NYMEX Natural Gas Future January 2021
| 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 |
3.373 |
3.216 |
-0.157 |
-4.7% |
3.247 |
| High |
3.391 |
3.313 |
-0.078 |
-2.3% |
3.479 |
| Low |
3.213 |
3.192 |
-0.021 |
-0.7% |
3.205 |
| Close |
3.259 |
3.267 |
0.008 |
0.2% |
3.398 |
| Range |
0.178 |
0.121 |
-0.057 |
-32.0% |
0.274 |
| ATR |
0.098 |
0.100 |
0.002 |
1.7% |
0.000 |
| Volume |
52,423 |
37,715 |
-14,708 |
-28.1% |
233,641 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.620 |
3.565 |
3.334 |
|
| R3 |
3.499 |
3.444 |
3.300 |
|
| R2 |
3.378 |
3.378 |
3.289 |
|
| R1 |
3.323 |
3.323 |
3.278 |
3.351 |
| PP |
3.257 |
3.257 |
3.257 |
3.271 |
| S1 |
3.202 |
3.202 |
3.256 |
3.230 |
| S2 |
3.136 |
3.136 |
3.245 |
|
| S3 |
3.015 |
3.081 |
3.234 |
|
| S4 |
2.894 |
2.960 |
3.200 |
|
|
| 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 |
3.192 |
0.287 |
8.8% |
0.118 |
3.6% |
26% |
False |
True |
45,466 |
| 10 |
3.479 |
3.156 |
0.323 |
9.9% |
0.121 |
3.7% |
34% |
False |
False |
44,354 |
| 20 |
3.479 |
3.156 |
0.323 |
9.9% |
0.098 |
3.0% |
34% |
False |
False |
39,869 |
| 40 |
3.479 |
3.045 |
0.434 |
13.3% |
0.086 |
2.6% |
51% |
False |
False |
33,711 |
| 60 |
3.479 |
2.785 |
0.694 |
21.2% |
0.077 |
2.4% |
69% |
False |
False |
29,797 |
| 80 |
3.479 |
2.778 |
0.701 |
21.5% |
0.072 |
2.2% |
70% |
False |
False |
27,734 |
| 100 |
3.479 |
2.778 |
0.701 |
21.5% |
0.069 |
2.1% |
70% |
False |
False |
25,790 |
| 120 |
3.479 |
2.778 |
0.701 |
21.5% |
0.069 |
2.1% |
70% |
False |
False |
24,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.827 |
|
2.618 |
3.630 |
|
1.618 |
3.509 |
|
1.000 |
3.434 |
|
0.618 |
3.388 |
|
HIGH |
3.313 |
|
0.618 |
3.267 |
|
0.500 |
3.253 |
|
0.382 |
3.238 |
|
LOW |
3.192 |
|
0.618 |
3.117 |
|
1.000 |
3.071 |
|
1.618 |
2.996 |
|
2.618 |
2.875 |
|
4.250 |
2.678 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.262 |
3.300 |
| PP |
3.257 |
3.289 |
| S1 |
3.253 |
3.278 |
|