NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 08-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2020 |
08-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.080 |
3.105 |
0.025 |
0.8% |
3.226 |
| High |
3.221 |
3.160 |
-0.061 |
-1.9% |
3.287 |
| Low |
3.060 |
3.075 |
0.015 |
0.5% |
2.922 |
| Close |
3.149 |
3.149 |
0.000 |
0.0% |
2.991 |
| Range |
0.161 |
0.085 |
-0.076 |
-47.2% |
0.365 |
| ATR |
0.126 |
0.123 |
-0.003 |
-2.3% |
0.000 |
| Volume |
103,189 |
99,250 |
-3,939 |
-3.8% |
353,050 |
|
| Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.383 |
3.351 |
3.196 |
|
| R3 |
3.298 |
3.266 |
3.172 |
|
| R2 |
3.213 |
3.213 |
3.165 |
|
| R1 |
3.181 |
3.181 |
3.157 |
3.197 |
| PP |
3.128 |
3.128 |
3.128 |
3.136 |
| S1 |
3.096 |
3.096 |
3.141 |
3.112 |
| S2 |
3.043 |
3.043 |
3.133 |
|
| S3 |
2.958 |
3.011 |
3.126 |
|
| S4 |
2.873 |
2.926 |
3.102 |
|
|
| 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% |
0.146 |
4.6% |
74% |
False |
False |
85,221 |
| 10 |
3.370 |
2.922 |
0.448 |
14.2% |
0.141 |
4.5% |
51% |
False |
False |
74,736 |
| 20 |
3.370 |
2.922 |
0.448 |
14.2% |
0.125 |
4.0% |
51% |
False |
False |
64,119 |
| 40 |
3.370 |
2.922 |
0.448 |
14.2% |
0.103 |
3.3% |
51% |
False |
False |
49,866 |
| 60 |
3.370 |
2.657 |
0.713 |
22.6% |
0.093 |
3.0% |
69% |
False |
False |
40,461 |
| 80 |
3.370 |
2.637 |
0.733 |
23.3% |
0.083 |
2.6% |
70% |
False |
False |
34,902 |
| 100 |
3.370 |
2.637 |
0.733 |
23.3% |
0.078 |
2.5% |
70% |
False |
False |
30,519 |
| 120 |
3.370 |
2.637 |
0.733 |
23.3% |
0.076 |
2.4% |
70% |
False |
False |
27,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.521 |
|
2.618 |
3.383 |
|
1.618 |
3.298 |
|
1.000 |
3.245 |
|
0.618 |
3.213 |
|
HIGH |
3.160 |
|
0.618 |
3.128 |
|
0.500 |
3.118 |
|
0.382 |
3.107 |
|
LOW |
3.075 |
|
0.618 |
3.022 |
|
1.000 |
2.990 |
|
1.618 |
2.937 |
|
2.618 |
2.852 |
|
4.250 |
2.714 |
|
|
| Fisher Pivots for day following 08-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.139 |
3.148 |
| PP |
3.128 |
3.146 |
| S1 |
3.118 |
3.145 |
|