093 |
-3.1% |
2.922 |
| Close |
3.062 |
2.991 |
-0.071 |
-2.3% |
2.991 |
| Range |
0.161 |
0.116 |
-0.045 |
-28.0% |
0.365 |
| ATR |
0.111 |
0.113 |
0.002 |
1.9% |
0.000 |
| Volume |
91,070 |
85,130 |
-5,940 |
-6.5% |
353,050 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.332 |
3.277 |
3.055 |
|
| R3 |
3.216 |
3.161 |
3.023 |
|
| R2 |
3.100 |
3.100 |
3.012 |
|
| R1 |
3.045 |
3.045 |
3.002 |
3.015 |
| PP |
2.984 |
2.984 |
2.984 |
2.968 |
| S1 |
2.929 |
2.929 |
2.980 |
2.899 |
| S2 |
2.868 |
2.868 |
2.970 |
|
| S3 |
2.752 |
2.813 |
2.959 |
|
| S4 |
2.636 |
2.697 |
2.927 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.162 |
3.941 |
3.192 |
|
| R3 |
3.797 |
3.576 |
3.091 |
|
| R2 |
3.432 |
3.432 |
3.058 |
|
| R1 |
3.211 |
3.211 |
3.024 |
3.139 |
| PP |
3.067 |
3.067 |
3.067 |
3.031 |
| S1 |
2.846 |
2.846 |
2.958 |
2.774 |
| S2 |
2.702 |
2.702 |
2.924 |
|
| S3 |
2.337 |
2.481 |
2.891 |
|
| S4 |
1.972 |
2.116 |
2.790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.287 |
2.922 |
0.365 |
12.2% |
0.136 |
4.6% |
19% |
False |
True |
70,610 |
| 10 |
3.370 |
2.922 |
0.448 |
15.0% |
0.136 |
4.5% |
15% |
False |
True |
65,859 |
| 20 |
3.370 |
2.922 |
0.448 |
15.0% |
0.111 |
3.7% |
15% |
False |
True |
56,129 |
| 40 |
3.370 |
2.922 |
0.448 |
15.0% |
0.096 |
3.2% |
15% |
False |
True |
43,921 |
| 60 |
3.370 |
2.657 |
0.713 |
23.8% |
0.086 |
2.9% |
47% |
False |
False |
35,812 |
| 80 |
3.370 |
2.637 |
0.733 |
24.5% |
0.078 |
2.6% |
48% |
False |
False |
31,291 |
| 100 |
3.370 |
2.637 |
0.733 |
24.5% |
0.074 |
2.5% |
48% |
False |
False |
27,605 |
| 120 |
3.370 |
2.637 |
0.733 |
24.5% |
0.074 |
2.5% |
48% |
False |
False |
24,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.531 |
|
2.618 |
3.342 |
|
1.618 |
3.226 |
|
1.000 |
3.154 |
|
0.618 |
3.110 |
|
HIGH |
3.038 |
|
0.618 |
2.994 |
|
0.500 |
2.980 |
|
0.382 |
2.966 |
|
LOW |
2.922 |
|
0.618 |
2.850 |
|
1.000 |
2.806 |
|
1.618 |
2.734 |
|
2.618 |
2.618 |
|
4.250 |
2.429 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.987 |
3.049 |
| PP |
2.984 |
3.030 |
| S1 |
2.980 |
3.010 |
|