NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 29-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2020 |
29-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.365 |
3.373 |
0.008 |
0.2% |
3.247 |
| High |
3.408 |
3.391 |
-0.017 |
-0.5% |
3.479 |
| Low |
3.335 |
3.213 |
-0.122 |
-3.7% |
3.205 |
| Close |
3.399 |
3.259 |
-0.140 |
-4.1% |
3.398 |
| Range |
0.073 |
0.178 |
0.105 |
143.8% |
0.274 |
| ATR |
0.091 |
0.098 |
0.007 |
7.4% |
0.000 |
| Volume |
32,700 |
52,423 |
19,723 |
60.3% |
233,641 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.822 |
3.718 |
3.357 |
|
| R3 |
3.644 |
3.540 |
3.308 |
|
| R2 |
3.466 |
3.466 |
3.292 |
|
| R1 |
3.362 |
3.362 |
3.275 |
3.325 |
| PP |
3.288 |
3.288 |
3.288 |
3.269 |
| S1 |
3.184 |
3.184 |
3.243 |
3.147 |
| S2 |
3.110 |
3.110 |
3.226 |
|
| S3 |
2.932 |
3.006 |
3.210 |
|
| S4 |
2.754 |
2.828 |
3.161 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.183 |
4.064 |
3.549 |
|
| R3 |
3.909 |
3.790 |
3.473 |
|
| R2 |
3.635 |
3.635 |
3.448 |
|
| R1 |
3.516 |
3.516 |
3.423 |
3.576 |
| PP |
3.361 |
3.361 |
3.361 |
3.390 |
| S1 |
3.242 |
3.242 |
3.373 |
3.302 |
| S2 |
3.087 |
3.087 |
3.348 |
|
| S3 |
2.813 |
2.968 |
3.323 |
|
| S4 |
2.539 |
2.694 |
3.247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.479 |
3.205 |
0.274 |
8.4% |
0.130 |
4.0% |
20% |
False |
False |
47,784 |
| 10 |
3.479 |
3.156 |
0.323 |
9.9% |
0.116 |
3.6% |
32% |
False |
False |
43,488 |
| 20 |
3.479 |
3.156 |
0.323 |
9.9% |
0.095 |
2.9% |
32% |
False |
False |
40,392 |
| 40 |
3.479 |
2.990 |
0.489 |
15.0% |
0.085 |
2.6% |
55% |
False |
False |
33,451 |
| 60 |
3.479 |
2.785 |
0.694 |
21.3% |
0.077 |
2.4% |
68% |
False |
False |
29,687 |
| 80 |
3.479 |
2.778 |
0.701 |
21.5% |
0.071 |
2.2% |
69% |
False |
False |
27,486 |
| 100 |
3.479 |
2.778 |
0.701 |
21.5% |
0.068 |
2.1% |
69% |
False |
False |
25,557 |
| 120 |
3.479 |
2.778 |
0.701 |
21.5% |
0.069 |
2.1% |
69% |
False |
False |
24,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.148 |
|
2.618 |
3.857 |
|
1.618 |
3.679 |
|
1.000 |
3.569 |
|
0.618 |
3.501 |
|
HIGH |
3.391 |
|
0.618 |
3.323 |
|
0.500 |
3.302 |
|
0.382 |
3.281 |
|
LOW |
3.213 |
|
0.618 |
3.103 |
|
1.000 |
3.035 |
|
1.618 |
2.925 |
|
2.618 |
2.747 |
|
4.250 |
2.457 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.302 |
3.346 |
| PP |
3.288 |
3.317 |
| S1 |
3.273 |
3.288 |
|