NYMEX Natural Gas Future January 2021
| 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 |
3.281 |
3.173 |
-0.108 |
-3.3% |
3.365 |
| High |
3.324 |
3.180 |
-0.144 |
-4.3% |
3.408 |
| Low |
3.164 |
3.079 |
-0.085 |
-2.7% |
3.079 |
| Close |
3.204 |
3.138 |
-0.066 |
-2.1% |
3.138 |
| Range |
0.160 |
0.101 |
-0.059 |
-36.9% |
0.329 |
| ATR |
0.104 |
0.105 |
0.002 |
1.4% |
0.000 |
| Volume |
50,981 |
54,517 |
3,536 |
6.9% |
228,336 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.435 |
3.388 |
3.194 |
|
| R3 |
3.334 |
3.287 |
3.166 |
|
| R2 |
3.233 |
3.233 |
3.157 |
|
| R1 |
3.186 |
3.186 |
3.147 |
3.159 |
| PP |
3.132 |
3.132 |
3.132 |
3.119 |
| S1 |
3.085 |
3.085 |
3.129 |
3.058 |
| S2 |
3.031 |
3.031 |
3.119 |
|
| S3 |
2.930 |
2.984 |
3.110 |
|
| S4 |
2.829 |
2.883 |
3.082 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
3.996 |
3.319 |
|
| R3 |
3.866 |
3.667 |
3.228 |
|
| R2 |
3.537 |
3.537 |
3.198 |
|
| R1 |
3.338 |
3.338 |
3.168 |
3.273 |
| PP |
3.208 |
3.208 |
3.208 |
3.176 |
| S1 |
3.009 |
3.009 |
3.108 |
2.944 |
| S2 |
2.879 |
2.879 |
3.078 |
|
| S3 |
2.550 |
2.680 |
3.048 |
|
| S4 |
2.221 |
2.351 |
2.957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.408 |
3.079 |
0.329 |
10.5% |
0.127 |
4.0% |
18% |
False |
True |
45,667 |
| 10 |
3.479 |
3.079 |
0.400 |
12.7% |
0.124 |
4.0% |
15% |
False |
True |
46,197 |
| 20 |
3.479 |
3.079 |
0.400 |
12.7% |
0.103 |
3.3% |
15% |
False |
True |
41,244 |
| 40 |
3.479 |
3.054 |
0.425 |
13.5% |
0.089 |
2.8% |
20% |
False |
False |
34,982 |
| 60 |
3.479 |
2.785 |
0.694 |
22.1% |
0.080 |
2.6% |
51% |
False |
False |
30,802 |
| 80 |
3.479 |
2.778 |
0.701 |
22.3% |
0.074 |
2.3% |
51% |
False |
False |
28,578 |
| 100 |
3.479 |
2.778 |
0.701 |
22.3% |
0.070 |
2.2% |
51% |
False |
False |
26,512 |
| 120 |
3.479 |
2.778 |
0.701 |
22.3% |
0.070 |
2.2% |
51% |
False |
False |
24,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.609 |
|
2.618 |
3.444 |
|
1.618 |
3.343 |
|
1.000 |
3.281 |
|
0.618 |
3.242 |
|
HIGH |
3.180 |
|
0.618 |
3.141 |
|
0.500 |
3.130 |
|
0.382 |
3.118 |
|
LOW |
3.079 |
|
0.618 |
3.017 |
|
1.000 |
2.978 |
|
1.618 |
2.916 |
|
2.618 |
2.815 |
|
4.250 |
2.650 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.135 |
3.202 |
| PP |
3.132 |
3.180 |
| S1 |
3.130 |
3.159 |
|