NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 07-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.156 |
3.080 |
-0.076 |
-2.4% |
3.226 |
| High |
3.229 |
3.221 |
-0.008 |
-0.2% |
3.287 |
| Low |
3.088 |
3.060 |
-0.028 |
-0.9% |
2.922 |
| Close |
3.096 |
3.149 |
0.053 |
1.7% |
2.991 |
| Range |
0.141 |
0.161 |
0.020 |
14.2% |
0.365 |
| ATR |
0.123 |
0.126 |
0.003 |
2.2% |
0.000 |
| Volume |
60,861 |
103,189 |
42,328 |
69.5% |
353,050 |
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.626 |
3.549 |
3.238 |
|
| R3 |
3.465 |
3.388 |
3.193 |
|
| R2 |
3.304 |
3.304 |
3.179 |
|
| R1 |
3.227 |
3.227 |
3.164 |
3.266 |
| PP |
3.143 |
3.143 |
3.143 |
3.163 |
| S1 |
3.066 |
3.066 |
3.134 |
3.105 |
| S2 |
2.982 |
2.982 |
3.119 |
|
| S3 |
2.821 |
2.905 |
3.105 |
|
| S4 |
2.660 |
2.744 |
3.060 |
|
|
| 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 |
3.229 |
2.922 |
0.307 |
9.7% |
0.161 |
5.1% |
74% |
False |
False |
83,585 |
| 10 |
3.370 |
2.922 |
0.448 |
14.2% |
0.145 |
4.6% |
51% |
False |
False |
70,059 |
| 20 |
3.370 |
2.922 |
0.448 |
14.2% |
0.124 |
3.9% |
51% |
False |
False |
61,122 |
| 40 |
3.370 |
2.922 |
0.448 |
14.2% |
0.102 |
3.2% |
51% |
False |
False |
48,152 |
| 60 |
3.370 |
2.657 |
0.713 |
22.6% |
0.093 |
2.9% |
69% |
False |
False |
38,942 |
| 80 |
3.370 |
2.637 |
0.733 |
23.3% |
0.082 |
2.6% |
70% |
False |
False |
33,779 |
| 100 |
3.370 |
2.637 |
0.733 |
23.3% |
0.078 |
2.5% |
70% |
False |
False |
29,646 |
| 120 |
3.370 |
2.637 |
0.733 |
23.3% |
0.077 |
2.4% |
70% |
False |
False |
26,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.905 |
|
2.618 |
3.642 |
|
1.618 |
3.481 |
|
1.000 |
3.382 |
|
0.618 |
3.320 |
|
HIGH |
3.221 |
|
0.618 |
3.159 |
|
0.500 |
3.141 |
|
0.382 |
3.122 |
|
LOW |
3.060 |
|
0.618 |
2.961 |
|
1.000 |
2.899 |
|
1.618 |
2.800 |
|
2.618 |
2.639 |
|
4.250 |
2.376 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.146 |
3.136 |
| PP |
3.143 |
3.122 |
| S1 |
3.141 |
3.109 |
|